#define DEBUG

function tradeOneNightStand() {
	
vars Price = series(price());
vars SMAShort = series(SMA(Price, optimize(10,5,20)));
vars SMALong = series(SMA(Price, optimize(40,30,80,5)));

Stop = optimize(100,100,500,10) * PIP;

#ifdef DEBUG
	bool SMAShortR = rising(SMAShort);
	bool SMAShortF = falling(SMAShort);
	bool SMALongR = rising(SMALong);
	bool SMALongF = falling(SMALong);
	printf("\n%s: SMAShort:%.5f (%i|%i), SMALong: %.5f (%i|%i)",Asset,SMAShort[0],SMAShortF,SMAShortR,SMALong[0],SMALongF,SMALongR);
#endif

var BuyStop,SellStop;

BuyStop = HH(10) + 1*PIP;
SellStop = LL(10) - 1*PIP;

if (dow() == 5 && NumOpenLong == 0 && NumPendingLong == 0 && SMAShort[0] > SMALong[0] && rising(SMAShort) && rising(SMALong)) {
	Margin = 0.1 * OptimalFLong * Capital;

#ifdef DEBUG
	printf("\nNow I setup a long trade with a margin of %.5f and a BuyStop of %.5f",Margin,BuyStop);
#endif
	enterLong(0,BuyStop);
}

else if (dow() == 5 && NumOpenShort == 0 && NumPendingShort == 0 && SMAShort[0] < SMALong[0] && falling(SMAShort) && falling(SMALong)) {
	Margin = 0.1 * OptimalFShort * Capital;

#ifdef DEBUG
	printf("\nNow I setup a short trade with a margin of %.5f and a SellStop of %.5f",Margin,SellStop);
#endif	
	enterShort(0,SellStop);			
}	

if (dow() != 5 && dow() != 6 && dow() != 7) {
	exitLong();
	exitShort();
}
	
}


function run() {

set(PARAMETERS+FACTORS+LOGFILE);
BarPeriod = 1440;
StartDate = 2005;
NumWFOCycles = 5;
LookBack = 120;
Capital = 50000;

while(asset(loop("USD/CHF","USD/JPY","GBP/USD","EUR/USD","EUR/JPY","USD/CAD","USOil"))) 
//while(asset(loop("AUD/CAD","AUD/CHF","AUD/JPY","AUD/NZD","AUD/USD","CAD/CHF","CAD/JPY","CHF/JPY","EUR/AUD","EUR/CAD","EUR/CHF","EUR/GBP","EUR/JPY","EUR/NZD","GBP/AUD","GBP/CAD","GBP/CHF","GBP/JPY","GBP/NZD","GBP/USD","NZD/CAD","NZD/CHF","NZD/JPY","NZD/USD","USD/CAD","USD/CHF","USD/JPY","XAG/USD","XAU/USD","USOil")))
//while(asset(loop("AUD/JPY","AUD/USD","CHF/JPY","EUR/JPY","EUR/USD","GBP/USD","NZD/CHF","NZD/JPY","USD/CHF","USD/JPY","USOil")))

	tradeOneNightStand();
}