Params

Numeric Lots (1);

Numeric LengthMA (20);

Numeric LengthCCI (14);

Numeric ATRMultiplier (2);

Vars

Series<Numeric> MA;

Series<Numeric> CCI;

Numeric longEntry;

Numeric shortEntry;

Events

onBar(ArrayRef<Integer> indexs)

{

// Calculate indicators

MA = AverageFC(Close, LengthMA);

CCI = CCI(Close, High, Low, LengthCCI);

   // Long entry condition

   if(MA > MA[1] && CCI > 100)

   {

       longEntry = TrueRange(High, Low, Close)[1] * ATRMultiplier;

       Buy(Lots, High + longEntry);

   }

   // Short entry condition

   if(MA < MA[1] && CCI < -100)

   {

       shortEntry = TrueRange(High, Low, Close)[1] * ATRMultiplier;

       SellShort(Lots, Low - shortEntry);

   }

   // Clear position condition

   Numeric currentPos = Positions.GetPositionVolume();

   if(currentPos > 0 && Positions.UnrealizedPnl() / currentPos < -0.02)

   {

       Sell(currentPos, Close);

   }

   else if(currentPos < 0 && Positions.UnrealizedPnl() / -currentPos < -0.02)

   {

       BuyToCover(-currentPos, Close);

   }

}