DEFPARAM CumulateOrders = False
DEFPARAM PRELOADBARS = 10000

daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0

Horaire = time >= 000000 and time <= 200000

CloturePartielle = 1
PositionsizeA = 1
PositionsizeV = 1

IF CloturePartielle THEN
PositionsizeA = 4
PositionsizeV = 3
ENDIF

MM = Average[56,3](totalprice)

Newhighest=0
FOR a = 0 TO 1 DO
 IF DHigh(a)>Newhighest or Newhighest=0 THEN
  Newhighest = DHigh(a)
 ENDIF
NEXT

Newlowest=0
FOR b = 0 TO 1 DO
 IF DLow(b)<Newlowest or Newlowest=0 THEN
  Newlowest = DLow(b)
 ENDIF
NEXT

Milieu = (Newhighest+Newlowest)/2
Surachat = average[10,4]((Newhighest+Milieu)/2)
Survente = average[10,4]((Newlowest+Milieu)/2)

CA = (MM > Surachat) and (close crosses over Milieu)
CV = (MM < Survente) and (close crosses under Milieu)

// Long Entries
IF Horaire AND CA AND not daysForbiddenEntry AND NOT SHORTONMARKET THEN
 BUY PositionsizeA CONTRACTS AT MARKET
ENDIF

IF CloturePartielle THEN
 IF LONGONMARKET THEN
  SELL 1 CONTRACTS AT TRADEPRICE + 40*pointsize LIMIT
 ENDIF

 IF LONGONMARKET THEN
  SELL 1 CONTRACTS AT TRADEPRICE + 20*pointsize LIMIT
 ENDIF

 IF LONGONMARKET THEN
  SELL 1 CONTRACTS AT TRADEPRICE + 18*pointsize LIMIT
 ENDIF
ENDIF

// Short Entries
IF Horaire AND CV AND not daysForbiddenEntry AND NOT LONGONMARKET THEN
 SELLSHORT PositionsizeV CONTRACTS AT MARKET
ENDIF

IF CloturePartielle THEN
 IF SHORTONMARKET THEN
  EXITSHORT 1 CONTRACTS AT TRADEPRICE - 40*pointsize LIMIT
 ENDIF

 IF SHORTONMARKET THEN
  EXITSHORT 1 CONTRACTS AT TRADEPRICE - 78*pointsize LIMIT
 ENDIF
ENDIF

//MFE
//trailing stop
trailingstop = 33
 
//resetting variables when no trades are on market
if not onmarket then
 MAXPRICE = 0
 MINPRICE = close
 priceexit = 0
endif
 
//case SHORT order
if shortonmarket then
 MINPRICE = MIN(MINPRICE,close) //saving the MFE of the current trade
  if tradeprice(1)-MINPRICE>=trailingstop*pointsize then //if the MFE is higher than the trailingstop then
   priceexit = MINPRICE+trailingstop*pointsize //set the exit price at the MFE + trailing stop price level
  endif
 endif
 
//case LONG order
if longonmarket then
 MAXPRICE = MAX(MAXPRICE,close) //saving the MFE of the current trade
  if MAXPRICE-tradeprice(1)>=trailingstop*pointsize then //if the MFE is higher than the trailingstop then
   priceexit = MAXPRICE-trailingstop*pointsize //set the exit price at the MFE - trailing stop price level
  endif
endif
 
//exit on trailing stop price levels
if onmarket and priceexit>0 then
 EXITSHORT AT priceexit STOP
 SELL AT priceexit STOP
endif

//SET TARGET pPROFIT 46
SET STOP pLOSS 200