function run()
{
	set(RULES+PEEK);
	StartDate = 20150101;
	EndDate = 20150115;
	BarPeriod = 15; 

	while(asset(loop("EUR/USD")))
		
	{
		//Append asset name to csv file to avoid overwriting when exporting with SIGNALS
	
		static string prevAsset;
		if (is(INITRUN)) {
				char dest[50];
				string ass = strx(prevAsset,"/","");
				sprintf(dest,"Data%s_%d_target.csv",ass,BarPeriod);
				if(file_length("Datatarget.csv") != 0)
				{
					file_copy(dest,"Datatarget.csv");
				}
				prevAsset = Asset;
		}
		
		
		Spread = RollLong = RollShort = Commission = Slippage = 0;
		
		LifeTime = 1;
	
		vars myMFE = series(TradeMFE);
		vars myMAE = series(TradeMAE);
		
		int Offset = ifelse(Train,-1,0);
		
		var Objective;
		if(TradeProfit >= 0) Objective = myMFE[Offset];
		if(TradeProfit <  0) Objective = -myMAE[Offset];
		
		
		// generate the signals
		adviseLong(SIGNALS, 0, wdate(0), myMFE[Offset], myMAE[Offset], Objective);
		enterLong();
	}
}

set(PEEK);
		
		var up_potential, down_potential = price();
		
		for(i= -20; i<=0; i++)
		{
			up_potential = max(up_potential, priceHigh(i));
			down_potential = min(down_potential, priceLow(i));
		}
   
//until here, up_potential / down_potential is ony the highest / lowest price during that upcoming period of 20 bars.

		up_potential = abs(up_potential - priceOpen())/ATR(30);
		down_potential = abs(down_potential - priceOpen())/ATR(30);