{
 EasyLanguage Strategy Code
 Population member: 218
 Max bars back: 47

 Created by: Adaptrade Builder version 1.2.3.1
 Created:    1/18/2012 7:04:05 PM

 Compatible with TradeStation 2000i

 Price File:  C:\...\TF-10min-2yrs.txt
 Build Dates: 1/19/2010 to 7/4/2011

 Project File:
}

{ Strategy inputs }
Inputs: NS1 (47),
        FirstTradeTm (930),
        LastTradeTm (1610);

{ Variables for entry and exit conditions }
Var:    EntCondL  (false),
        EntCondS  (false),
        EndofSess (false),
        TimeOK    (false);

{ Entry and exit conditions }
EntCondL = LowD(0) <= OpenD(0);
EntCondS = (H[NS1] >= LowD(0)) and (OpenD(0) < C);
TimeOK = time >= FirstTradeTm and time < LastTradeTm;
EndofSess = false;
If DataCompression >= 1 and DataCompression <= 4 then
   EndofSess = time = Sess1EndTime;

{ Entry orders }
If (MarketPosition = 0 or EndofSess) and EntCondL and TimeOK then begin
   Buy next bar at market;
end;

If (MarketPosition = 0 or EndofSess) and EntCondS and TimeOK then begin
   Sell next bar at market;
end;

{ Exit orders, long trades }
If MarketPosition > 0 and EndofSess = false then begin

   If TimeOK = false then
      ExitLong next bar at market;
end;

{ Exit orders, short trades }
If MarketPosition < 0 and EndofSess = false then begin

   If TimeOK = false then
      ExitShort next bar at market;
end;

SetExitOnClose;