// First Asset loop
  while(asset(loop("EUR/USD")))
  while(algo(loop("S1","S2")))
  {
    Margin = 0.5 * OptimalF * Capital;
    if(Algo == "S1") 
      trade_S1();
    else if(Algo == "S2") 
      trade_S2();
  }
// Second Asset loop
  while(asset(loop("EUR/JPY")))
  while(algo(loop("S3","S4")))
  {
    Margin = 0.5 * OptimalF * Capital;
    if(Algo == "S3") 
      trade_S3();
    else if(Algo == "S4") 
      trade_S4();
  }
}

// Strategy 1 - dummy from workshop
function trade_S1()
{
  TimeFrame = 4;
  vars Price = series(price());
  vars Filtered = series(BandPass(Price,optimize(30,25,35),0.5));
  vars Signal = series(Fisher(Filtered,500));
  var Threshold = optimize(1,0.5,2,0.1);
  Stop = optimize(4,2,10) * ATR(100);
  Trail = 4*ATR(100);
  if(crossUnder(Signal,-Threshold))
    enterLong();
  else if(crossOver(Signal,Threshold))
    enterShort();
}
// Strategy 2 - dummy from workshop
function trade_S2()
{
  TimeFrame = 1;
  vars Price = series(price());
  vars Trend = series(LowPass(Price,optimize(500,300,700)));
    Stop = optimize(4,2,10) * ATR(100);
  Trail = 0;
  vars MMI_Raw = series(MMI(Price,300));
  vars MMI_Smooth = series(LowPass(MMI_Raw,500));
    if(falling(MMI_Smooth)) 
  {
    if(valley(Trend))
      enterLong();
    else if(peak(Trend))
      enterShort();
  }
}
// Strategy 3 - dummy from workshop
function trade_S3()
{
  TimeFrame = 4;
  vars Price = series(price());
  vars Filtered = series(BandPass(Price,optimize(30,25,35),0.5));
  vars Signal = series(Fisher(Filtered,500));
  var Threshold = optimize(1,0.5,2,0.1);

  Stop = optimize(4,2,10) * ATR(100);
  Trail = 4*ATR(100);

  if(crossUnder(Signal,-Threshold))
    enterLong();
  else if(crossOver(Signal,Threshold))
    enterShort();
	}
// Strategy 4 - dummy from workshop
function trade_S4()
{
  TimeFrame = 1;
  vars Price = series(price());
  vars Trend = series(LowPass(Price,optimize(500,300,700)));
  
  Stop = optimize(4,2,10) * ATR(100);
  Trail = 0;

  vars MMI_Raw = series(MMI(Price,300));
  vars MMI_Smooth = series(LowPass(MMI_Raw,500));
  
  if(falling(MMI_Smooth)) 
  {
    if(valley(Trend))
      enterLong();
    else if(peak(Trend))
      enterShort();
  }
	}
// Function run every new bar
function run()
{
  set(PARAMETERS+FACTORS+LOGFILE);
  BarPeriod = 60; 
  LookBack = 2000;
  StartDate = 2005;
  NumWFOCycles = 10;  
  Capital = 10000;	
// Retraining
  if(ReTrain) {
    UpdateDays = -1;  
    SelectWFO = -1;	
    reset(FACTORS); 
  }

while(asset(loop("EUR/USD","EUR/JPY")))
  while(algo(loop("S1","S2","S3","S4")))
  {
    Margin = 0.5 * OptimalF * Capital;
    if (Asset == "EUR/USD") {
      if(Algo == "S1") 
        trade_S1();
      else if(Algo == "S2") 
        trade_S2();
    } else if (Asset == "EUR/JPY") {
      if(Algo == "S3") 
        trade_S1();
      else if(Algo == "S4") 
        trade_S2();
    }
  }
}