{
    Strategy Details:
    Symbol: U1
    Market 2: U2
    Market 3: U3
    Start Date: 20150401
    Stop Date: 20191027
    Out of Sample: 50 %
    Fitness Function: PNLDD
    Profit Target On: No
    Profit Multiple: 0
    Stop Loss On: No
    Stop Loss Multiple: 0
    Highest High On: No
    Highest High Lookback: 0
    Lowest Low On: No
    Lowest Low Lookback: 0
    Max Time: 1
    Profitable Closes: 9999
}

inputs:
    CombineSignals(0),  // 0 = all, +1 = long, -1 = short
    Required4Entry(0),
    Required4Exit(-99999),  // if signal count falls below this number it will exit
    PT_ON(0),
    SL_ON(0),
    TL_ON(0),
    HH_ON(0),
    LL_ON(0),
    Max_Time(1),
    Profitable_Closes(9999),
    ReadFiles(false), // set to true to read from file, false if all info is on open charts
    atr_length(20),
    hh_length(0),
    ll_length(0),
    pt_mult(0.00),
    sl_mult(0.00),
    tl_mult(0.00),
    delay(0)
    ;

vars:
    isIBOG(GetAppInfo(aiIntraBarOrder) = 1),
    intrabarpersist mp(0),
    intrabarpersist mpPrev(0),
    intrabarpersist isClose(true),
    intrabarpersist isOpen(false),
    atr(0),
    hh(0),
    ll(0),
    prof_x(0),
    PT(0),
    SL(0),
    TL(0),
    PS(0)
    ;

isOpen = (isClose = true);
isClose = (BarStatus(1) <> 1);

if isClose then begin
    hh = Highest(High, hh_length);
    ll = Lowest(Low, ll_length);
    atr = AvgTrueRange(atr_length);
end;

PS = position_size("Fut", "Default", 100000, 40, atr, SL_ON * 0.00);

mpPrev = mp;
mp = MarketPosition;

// ------------------------------------------
//  Exits
//
if mp = +1 then begin

    TL = Round2Fraction(Close[0] - atr[0] * tl_mult);
    If BarsSinceEntry > 0 and TL < TL[1] then TL = TL[1];

    if BarsSinceEntry = 0 or mp <> mpPrev then begin
        //PT = Round2Fraction(Close[0] + atr[0] * pt_mult);
        //SL = Round2Fraction(Close[0] - atr[0] * sl_mult);
        //TL = Round2Fraction(Close[0] - atr[0] * tl_mult);
        prof_x = 0;
    end;

    // Profitable closes
    if isClose and Close >= EntryPrice then
        prof_x += 1;
    if BarsSinceEntry < Max_Time-1 and Profitable_Closes > 0 and prof_x >= Profitable_Closes then begin
        Sell ("ProfX") all contracts next bar market;
        PT = Round2Fraction(Close[0] + atr[0] * pt_mult);
        SL = Round2Fraction(Close[0] - atr[0] * sl_mult);
        TL = Round2Fraction(Close[0] - atr[0] * tl_mult);
    end;
    // Max bars in trade
    if BarsSinceEntry >= Max_Time-1 then begin
        Sell ("TimeX") all contracts next bar market;
        PT = Round2Fraction(Close[0] + atr[0] * pt_mult);
        SL = Round2Fraction(Close[0] - atr[0] * sl_mult);
        TL = Round2Fraction(Close[0] - atr[0] * tl_mult);
        prof_x = 0;
    end;

    // Highest high
    if HH_ON = 1 then
        if isIBOG then
            Sell ("HHx ") all contracts next bar hh[1] limit
        else
            Sell ("HHx") all contracts next bar hh limit;

    // Lowest Low
    if LL_ON = 1 then
        if isIBOG then
            Sell ("LLx ") all contracts next bar ll[1] stop
        else
            Sell ("LLx") all contracts next bar ll stop;

    // Profit Target
    if PT_ON = 1 then
        Sell ("PTx") all contracts next bar PT limit;
    if PT_ON = 2 then
        setprofittarget(pt_mult);

    // Stop Loss
    if SL_ON = 1 then
        Sell ("SLx") all contracts next bar SL stop;
    if SL_ON = 2 then
        setstoploss(sl_mult);

    // Trail Loss
    If TL_ON = 1 then
    	Sell ("TLx") all contracts next bar TL stop;
    If TL_ON = 2 then
        setdollartrailing(tl_mult);

    // Force End of Day
    //  if Time >= 1700 then Sell ("EODx") all contracts next bar market;

    // Signal Exit
    //If BarsSinceEntry < Max_Time-1 and  then begin
    //    Sell ("SigX") all contracts next bar market;
    //    PT = Round2Fraction(Close[0] + atr[0] * pt_mult);
    //    SL = Round2Fraction(Close[0] - atr[0] * sl_mult);
    //    TL = Round2Fraction(Close[0] - atr[0] * tl_mult);
    //    prof_x = 0;
    //end;

end else
    if mp = -1 then begin
end;

// -----------------------------------------
//  entry
//
if isClose then begin
    condition1 = low[2] <= high[6] and month(date) <> 12 and high[3] > close[8] and xaverage(close,50)[0] <= xaverage(close,200)[0];
end;

if isClose and condition1[delay] then begin
    Buy ("Entry") PS contract next bar market;

    if mp = 0 and isIBOG = false then begin

        PT = Round2Fraction(Close[0] + atr[0] * pt_mult);
        SL = Round2Fraction(Close[0] - atr[0] * sl_mult);
        TL = Round2Fraction(Close[0] - atr[0] * tl_mult);

        // Profit target
        if PT_ON = 1 then
            Sell ("PTx1") all contracts next bar PT limit;
        if PT_ON = 2 then
            setprofittarget(pt_mult);

        // Stop loss
        if SL_ON = 1 then
            Sell ("SLx1") all contracts next bar SL stop;
        if SL_ON = 2 then
            setstoploss(sl_mult);

        // Trail Loss
        If TL_ON = 1 then
        	Sell ("TLx1") all contracts next bar TL stop;
        If TL_ON = 2 then
            setdollartrailing(tl_mult);

        // Highest high
        if HH_ON = 1 then
            Sell ("HHx1") all contracts next bar hh limit;

        // Lowest Low
        if LL_ON = 1 then
            Sell ("LLx1") all contracts next bar ll stop;
    end;
end;