#include <default.c>
#include <stdio.h>

function loadStats(string filename)
{
	if(!is(TESTMODE)) return; //only read state info when live trading
	
	char path[100]; //full path to parameter .ini file
	char param[30]; //asset-labeled parameter .ini file
	char fcontent[2500]; //file content from parameter .ini file
	sprintf(path,"Strategy\\%s",filename);
	if(!file_date(path)) msg("#>>WARNING<< no stats file found!\nThis is normal if this is the very first run of a new strategy");
	string fcontent = file_content(path);
		
	//load from disk current state info for each asset
	while(asset(loop("EURUSD")))
	{
		sprintf(param,"%s_NumWinLong",Asset);
		NumWinLong = strvar(fcontent,param);
		
		sprintf(param,"%s_NumWinShort",Asset);
		NumWinShort = strvar(fcontent,param);	
	
		sprintf(param,"%s_NumLossLong",Asset);
		NumLossLong = strvar(fcontent,param);
	
		sprintf(param,"%s_NumLossShort",Asset);
		NumLossShort = strvar(fcontent,param);
		
		sprintf(param,"%s_WinLong",Asset);
		WinLong = strvar(fcontent,param);

		sprintf(param,"%s_WinShort",Asset);
		WinShort = strvar(fcontent,param);
		
		sprintf(param,"%s_LossLong",Asset);
		LossLong = strvar(fcontent,param);
		
		sprintf(param,"%s_LossShort",Asset);
		LossShort = strvar(fcontent,param);
	}
}

function saveStats(string filename)
{
	if(!is(TESTMODE)) return; //only save state info when live trading

	FILE *out;
	char path[100]; //full path to parameter .ini file
	char line[2500], tmp[2500]; //line of data for .ini file
	sprintf(path,"Strategy\\%s",filename);

	if (!(out = fopen(path, "w")))
	{
		printf("\nERROR trying to open file for write:\n%s\n",path);
		return;
	}

	//store to disk current state info for each asset
	while(asset(loop("EURUSD")))
	{
		sprintf(line,"%s_NumWinLong = %i\n",Asset,NumWinLong);
		sprintf(tmp,"%s_NumWinShort = %i\n",Asset,NumWinShort);
		strcat(line,tmp);
		sprintf(tmp,"%s_NumLossLong = %i\n",Asset,NumLossLong);
		strcat(line,tmp);
		sprintf(tmp,"%s_NumLossShort = %i\n",Asset,NumLossShort);
		strcat(line,tmp);
		sprintf(tmp,"%s_WinLong = %f\n",Asset,WinLong);
		strcat(line,tmp);
		sprintf(tmp,"%s_WinShort = %f\n",Asset,WinShort);
		strcat(line,tmp);
		sprintf(tmp,"%s_LossLong = %f\n",Asset,LossLong);
		strcat(line,tmp);
		sprintf(tmp,"%s_LossShort = %f\n",Asset,LossShort);
		strcat(line,tmp);
		
		if (!fwrite(line, sizeof(char), strlen(line), out))
		{
			printf("\nWRITE ERROR:\n%s\n",path);
			fclose(out);
			return;
		}
		//else printf("\nSaved trade stats to disk");
	}

	fclose(out);
}

function run()
{
	set(PARAMETERS+FACTORS);
	StartDate = 2010;
	EndDate = 2011;
	BarPeriod = 15;
	LookBack = 200;
	NumWFOCycles = 5;

	static int LastWFOCycle;
	if(WFOCycle != LastWFOCycle) printf("\nWFOCycle = %i",WFOCycle);
	if(is(INITRUN)) LastWFOCycle=0; else LastWFOCycle = WFOCycle;

	static int numOpenLastCheck, zorroIteration; //track changes in trade open/closes
	if(is(INITRUN)) numOpenLastCheck=0;
	if(is(INITRUN)) zorroIteration=1; else zorroIteration++;
	if (zorroIteration==2) loadStats("dt-file-readwrite.ini"); //load most recent stats that were saved to disk
	if(NumOpenTotal != numOpenLastCheck)
	{
		saveStats("dt-file-readwrite.ini"); //save stats to disk upon trade count changes
		numOpenLastCheck = NumOpenTotal;
	}

	asset("EURUSD");
	{
		if(is(INITRUN)) printf("\nINIT %s\nEquityLong=%f; EquityShort=%f\n",Asset,EquityLong,EquityShort);
		if(is(EXITRUN)) printf("\nEXIT %s\nEquityLong=%f; EquityShort=%f\n",Asset,EquityLong,EquityShort);

		vars Price = series(price());
		vars Trend = series(LowPass(Price,1000));
	
		Stop = ATR(100) * optimize(4,1,5,1);
	
		if(valley(Trend))
			enterLong();
		else if(peak(Trend))
			enterShort();
	}

}