function run()
{
	LookBack = 200;
	Hedge = 2;
	BarPeriod = 240;
	StartDate = 20030101;
	EndDate = 20140101;
	var Threshold = 0.0;
	
	set(PARAMETERS);
	
	
	
	var Timecycle = optimize(5,1,10);
	var Scaling = optimize(2,1,3);
	
	
	var *Price = series(price());
	var *LP5 = series (LowPass(Price,Timecycle));
	var *LP10 = series(LowPass(Price, Timecycle*Scaling));
	Trail = optimize(50,25,100)*PIP;
	Stop = optimize(4,2,6) *ATR(30);

	
   var hp = optimize(50,25,75);
   var *RSI10 = series(HighPass(Price,hp));
	
	static int crossed = 0;
	
	if(crossOver(LP5,LP10))
		crossed = 3;
		
	else if (crossUnder(LP5,LP10))
		crossed = -3;
	
   if(crossed > 0 && crossOver(RSI10, Threshold))
	{
		enterLong();
		crossed = 0;
	}

	else if(crossed < 0 && crossUnder(RSI10, Threshold))
	{
		enterShort();
		crossed = 0;
		
	}
	else crossed -= sign(crossed);
	

	
	plot ("LP1", LP5[0], 0, RED);
	plot ("LP2", LP10[0], 0, BLUE);
	plot ("RSI", RSI10[0], NEW, BLACK);
	plot ("Thres", Threshold, 0, RED);
   plot ("Thres1", -Threshold, 0, RED);
}