_SECTION_BEGIN("Price");
SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
Plot( C, "Close", ParamColor("Color", colorBlack ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() ); 
_SECTION_END();
TimeFrameSet( in5Minute ); // switch to 5 minute frame 

/* MA now operates on 5 minute data, ma5_13 holds time-compressed 13 bar MA of 5min bars */ 

//ma5_13 = MA( C, 13 ); 

TimeFrameRestore(); // restore time frame to original

TimeFrameSet( inHourly ); // switch now to hourly 

mah_9 = EMA( C, 9 ); // 9 bar moving average from hourly data 

TimeFrameRestore(); // restore time frame to original 
TimeFrameRestore(); // restore time frame to original


//TimeFrameSet( inDaily ); // switch now to hourly 

Plot( Close, "Price", colorWhite, styleCandle ); 

// plot expanded average 

//Plot( TimeFrameExpand( ma5_13, in5Minute), "13 bar moving average from 5 min bars", colorRed ); 
Plot( TimeFrameExpand( mah_9, inHourly), "9 bar moving average from hourly bars", colorBlue );

Plot( TimeFrameExpand( mah_9, inDaily), "9 bar moving average from daily bars", colorGreen );
cond1 = Close > Ref( Close, -1 ); 
Cond2 = High < Ref( High, -1 ) AND Low > Ref( Low, -1 ); 
Cond3 = Close < Ref( Close, -1 ); 

SetTradeDelays( 1, 1, 1, 1 ); 

Buy = Cond1 AND Ref( Cond2, -1 ) AND Ref( Cond1, -2 ); 
BuyPrice = Open; 
Short = Cond3 AND Ref( Cond2, -1 ) AND Ref( Cond3, -2 ); 
ShortPrice = Open; 

Sell = Cover = False; // exits only by stops 

// profit target being higher than loss gives better result 
// than proposed in article equal to 0.75% 
Target = 6.5; 
Loss = 0.75; // 0.75% max loss stop; 

SetOption("InitialEquity", 30000 ); 

ApplyStop( stopTypeLoss, stopModePercent, Loss, True ); 
ApplyStop( stopTypeProfit, stopModePercent, Target, True ); 

SetOption("ActivateStopsImmediately", False ); // activate stops next bar 
SetPositionSize( 1, spsShares ); 
PointValue = 1000; // big point value NYMEX CL 
MarginDeposit = 5063; // overnight margin NYMEX CL