//CODED BY GRIZZLY - AUG 2016//
DEFPARAM CumulateOrders = True
DEFPARAM Preloadbars = 2000

//INDICATORS//
ema3 = exponentialaverage[200*2.3]
ema2 = exponentialaverage[200*1.4]
ema1 = exponentialaverage[200*1]
Parabolic = SAR[0.001,0.001,0.2]
myBaseLine, myConversionLine, mySpanA, mySpanB = CALL myichi[9 ,26 ,52 ,26]
HH = highest[30](high)
LL = lowest[30](low)
Ranger = (HH-LL)<18*pipsize and abs(parabolic[0]-close)<50*pipsize and (abs(parabolic[0]-parabolic[1])<6*pipsize)

C1 = Parabolic[0]>HIGH and Parabolic[0]>102.00 //RED SAR = SHORT IF USD/YEN > 102.00
C2 = Parabolic[0]<LOW and Parabolic[0]<125.00 //GREEN SAR = LONG IF USD/YEN < 125.00
C3 = myconversionline>myspana and myBaseLine>0 and myconversionline>0//BULLISH LONG
C4 = myspana<myspanb  //BEARISH SHORT
Spread = 1.5
LLHC = (Low[0]<Low[1] and close[0]>open[0]) and (high[0]-low[0]> 2*pipsize) and not onmarket and C1 and not (C3 or C4) //Lower Low Higher Close = Long
HHLC = (High[0]>High[1] and close[0]<open[0]) and (high[0]-low[0]> 2*pipsize) and not onmarket and C2 and not (C3 or C4) //Higher High Lower Close = Short
ExtremeDailyHigh = dailydelta>130 and not onmarket
ExteremeDailyLow = dailydelta<-130 and not onmarket

//TIME MGT - E.g Daily time restrictions & Do Not trade NFP days)
Time1 = 010000
Time2 = 230000
if time = time1 then
dayopen = open[0]
else
dayclose = close
endif
DailyDelta = (dayclose-dayopen)*100
TwoDayDelta = (dayclose-dayopen[1440])*100

Timer = time >= Time1 and time <= Time2  and (not (Day<8 and DayOfWeek=5)) and Sundayopen and Ranger
Sundayopen = dopen(1)-dclose(1) < 100*pipsize
CloseAll = (currenthour = 21 and currentdayofweek >= 0) or (Day<8 and DayOfWeek=5)
//

//MONEY MGT//
MaxPositionA = 40
MaxPositionB = 80
RiskSwitch = 1 //1 = On, 0 = Off
Ratio = 2
Equity = (Strategyprofit+20000)
Risk = min(round(Ratio*Equity/100000)*RiskSwitch,MaxPositionA)
Losses = positionperf(1)<0 and positionperf(2)<0 and positionperf(3)<0
Streak = positionperf(1)>0 and positionperf(2)>0 and positionperf(3)>0
if losses and strategyprofit<15000000 then
n = max(abs(round(max(1+risk*0.75,risk*0.75))),1)
elsif not losses then
n = max(abs(round(max(7+risk,risk))),7)
endif
if Streak and strategyprofit>50000 then
n = max(abs(round(max(5+risk*1.5,risk*1.5))),1)
endif
//

//TIMERS//
T1 = (barindex-tradeindex>=3)
T2 = (barindex-tradeindex>=3)
//

//FALLACY - Runs are not statistically indepedent to trend//
LLL = (tradeprice(1)>tradeprice(2) and tradeprice(3)>tradeprice(4) and tradeprice(4)>tradeprice(5) and tradeprice(5)>tradeprice(6) and Streak and positionperf(4)>0 and positionperf(5)>0) or dailydelta>100 or twodaydelta>120
SSS =  (tradeprice(1)<tradeprice(2) and tradeprice(3)<tradeprice(4) and tradeprice(4)<tradeprice(5) and tradeprice(5)<tradeprice(6) and Streak and positionperf(4)>0 and positionperf(5)>0) or dailydelta<-100 or twodaydelta<-120
//

//ENTER LONG - GREEN SAR//
if Timer and (ema1>ema2 and ema2>ema3 and close>ema3 and c3) and c2 and T1 and not (LLL or LLHC or HHLC) then
buy min(n,max(n,MaxPositionA)) contract at abs(breakeven+spread*pipsize) limit
breakeven = parabolic
if (timer or not timer) and T2 and longonmarket then
sell at abs(breakeven+spread*pipsize) stop
if Closeall and longonmarket then
sell at market
endif
endif
endif

if T1 and (llhc or ExteremeDailyLow) then
buy abs(min(n,max(n,MaxPositionA))) contract at market
if T1 and close>=tradeprice then
sell at abs(breakeven+spread*pipsize) stop
endif
endif
//


//ENTER SHORT - RED SAR//
if Timer and (ema1<ema2 and ema2<ema3 and close<ema3 and c4) and c1 and T1 and not (SSS or LLHC or HHLC) then
sellshort min(n,max(n,MaxPositionA)) contract at abs(breakeven-spread*pipsize) limit
breakeven = parabolic
if (timer or not timer) and T2 and shortonmarket then
exitshort at abs(breakeven-spread*pipsize) stop
if Closeall and shortonmarket then
exitshort at market
endif
endif
endif

if T1 and (hhlc or ExtremeDailyHigh) then
sellshort abs(min(n,max(n,MaxPositionA))) contract at market
if T1 and close<=tradeprice then
sell at abs(breakeven-spread*pipsize) stop
endif
endif
//

//PROTECTION - Volatility spikes e.g. NFP or BoJ days//
GappingLoss = abs(parabolic-close)>(150*pipsize) //~70pip loss
GappingProfit = abs(parabolic-close)>(150*pipsize) //~50pip gain

if  T1 and longonmarket and positionperf<0 and gappingLoss then
sellshort min(round(n*1.5),MaxPositionB) contract at market
//exitshort at parabolic stop - not included
elsif T1 and shortonmarket and positionperf<0 and  gappingLoss and c2 then
buy  min(round(n*1.5),MaxPositionB) contract at market
//sell at parabolic stop - not included
endif

if T1 and longonmarket and positionperf>0 and gappingProfit then
sellshort min(round(n*1.5),MaxPositionB) contract at market
//exitshort at parabolic stop - not included
elsif T1 and shortonmarket and positionperf>0 and gappingProfit and c2 then
buy min(round(n*1.5),MaxPositionB)contract at market
//sell at parabolic stop - not included
endif

//QUIT PROGRAM
Floatingprofit = ((((close-positionprice)*pointvalue)*countofposition)/pipsize + strategyprofit) + 
FloatingprofitII = ((((close-positionprice)*pointvalue)*countofposition)/pipsize + strategyprofit)
FastAverageFloating = average[5](Floatingprofit)
SlowAverageFloating = average[300](FloatingprofitII)
UHOH = (FastAverageFloating <= SlowAverageFloating)

if strategyprofit<-105000 or UHOH then
QUIT
endif
//



//DEVELOPMENT & GRAPH AREA ******************************************
//graph mynumber coloured (200,0,0) as "delta"
//graph twodaydelta coloured (10,0,50) as "risk"
//graph threedaydelta coloured (222,10,0) as "c2"
//HighWaterMark = (-200000*(risk/n)+equity)