SetOption("InitialEquity", 1000000);
	SetOption("MinShares", 100);
	RoundLotSize = 100;	
	SetOption("CommissionMode", 1);
	SetOption("CommissionAmount", 0.16);
	SetTradeDelays( 0, 0, 0, 0);
	BuyPrice = SellPrice = Close;

	oMA1 = 10; //Optimize( "oMA1", 9, 1, 15, 3);
	oMA2 = 30; //Optimize ( "oMA2", 24, 10, 50, 5);
	MA1 = EMA( C, oMA1);
	MA2 = EMA( C, oMA2);
	Bullish = MA1 > MA2;
	Bearish = MA2 <= MA1;

	ADXperiod = 42; 
	ADXline = ADX(ADXperiod); 
	maADX = MA( ADXline, 10);

	
	buyCon1 = Bullish;
	buyCon2 = Cross( ADXline, maADX);
	

	sellCon1 = Cross(maADX, ADXline); 
	sellCon2 = MACD() < 0;
	
	Buy = buyCon1 AND buyCon2; 
	Sell = sellCon1 OR sellCon2 ;
	Buy = ExRem(Buy, Sell);
	Sell = ExRem(Sell, Buy);
	Short = Cover = 0;	

	MaxOpenPositions = 10;
	PercentPerPosition = 100/MaxOpenPositions;
	SetOption("MaxOpenPositions", MaxOpenPositions);
	SetPositionSize( PercentPerPosition, spsPercentOfEquity);
	PositionScore =  C*V/MA(C*V, 10);

	//Money Management Scaling Out
	FirstProfitTarget = 45; //Optimize("1TP", 40, 5, 50, 5); 		// profit 
	SecondProfitTarget = 60; //Optimize("2TP", 50, 5, 50, 5); 		// in percent 
	TrailingStop = 40; //Optimize("Trail", 40, 25, 45, 5) ; 		// also in percent 
	Stoplevel = 15; //Optimize( "Stop", 10, 5, 15, 1);
	ScaleOut = 30; //sell 50% of original position
	
	priceatbuy=0; 
	highsincebuy = 0; 
	exit = 0; 
	for( i = 0; i < BarCount; i++ ) 
	{ 
	   if( priceatbuy == 0 AND Buy[ i ] ) 
		 { 
		   priceatbuy = BuyPrice[ i ]; 
		 } 
	   if( priceatbuy > 0 ) 
		 { 
		   highsincebuy = Max( High[ i ], highsincebuy ); 
		  if( exit == 0 AND 
			  High[ i ] >= ( 1 + FirstProfitTarget * 0.01 ) * priceatbuy ) 
		   { 
			 // first profit target hit - scale-out 
			 exit = 1; 
			 Buy[ i ] = sigScaleOut; 
		   } 
		  if( exit == 1 AND 
			  High[ i ] >= ( 1 + SecondProfitTarget * 0.01 ) * priceatbuy ) 
		   { 
			 // second profit target hit - exit 
			 exit = 2; 
			 SellPrice[ i ] = Max( Open[ i ], ( 1 + SecondProfitTarget * 0.01 ) * priceatbuy ); 
		   } 
		  if( Low[ i ] <= ( 1 - TrailingStop * 0.01 ) * highsincebuy ) 
		   { 
			 // trailing stop hit - exit 
			 exit = 3;     
			 SellPrice[ i ] = Min( Open[ i ], ( 1 - TrailingStop * 0.01 ) * highsincebuy ); 
		   } 
		  if( exit >= 2 ) 
		   { 
			 Buy[ i ] = 0; 
			 Sell[ i ] = exit + 1; // mark appropriate exit code 
			 exit = 0; 
			 priceatbuy = 0; // reset price 
			 highsincebuy = 0; 
		   } 
		 } 
	} 
	
	ApplyStop( stopTypeLoss, stopModePercent, stoplevel);
	SetPositionSize( 10, spsPercentOfEquity ); 
	SetPositionSize( ScaleOut, spsPercentOfPosition * ( Buy == sigScaleOut ) );