Params
    
    
Vars
    series<numeric> midline;
    series<numeric> upline;
    series<numeric> dnline;
    
Events
    OnInit()
    {
        SubscribeBar(symbol, "15m", BeginDateTime);
        SubscribeBar(symbol, "5m", BeginDateTime);
        range[0:2]
        {
            SetBasePeriod(Frequency);
        }
    }
    OnBar(ArrayRef<Integer> indexes)
    {
        range[0:2]
        {
            midline = Average(close, 20);
            upline = midline + 2 * StandardDev(close, 20, 2);
            dnline = midline - 2 * StandardDev(close, 20, 2);
            PlotNumeric("midline",midline);
            PlotNumeric("upline",upline);
            PlotNumeric("dnline",dnline);
            
        }
        If(data0.currentbar<=20) return;
        PlotString("currentbar",text(currentbar));
        If(data2.close[1]>data0.midline[1] and data1.MarketPosition<>1 and data2.MarketPosition<>1 and data1.low[1]<=data1.dnline[1] and data1.open<data1.upline[1])
        {
            data1.Buy(1, data1.open);
        }
        If(data2.close[1]>data0.midline[1] and data1.MarketPosition<>1 and data2.MarketPosition<>1 and data2.low[1]<=data2.dnline[1] and data2.open<data2.upline[1])
        {
            data2.Buy(1, data2.open);
        }
        If(data1.MarketPosition==1 and data1.high>=data1.upline[1])
        {
            data1.sell(0, max(data1.open, data1.upline[1]));
        }
        If(data2.MarketPosition==1 and data2.high>=data2.upline[1])
        {
            data2.sell(0, max(data2.open, data2.upline[1]));
        }
    }