/******************************************************************************
Description: Multi-entry Strategy for Education.
Provided By: Lucille 2010/02/09
*******************************************************************************/

/*************************** Declaration **************************************/
Vars  : tf(5), firstBar(0), dayIdx(0);
Vars  : mPos(0), buyCnt(0), sellCnt(0), bseIdx(0), ehh(0), ell(0), ehc(0), elc(0);
Arrays: bSetup[10](false), sSetup[10](false), cSetup[10](false);
Arrays: trTime[10](false);
Arrays: rangeD[10](0);

Arrays: r1[2](0), r2[2](0), pp[2](0), s1[2](0), s2[2](0);
Vars  : stretch(0), vma(0);

/*************************** Initialization ***********************************/
if CurrentBar<=0 || (CurrentBar>0 && Date>Date[1]) then {
	firstBar = CurrentBar;
	buyCnt = 0;
	sellCnt = 0;
}

dayIdx = CurrentBar - firstBar;

mPos = MarketPosition(0);

if mPos==1 && mPos<>mPos[1] then
	buyCnt = buyCnt + 1;

if mPos==-1 && mPos<>mPos[1] then
	sellCnt = sellCnt + 1;

bseIdx = BarsSinceEntry(0);
ehh = Highest(h, bseIdx+1);
ell = Lowest(l, bseIdx+1);
ehc = Highest(c, bseIdx+1);
elc = Lowest(c, bseIdx+1);

/*Áú¹® : ¾Æ·¡ for¹®ÀÌ ÀǹÌÇϴ°Í?*/

for value1=1 to 10 {
	rangeD[value1] = DayHigh(value1)-DayLow(value1);
}

/*Áú¹® : ¾Æ·¡ ¼ö½ÄÀº ÇǺ¿ ±¸ÇÏ´Â°Í °°Àºµ¥ ±âÁ¸¿¡ ¾Ë°í ÀÖ´Â ÇǺ¿ ¼ö½Ä°ú Ʋ¸°°Í °°½À´Ï´Ù. ¼ö½Ä ¼³¸í ºÎŹ µå¸³´Ï´Ù.*/

pp[1] = (DayHigh(1)+DayLow(1)+DayClose(1)*2)/4;
r1[1] = 2*pp[1] - DayLow(1);
s1[1] = 2*pp[1] - DayHigh(1);
r2[1] = pp[1] + (r1[1] - s1[1]);
s2[1] = pp[1] - (r1[1] - s1[1]);

if DayOpen(0)>DayClose(1) then
	pp[2] = (DayHigh(1)+DayClose(1)+2*DayLow(1))/2;
else
if DayOpen(0)<DayClose(1) then
	pp[2] = (2*DayHigh(1)+DayClose(1)+DayLow(1))/2;
else
	pp[2] = (DayHigh(1)+2*DayClose(1)+DayLow(1))/2;

r1[2] = pp[2] - DayLow(1);
s1[2] = pp[2] - DayHigh(1);

vma = Ma(c,260);

/*************************** Set-up********************************************/

/*Áú¹® : ¾Æ·¡ ¼ö½ÄÀÌ ÀǹÌÇÏ´Â ³»¿ë 120, 300ÀÇ ¼ýÀÚ ÀǹÌ??*/
trTime[1] = dayIdx<=(120/tf);
trTime[2] = dayIdx<=(300/tf);
trTime[3] = dayIdx<=(180/tf);
trTime[4] = dayIdx<=(180/tf);
trTime[5] = dayIdx<=(300/tf);
trTime[6] = dayIdx==3;

/*Áú¹® : ¾Æ·¡ ¼ö½ÄÀÌ ÀǹÌÇÏ´Â ³»¿ë*/
cSetup[1] = (buyCnt+sellCnt)<2 && trTime[1]==true;
cSetup[2] = (buyCnt+sellCnt)<2 && trTime[2]==true;
cSetup[3] = (buyCnt+sellCnt)<1 && trTime[3]==true;
cSetup[4] = (buyCnt+sellCnt)<1 && trTime[4]==true;
cSetup[5] = (buyCnt+sellCnt)<1 && trTime[5]==true;
cSetup[6] = (buyCnt+sellCnt)<1 && trTime[6]==true;

# Á¾°¡°¡Áß ÇǺ¿ : ¸®¹ö½º Çã¿ë
bSetup[1] = Bids>Asks*1.5 && c>r2[1];
sSetup[1] = Bids<Asks/1.5 && c<s2[1];

bSetup[2] = Bids>Asks && DayLow<s1[1] && CrossUp(c,s1[1]);
sSetup[2] = Bids<Asks && DayHigh>r1[1] && CrossDown(c,r1[1]);

# µð¸¶Å© : ¸®¹ö½º ºÒÇã
stretch = (DayHigh(1)-DayLow(1))/3;

bSetup[3] = c>(DayOpen + stretch) && DayOpen>r1[2];
sSetup[3] = c<(DayOpen - stretch) && DayOpen<s1[2];

bSetup[4] = DayOpen<s1[2] && c>s1[2] && DayLow>(DayOpen - stretch) && h<DayHigh;
sSetup[4] = DayOpen>r1[2] && c<r1[2] && DayHigh<(DayOpen + stretch) && l>DayLow;

# ÀÌÆò µ¹ÆÄ
bSetup[5] = (DayOpen<vma && c>vma[1]);
sSetup[5] = (DayOpen>vma && c<vma[1]);

# °¸ÇÊ
bSetup[6] = DayOpen<DayClose(1)*0.99 && Bids>Asks*1.5 && c>DayOpen;
sSetup[6] = DayOpen>DayClose(1)*1.01 && Bids<Asks/1.5 && c<DayOpen;

/*************************** Entry ********************************************/
if cSetup[1] then {
	if bSetup[1] then Buy("3.2.le");
	if sSetup[1] then Sell("3.2.se");
}

if cSetup[2] then {
	if bSetup[2] then Buy("4.1.le");
	if sSetup[2] then Sell("4.1.se");
}

if cSetup[3] then {
	if bSetup[3] then Buy("3.0.le");
	if sSetup[3] then Sell("3.0.se");
}

if cSetup[4] then {
	if bSetup[4] then Buy("4.0.le");
	if sSetup[4] then Sell("4.0.se");
}

if cSetup[5] then {
	if bSetup[5] then Buy("2.0.le");
	if sSetup[5] then Sell("2.0.se");
}

if cSetup[6] then {
	if bSetup[6] then Buy("6.0.le");
	if sSetup[6] then Sell("6.0.se");
}


/*************************** Exit  ********************************************/

/*¾Æ·¡ ¼ö½Ä¿¡ ´ëÇÑ ¼³¸í ºÎŹ µå¸³´Ï´Ù.*/
if	mPos==1 && (EntryName != "6.0.le" && EntryName != "6.0.se") then {
	if	c<(ehc-ATR(20)*3.5) Then ExitLong("7.0.lx1");
	if	c<EntryPrice*0.99 Then ExitLong("7.0.lx2");

	if	ehc>(EntryPrice+ATR(20)*4) Then
		ExitLong("7.0.lx3", AtStop, EntryPrice+ATR(20));
}

if	mPos==-1 && (EntryName != "6.0.le" && EntryName != "6.0.se") then {
	if	c>(elc+ATR(20)*3.5) Then ExitShort("7.0.sx1");
	if	c>EntryPrice*1.01 Then ExitShort("7.0.sx2");

	if	elc<(EntryPrice-ATR(20)*4) Then
		ExitShort("7.0.sx3", AtStop, EntryPrice-ATR(20));
}

/*************************** Common trailer ***********************************/

/*¾Æ·¡ ¼ö½Ä¿¡ ´ëÇÑ ¼³¸í ºÎŹ µå¸³´Ï´Ù. ƯÈ÷ intPortion(DayClose(1)*1.1/.05+0.00001)*.05)-.05*2) ºÎºÐ ¼ö½ÄÀ» ÀÌÇØ ¸øÇÏ°Ú½À´Ï´Ù.*/
if	mPos==1 then {

	SetStopProfitTarget(
	((intPortion(DayClose(1)*1.1/.05+0.00001)*.05)-.05*2)-EntryPrice,PointStop);
}

if	mPos==-1 then {

	SetStopProfitTarget(
	EntryPrice-((DayClose(1)-intPortion(DayClose(1)*0.1/.05)*.05)+.05*2),PointStop);
}

SetStopEndofday();
/*************************** FIN **********************************************/