// Strategy which opens random position with optimized take profit and stop loss for optimized period. Used walk forward optimization, parameters explained below.
// author: NightWalker @ Zorro Trader Forum
// version: 20121214.

function run()
{
	BarPeriod = 1;
	set(PARAMETERS);

	DataSplit = 90; // 90% training, 10% test
	NumWFOCycles = 10; // 10 cycles, 9 test periods
	
	//parameters to optimization
	var atrStop = optimize(1,1,1000,20,0); //multiplier of ATR from optimized period for stop loss
	var atrProfit = optimize(1,1,1000,20,0); //multiplier of ATR from optimized period for take profit
	var atrPeriod = optimize(1,1,1440,20,0); //period
	
	var *closePriceSeries = series(priceClose());
	
	// calculate stop loss and take profit
	Stop = atrStop*ATR(atrPeriod);  
	TakeProfit = atrProfit*ATR(atrPeriod); 
	Lots = 1;
	
	// open only 1 transcation at time and wait until take profit or stop loss is hit
	if(NumOpenTotal == 0) {
		if(peak(closePriceSeries)) //on local max
			enterShort();
				else 
		if(valley(closePriceSeries)) // on local min
			enterLong();
	}
	
	set(PLOTNOW);
	PlotWidth = 800;
	PlotHeight1 = 320;
}