/*                        DISCLAIMERS: 
   The following code and ideas are for educational purposes only
    and is distributed on an "AS IS" BASIS, WITHOUT WARRANTIES OR,
         CONDITIONS OF ANY KIND, either express or implied.

  Trading involves substantial risk of loss and is not suitable for all 
   investors.  Past performance is not indicative of future results.

   DESCRIPTION: Identify Hi and Low of Open Range and enter into 3 trades 
      on break of either Hi or Low. Set 1 Stop & 3 Targets for scale outs.
*/

// Define AssetVar to be used in run function & TMF
#define EntryHI AssetVar[0]
#define EntryLO AssetVar[1]
#define Range AssetVar[2]
#define TradesToday AssetVar[3]
#define TradesLong AssetVar[4]
#define TradesShort AssetVar[5]

int tmf() {
	// 3 longs / 3 shorts - with 1 Stop & 3 Targets for scale outs
	enterLong(0,EntryHI,Range,Range); // (Lots, Entry, Stop, Target)
	enterLong(0,EntryHI,Range,Range*2);
	enterLong(0,EntryHI,Range,Range*3);
	enterShort(0,EntryLO,Range,Range);
	enterShort(0,EntryLO,Range,Range*2);
	enterShort(0,EntryLO,Range,Range*3);

	if (TradeIsEntry) { // ?? Always appears to be false as printf is never printed. ??
		printf("\nTMF-A. TradeIsEntry! %.5d\n",TradeIsEntry);
		TradesToday += 1;
		if (TradeIsLong) {
			TradesLong += 1;
			printf("\nTMF-B. Trade for %s is Long.\n   TradesToday: (%.0f) & TradesLong: (%.0f) s/b 1, while TradesShort: (%.0f) s/b 0\n",Asset,TradesToday,TradesLong,TradesShort);
		}
		
		if (TradeIsShort) {
			TradesShort += 1;
			printf("\nTMF-C. Trade for %s is Short.\n   TradesToday: (%.0f) & TradesShort: (%.0f) s/b 1, while TradesLong: (%.0f) s/b 0\n",Asset,TradesToday,TradesShort,TradesLong);
		}
	}
	return 0;
}

function run() {
	set(TICKS|LOGFILE); //|RISKLIMIT|PLOTNOW);	
	BarPeriod = 30;		// 1 Hour
	var WiggleRoom = 1;	// Room in *PIPs to add/subtract from entries 
	
	int limit = 3; 		// max number of trades
	Risk = 200; 		// Max Risk per trade
	
	// DATE & TIME VARIABLES (TIMES ARE IN CHICAGO TIME (Central))
	StartDate = 20100102;	// Start date
	EndDate = 20100105;	// End date
	
	AssetZone = CST; 	// Set timezone to Central (i.e. Chicago)
	
	int marketstarthour	= 8;
	int marketstartminute	= 30;
	int marketendhour	= 15;
	int marketendminute	= 0;
	int StartTradingHour	= 9;
	int StartTradingMinute	= 0;
	int StopTradingHour	= 14;
	int StopTradingMinute	= 30;
	int OpenRangeHourEnds 	= 9;	// Open Range Hour ends
	int OpenRangeMinuteEnds = 0;	// Open Range Minute ends

	// COSTS
	Spread = Commission = Slippage = RollLong = RollShort = 0;  // Ignore costs
	
	// INITRUN
	if (is(INITRUN)) {
		EntryHI = 0; EntryLO = 0; Range = 0; TradesToday = 0; TradesLong = 0;
			TradesShort = 0; } // Clear Variables prior to initial run

	while(asset(loop("SPX500"))) {			// Define Assets

		vars hi	= series(priceHigh());  	// Create Series of Highs
		vars lo	= series(priceLow());		// Create Series of Lows
	
		// Print details for debugging
		printf("\nA. %s - hi %.5f, lo %.5f\n",Asset,hi[0],lo[0]);
	
		vars BarHI = series(MaxVal(hi,BarPeriod)); 	// Series of Max Highs
		vars BarLO = series(MinVal(lo,BarPeriod));	// Series of Min Lows
		vars BarRange = series(BarHI[0]-BarLO[0]); 	// Series of Hi-Lo Ranges
		
		// Print details for debugging
		printf("\nB. %s - BarHI %.5f, BarLO %.5f, BarRange %.5f\n",Asset,BarHI[0],BarLO[0],BarRange[0]);
		
		if(lhour() == OpenRangeHourEnds && minute() == OpenRangeMinuteEnds) {
			EntryHI = BarHI[0]+WiggleRoom*PIP;
			EntryLO = BarLO[0]-WiggleRoom*PIP;
			Range = BarRange[0]+(2*WiggleRoom*PIP);
					
			// Print details for debugging
			printf("\nC. %s - EntryHI: %.5f, EntryLO: %.5f, Range: %.5f\n",Asset,EntryHI,EntryLO,Range);
		}
		
		if (lhour() >= StartTradingHour && minute() >= StartTradingMinute && lhour() <= StopTradingHour && minute() <= StopTradingMinute ) {
			
			tmf();	// Call TMF for trades
			//enterLong(tmf);
			//enterShort(tmf);	
		}
	}
}