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// AFL code E.M.Pottasch, Aug 2013
x=BarIndex();Lx=LastValue(x);
fvb=Status("firstvisiblebarindex");lvb=Min(Lx,Status("lastvisiblebarindex"));
DisplayLineAnnotation=ParamToggle("Display Line Annotation","Off|On",1);
DisplaySignalAnnotation=ParamToggle("Display Signal Annotation","Off|On",1);
 
SetTradeDelays(0,0,0,0);
SetOption("CommissionMode",3);
SetOption("CommissionAmount",2.01);
SetOption("FuturesMode",True);
SetOption("AllowSameBarExit",True);
SetOption("InitialEquity",150000); 
 
NumContracts=1;
//PositionSize=NumContracts*MarginDeposit;
 
beginCalcTime=ParamTime("Begin Calc Time","09:30:00");
endCalcTime=ParamTime("End Calc Time","16:00:00");
beginTradeTime=ParamTime("Begin Trade Time","09:30:00");
endTradeTime=ParamTime("End Trade Time","15:55:00");
 
timeWindowTrade=TimeNum()>=beginTradeTime AND TimeNum()<=endTradeTime;
timeWindowCalc=TimeNum()>=beginCalcTime AND TimeNum()<=endCalcTime;
 
firstBarOfDay=TimeNum()>=beginCalcTime ;firstBarOfDay=(firstBarOfDay-Ref(firstBarOfDay,-1))==1;
lastBarOfDay=TimeNum()>=endCalcTime;lastBarOfDay=(lastBarOfDay-Ref(lastBarOfDay,-1))==1;
firstTradeBarOfDay=TimeNum()>=beginTradeTime;firstTradeBarOfDay=(firstTradeBarOfDay-Ref(firstTradeBarOfDay,-1))==1;
lastTradeBarOfDay=TimeNum()>=endTradeTime;lastTradeBarOfDay=(lastTradeBarOfDay-Ref(lastTradeBarOfDay,-1))==1;
ttt=firstBarOfDay OR lastBarOfDay;
inTrade=Flip(firstBarOfDay,LastBarOfDay);
 
procedure entryExit_proc(Buy1,Short1,stopLong,stopShort,BY,BT1,BT2,BT3,SH,ST1,ST2,ST3,timearr,endTradeTime,TickSize) 
{
global BuyAdjusted;
global BuyPriceAdjusted;
global BuyAdjustedScale1;
global BuyAdjustedScale2;
global BuyPriceAdjustedScale1;
global BuyPriceAdjustedScale2;
global ShortAdjusted;
global ShortPriceAdjusted;
global ShortAdjustedScale1;
global ShortAdjustedScale2;
global ShortPriceAdjustedScale1;
global ShortPriceAdjustedScale2;
global SellAdjusted;
global SellPriceAdjusted;
global CoverAdjusted;
global CoverPriceAdjusted;
global NContractArray;
 
BuyAdjusted=0;
BuyPriceAdjusted=0;
BuyAdjustedScale1=0;
BuyAdjustedScale2=0;
BuyAdjustedScale3=0;
BuyPriceAdjustedScale1=0;
BuyPriceAdjustedScale2=0;
BuyPriceAdjustedScale3=0;
ShortAdjusted=0;
ShortPriceAdjusted=0;
ShortAdjustedScale1=0;
ShortAdjustedScale2=0;
ShortAdjustedScale3=0;
ShortPriceAdjustedScale1=0;
ShortPriceAdjustedScale2=0;
ShortPriceAdjustedScale3=0;
SellAdjusted=0;
SellPriceAdjusted=0;
CoverAdjusted =0;
CoverPriceAdjusted=0;
NContractArray=0;
 
delay=0;
slip=TickSize*0;
 
for(i=1;i<BarCount;i++) 
{
    exitType=0;
    if(Buy1[i]) 
    {
        BuyAdjusted[i]=1;
        BuyPriceAdjusted[i]=O[i];
        NContractArray[i]=3;
         
        for(j=i+delay;j<BarCount;j++) 
        {   
            if(j>i) NContractArray[j]=NContractArray[j-1];
             
            if (timearr[j-1]>=endTradeTime)
            {
                SellAdjusted[j]=1;
                SellPriceAdjusted[j]=O[j]-slip;
                NContractArray[j]=0;
                i=j;
                break;  
            }
            else if(C[j-1]<stopLong[j-1])
            {
                SellAdjusted[j]=1;
                SellPriceAdjusted[j]=O[j]-slip;
                NContractArray[j]=0;
                i=j;
                break;
            }   
            else if(H[j]>BT3[j] AND exitType==0)//1
            {
                exitType=2;
                BuyAdjustedScale1[j]=sigScaleOut;
                BuyPriceAdjustedScale1[j]=Max(O[j],BT1[j])-slip;
                NContractArray[j]=NContractArray[j-1]-1;
                BuyAdjustedScale2[j]=sigScaleOut;
                BuyPriceAdjustedScale2[j]=Max(O[j],BT2[j])-slip;
                NContractArray[j]=NContractArray[j-1]-1;
                SellAdjusted[j]=1;
                SellPriceAdjusted[j]=Max(O[j],BT3[j])-slip;
                NContractArray[j]=0;
                i=j;
                break;
            }       
            else if(H[j]>BT3[j] AND exitType==1)//2
            {
                exitType=2;
                BuyAdjustedScale2[j]=sigScaleOut;
                BuyPriceAdjustedScale2[j]=Max(O[j],BT2[j])-slip;    
                NContractArray[j]=NContractArray[j-1]-1;
                SellAdjusted[j]=1;
                SellPriceAdjusted[j]=Max(O[j],BT3[j])-slip; 
                NContractArray[j]=0;
                i=j;
                break;
            }               
            else if(H[j]>BT2[j] AND H[j]<=BT3[j] AND exitType==0)//3
            {
                exitType=2;
                BuyAdjustedScale1[j]=sigScaleOut;
                BuyPriceAdjustedScale1[j]=Max(O[j],BT1[j])-slip;
                NContractArray[j]=NContractArray[j-1]-1;
                BuyAdjustedScale2[j]=sigScaleOut;
                BuyPriceAdjustedScale2[j]=Max(O[j],BT2[j])-slip;
                NContractArray[j]=NContractArray[j-1]-1;
            }       
            else if(H[j]>BT1[j] AND H[j]<=BT2[j] AND exitType==0)//4
            {
                exitType=1;
                BuyAdjustedScale1[j]=sigScaleOut;
                BuyPriceAdjustedScale1[j]=Max(O[j],BT1[j])-slip;
                NContractArray[j]=NContractArray[j-1]-1;
            }
            else if(H[j]>BT2[j] AND H[j]<=BT3[j] AND exitType==1)//5
            {
                exitType=2;
                BuyAdjustedScale2[j]=sigScaleOut;
                BuyPriceAdjustedScale2[j]=Max(O[j],BT2[j])-slip;
                NContractArray[j]=NContractArray[j-1]-1;
            }           
            else if(H[j]>BT3[j] AND exitType==2)//6
            {
                SellAdjusted[j]=1;
                SellPriceAdjusted[j]=Max(O[j],BT3[j])-slip;
                NContractArray[j]=0;
                i=j;
                break;
            }               
            else if(j==BarCount-1) 
            {
                i=BarCount;
                break;              
            }
        }
    } 
    else if(Short1[i]) 
    {
        ShortAdjusted[i]=1;
        ShortPriceAdjusted[i]=O[i]; 
        NContractArray[i]=-3;
         
        for(j=i+delay;j<BarCount;j++) 
        {   
            if(j>i) NContractArray[j]=NContractArray[j-1];
             
            if(timearr[j-1]>=endTradeTime)
            {
                CoverAdjusted[j]=1;
                CoverPriceAdjusted[j]=O[j]+slip;
                NContractArray[j]=0;
                i=j;
                break;  
            }
            else if(C[j-1]>stopShort[j-1])
            {
                CoverAdjusted[j]=1;
                CoverPriceAdjusted[j]=O[j]+slip;
                NContractArray[j]=0;
                i=j;
                break;
            }   
            else if(L[j]<ST3[j] AND exitType==0)//1
            {
                ShortAdjustedScale1[j]=sigScaleOut;
                ShortPriceAdjustedScale1[j]=Min(O[j],ST1[j])+slip;
                NContractArray[j]=NContractArray[j-1]+1;
                ShortAdjustedScale2[j]=sigScaleOut;
                ShortPriceAdjustedScale2[j]=Min(O[j],ST2[j])+slip;  
                NContractArray[j]=NContractArray[j-1]+1;
                CoverAdjusted[j]=1;
                CoverPriceAdjusted[j]=Min(O[j],ST3[j])+slip;
                NContractArray[j]=0;
                i=j;
                break;
            }       
            else if(L[j]<ST3[j] AND exitType==1)//2
            {
                ShortAdjustedScale2[j]=sigScaleOut;
                ShortPriceAdjustedScale2[j]=Min(O[j],ST2[j])+slip;  
                NContractArray[j]=NContractArray[j-1]+1;
                CoverAdjusted[j]=1;
                CoverPriceAdjusted[j]=Min(O[j],ST3[j])+slip;
                NContractArray[j]=0;
                i=j;
                break;
            }                   
            else if(L[j]<ST2[j] AND L[j]>=ST3[j] AND exitType==0)//3
            {
                exitType=2;
                ShortAdjustedScale1[j]=sigScaleOut;
                ShortPriceAdjustedScale1[j]=Min(O[j],ST1[j])+slip;
                NContractArray[j]=NContractArray[j-1]+1;
                ShortAdjustedScale2[j]=sigScaleOut;
                ShortPriceAdjustedScale2[j]=Min(O[j],ST2[j])+slip;                  
                NContractArray[j]=NContractArray[j-1]+1;
            }           
            else if(L[j]<ST1[j] AND L[j]>=ST2[j] AND exitType==0)//4
            {
                exitType=1;
                ShortAdjustedScale1[j]=sigScaleOut;
                ShortPriceAdjustedScale1[j]=Min(O[j],ST1[j])+slip;  
                NContractArray[j]=NContractArray[j-1]+1;
            }
            else if(L[j]<ST2[j] AND L[j]>=ST3[j] AND exitType==1)//5
            {
                exitType=2;
                ShortAdjustedScale2[j]=sigScaleOut;
                ShortPriceAdjustedScale2[j]=Min(O[j],ST2[j])+slip;  
                NContractArray[j]=NContractArray[j-1]+1;
            }           
            else if(L[j]<ST3[j] AND exitType==2)//6
            {
                CoverAdjusted[j]=1;
                CoverPriceAdjusted[j]=Min(O[j],ST3[j])+slip;
                NContractArray[j]=0;
                i=j;
                break;
            }                   
            else if(j==BarCount-1) 
            {   
                i=BarCount;
                break;
            }
        }
    } 
} 
}
 
myHigh=ValueWhen(timeWindowCalc,HighestSince(firstBarOfDay,High)); 
myLow=ValueWhen(timeWindowCalc,LowestSince(firstBarOfDay,Low)); 
myClose=ValueWhen(lastBarOfDay,C);
 
DH=TimeFrameCompress(myHigh,inDaily,compressLast); 
DL=TimeFrameCompress(myLow,inDaily,compressLast); 
DC=TimeFrameCompress(myClose,inDaily,compressLast);
DH=Ref(DH,-1);DL=Ref(DL,-1);DC=Ref(DC,-1);
YHigh=TimeFrameExpand(DH,inDaily,expandFirst); 
YLow=TimeFrameExpand(DL,inDaily,expandFirst); 
YClose=TimeFrameExpand(DC,inDaily,expandFirst); 
 
fact=1.1;
R3=YClose+((YHigh-Ylow)*fact)/4;
R4=YClose+((YHigh-Ylow)*fact)/2;
R5=((YHigh-Ylow)*0.82)+YClose;
R6=((YHigh-Ylow)*1.09)+YClose; 
R7=((YHigh-Ylow)*1.35)+YClose;
R8=((YHigh-Ylow)*1.62)+YClose;   
S3=YClose-((YHigh-Ylow)*fact)/4;
S4=YClose-((YHigh-Ylow)*fact)/2;
S5=YClose-((YHigh-Ylow)*0.82);
S6=YClose-((YHigh-Ylow)*1.09);
S7=YClose-((YHigh-Ylow)*1.35);
S8=YClose-((YHigh-Ylow)*1.62);
        
BY=R4;BT1=R6;BT2=R7;BT3=R8;               
SH=S4;ST1=S6;ST2=S7;ST3=S8;   
 
Buy1=Cross(C,BY) AND C<BT1;Buy1=Ref(Buy1,-1) AND timeWindowTrade;
Short1=Cross(SH,C) AND C>ST1;Short1=Ref(Short1,-1) AND timeWindowTrade;
 
stopLong=(R3+R4)/2;stopShort=(S3+S4)/2;
 
entryExit_proc(Buy1,Short1,stopLong,stopShort,BY,BT1,BT2,BT3,SH,ST1,ST2,ST3,TimeNum(),endTradeTime,TickSize); 
 
SetChartOptions(0,chartShowArrows|chartShowDates);
SetChartBkColor(ColorRGB(0,0,0));
SetBarFillColor(IIf(C>O,ColorRGB(0,75,0),IIf(C<=O,ColorRGB(75,0,0),colorLightGrey)));
Plot(C,"\nPrice",IIf(C>O,ColorRGB(0,255,0),IIf(C<=O,ColorRGB(255,0,0),colorLightGrey)),64,0,0,0,0);
 
if(Interval()<inDaily)
{
    PlotShapes(IIf(BuyAdjusted,shapeUpArrow,shapeNone),colorGreen,0,L,-15);
    PlotShapes(IIf(BuyAdjusted,shapeSmallCircle,shapeNone),ColorRGB(255,20,147),0,BuyPriceAdjusted,0);
    PlotShapes(IIf(BuyAdjusted,shapeHollowSmallCircle,shapeNone),ColorRGB(255,255,255),0,BuyPriceAdjusted,0);
    PlotShapes(IIf(SellAdjusted,shapeDownArrow,shapeNone),colorRed,0,H,-15);
    PlotShapes(IIf(SellAdjusted,shapeSmallCircle,shapeNone),ColorRGB(255,20,147),0,SellPriceAdjusted,0);
    PlotShapes(IIf(SellAdjusted,shapeHollowSmallCircle,shapeNone),ColorRGB(255,255,255),0,SellPriceAdjusted,0);
    PlotShapes(IIf(ShortAdjusted,shapeSmallDownTriangle,shapeNone),colorRed,0,H,IIf(ShortAdjusted AND SellAdjusted,-30,-15));
    PlotShapes(IIf(ShortAdjusted,shapeSmallCircle,shapeNone),ColorRGB(255,20,147),0,ShortPriceAdjusted,0);
    PlotShapes(IIf(ShortAdjusted,shapeHollowSmallCircle,shapeNone),ColorRGB(255,255,255),0,ShortPriceAdjusted,0);
    PlotShapes(IIf(CoverAdjusted,shapeSmallUpTriangle,shapeNone),colorGreen,0,L,IIf(CoverAdjusted AND BuyAdjusted,-30,-15));
    PlotShapes(IIf(CoverAdjusted,shapeSmallCircle,shapeNone),ColorRGB(255,20,147),0,CoverPriceAdjusted,0);
    PlotShapes(IIf(CoverAdjusted,shapeHollowSmallCircle,shapeNone),ColorRGB(255,255,255),0,CoverPriceAdjusted,0);
     
    PlotShapes(IIf(BuyAdjustedScale1,shapeSmallDownTriangle,shapeNone),colorOrange,0,H,-15);
    PlotShapes(IIf(BuyAdjustedScale1,shapeSmallCircle,shapeNone),ColorRGB(255,20,147),0,BuyPriceAdjustedScale1,0);
    PlotShapes(IIf(BuyAdjustedScale1,shapeHollowSmallCircle,shapeNone),ColorRGB(255,255,255),0,BuyPriceAdjustedScale1,0);
    PlotShapes(IIf(BuyAdjustedScale2,shapeSmallDownTriangle,shapeNone),colorOrange,0,H,-15);
    PlotShapes(IIf(BuyAdjustedScale2,shapeSmallCircle,shapeNone),ColorRGB(255,20,147),0,BuyPriceAdjustedScale2,0);
    PlotShapes(IIf(BuyAdjustedScale2,shapeHollowSmallCircle,shapeNone),ColorRGB(255,255,255),0,BuyPriceAdjustedScale2,0);   
     
    PlotShapes(IIf(ShortAdjustedScale1,shapeSmallUpTriangle,shapeNone),colorBlue,0,L,-15);
    PlotShapes(IIf(ShortAdjustedScale1,shapeSmallCircle,shapeNone),ColorRGB(255,20,147),0,ShortPriceAdjustedScale1,0);
    PlotShapes(IIf(ShortAdjustedScale1,shapeHollowSmallCircle,shapeNone),ColorRGB(255,255,255),0,ShortPriceAdjustedScale1,0);
    PlotShapes(IIf(ShortAdjustedScale2,shapeSmallUpTriangle,shapeNone),colorBlue,0,L,-15);
    PlotShapes(IIf(ShortAdjustedScale2,shapeSmallCircle,shapeNone),ColorRGB(255,20,147),0,ShortPriceAdjustedScale2,0);
    PlotShapes(IIf(ShortAdjustedScale2,shapeHollowSmallCircle,shapeNone),ColorRGB(255,255,255),0,ShortPriceAdjustedScale2,0);
 
    Plot(IIf(timeWindowTrade,BY,Null),"BY",colorLime,styleLine|styleNoRescale|styleNoTitle);
    Plot(IIf(timeWindowTrade,BT1,Null),"BT1",colorGreen,styleLine|styleNoRescale|styleNoTitle);
    Plot(IIf(timeWindowTrade,BT2,Null),"BT2",colorGreen,styleLine|styleNoRescale|styleNoTitle);
    Plot(IIf(timeWindowTrade,BT3,Null),"BT3",colorGreen,styleLine|styleNoRescale|styleNoTitle);
    Plot(IIf(timeWindowTrade,SH,Null),"SH",colorRed,styleLine|styleNoRescale|styleNoTitle);
    Plot(IIf(timeWindowTrade,ST1,Null),"ST1",colorBrown,styleLine|styleNoRescale|styleNoTitle);
    Plot(IIf(timeWindowTrade,ST2,Null),"ST2",colorBrown,styleLine|styleNoRescale|styleNoTitle);
    Plot(IIf(timeWindowTrade,ST3,Null),"ST3",colorBrown,styleLine|styleNoRescale|styleNoTitle);
    Plot(IIf(timeWindowTrade,stopLong,Null),"",colorYellow,styleDashed);
    Plot(IIf(timeWindowTrade,stopShort,Null),"",colorYellow,styleDashed);
    Plot(firstTradeBarOfDay,"",ColorRGB(0,0,255),styleHistogram|styleThick|styleOwnScale|styleNoLabel,0,1,0,0);
    Plot(lastTradeBarOfDay,"",ColorRGB(200,200,200),styleHistogram|styleThick|styleOwnScale|styleNoLabel,0,1,0,0);
 
for(i=fvb;i<=lvb;i++) 
{
    if(displaySignalAnnotation)
    {
        if(BuyAdjusted[i]==1) PlotText("Buy",i+2,L[i],colorWhite,colorGreen);
        if(BuyAdjustedScale1[i]==sigScaleOut) PlotText("Scale Out",i+2,H[i],colorBlack,colorYellow);
        if(BuyAdjustedScale2[i]==sigScaleOut) PlotText("Scale Out",i+2,H[i],colorBlack,colorYellow);
        if(SellAdjusted[i]==1) PlotText("Sell",i+2,H[i],colorWhite,colorRed);
        if(ShortAdjusted[i]==1) PlotText("Short",i+2,H[i],colorWhite,colorRed);
        if(ShortAdjustedScale1[i]==sigScaleOut) PlotText("Scale Out",i+2,L[i],colorBlack,colorYellow);
        if(ShortAdjustedScale2[i]==sigScaleOut) PlotText("Scale Out",i+2,L[i],colorBlack,colorYellow);
        if(CoverAdjusted[i]==1) PlotText("Cover",i+2,L[i],colorWhite,colorGreen);       
    }   
    if(displayLineAnnotation)
    {
        if(lastTradeBarOfDay[i])
        {
            PlotText("ENTRY LONG",i+3,BY[i],colorWhite);
            PlotText("TARGET 1",i+3,BT1[i],colorWhite);
            PlotText("TARGET 2",i+3,BT2[i],colorWhite);
            PlotText("TARGET 3",i+3,BT3[i],colorWhite);
            PlotText("ENTRY SHORT",i+3,SH[i],colorWhite);
            PlotText("TARGET 1",i+3,ST1[i],colorWhite);
            PlotText("TARGET 2",i+3,ST2[i],colorWhite);
            PlotText("TARGET 3",i+3,ST3[i],colorWhite);
            PlotText("LONG STOP",i+3,stoplong[i],colorRed);
            PlotText("SHORT STOP",i+3,stopshort[i],colorRed);
        }
    }
}
}
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