sellside

flatbefore =  070000
flatafter = 173000
cumulateorders = false


myatr = AverageTrueRange[14](close)
myprice = close*0.0025

upperband = Average[100](close) + myprice
myma = Average[100](close)
myema = Average[50](close)
possize = 1

barssincelasttrade = abs(TRADEINDEX(1) - BarIndex)


if  high[1] >= upperband and shortok = 0 then
shortok = 1
endif

if shortok = 1 and low[1] <= myma then
shortok = 0
endif

if time < 145500 and countofshortshares = 0 and shortok = 0 and barssincelasttrade > 2 and myema < myma and myatr < 10 then
sellshort possize contracts at upperband - 1  limit
endif


if countofshortshares = 1 then
exitshort at myma limit
endif

SET STOP LOSS 20


buy side

defparam flatbefore =  070000
defparam flatafter = 173000
defparam cumulateorders = false
myema = Average[50](close)
myprice = close*0.0025
myatr = AverageTrueRange[14](close)
barssincelasttrade = abs(TRADEINDEX(1) - BarIndex)


//upperband = Average[100](close) + 20
lowerband = Average[100](close) - myprice
myma = Average[100](close)

possize = 1


if longok = 1 and high[1] >= myma then
longok = 0
endif

if time < 150000 and countoflongshares = 0 and longok = 0 and barssincelasttrade > 2 and myema < myma and myatr > 4  then
buy possize contracts at lowerband + 1  limit
endif


if low[1] <= lowerband then
longok = 1
endif

if countoflongshares = 1 then
sell possize contracts at myma limit
endif

SET STOP LOSS 20