static var opt_Filtered;
static var opt_Signal;
static var opt_Threshold;
static var opt_Stop_Cntr;
static int opt_EquityAvg;

var equityCurveSizing()
{
  if(Train) { return 1; } // no phantom trades in training mode
  vars EquityCurve = series(BalanceLong+BalanceShort);
//  vars EquityLP = series(LowPass(EquityCurve,10));
  vars EquityLP = EquityCurve;
  if(EquityLP[0] < LowPass(EquityLP,opt_EquityAvg))// && falling(EquityLP))
    return -1; // drawdown -> phantom trading
  else
    return 1; // profitable -> normal trading
}
	
function tradeCounterTrend()
{
	vars Price = series(priceClose());
	vars Filtered = series(BandPass(Price,opt_Filtered,0.5));
	vars Signal = series(Fisher(Filtered,opt_Signal));
	var Threshold = opt_Threshold;
	
	Stop = opt_Stop_Cntr * ATR(10);
	Trail = 4*ATR(10);
	
	if(crossUnder(Signal,-Threshold))
		enterLong(); 
	else if(crossOver(Signal,Threshold)) 
		enterShort();
}

function run()
{
	set(LOGFILE+PARAMETERS);
        NumCores = -2;
	BarPeriod = 24*60;
	LookBack = 500;
	StartDate = 2005;
	EndDate = 2015;
	Capital = 10000;
	
	if(ReTrain) {
		UpdateDays = -1;
		SelectWFO = -1;	
		reset(FACTORS);	
	}

	while(asset(loop("EUR/USD","USD/JPY","GBP/USD","USD/CHF"))){
        
        // Parameters	
	opt_Filtered = optimize(30,20,40,1);
	opt_Signal = optimize(10,5,20,1);
	opt_Threshold = optimize(1,0.5,1.5,0.1);
	opt_Stop_Cntr = optimize(4,2,10,1); 
        opt_EquityAvg = optimize(100,5,200,5);

        Lots = 5;
        Lots = equityCurveSizing() * Lots;
	tradeCounterTrend();	
	}
			
	PlotWidth = 1024;
	PlotHeight1 = 400;
}