protected override void Execute()
{
	//Parameters

	int TimeStoppLong = input_TimeStoppLong.ValueInt;
	int TimeStoppShort = input_TimeStoppShort.ValueInt;
	
	double SLATRFactorLong = input_SLATRFactorLong.Value;
	double SLATRFactorShort = input_SLATRFactorShort.Value;
	
	double TPATRFactorLong = input_TPATRFactorLong.Value;
	double TPATRFactorShort = input_TPATRFactorShort.Value;
	
	int SMAPeriodeLong = input_SMAPeriodeLong.ValueInt;
	int SMAPeriodeShort = input_SMAPeriodeShort.ValueInt;
	
	double OffsetLong = 0.02;
	double OffsetShort = 0.02;
	
	double trailingStoppPriceLong = 0;
	double trailingStoppPriceShort = 0;
	double initStoppPriceLong = 0;
	double initStoppPriceShort = 0;
	double currentTargetPriceLong = 0;
	double currentTargetPriceShort = 0;

	double AlertEntry = 0;
	double AlertStoppLoss = 0;
	double AlertTakeProfit = 0;
	
	bool drawDetails = true;
	bool Screener = false;
	
	int barStart = 50;
	
	DataSeries StoppPrice = new DataSeries(Bars, "Stopp Price");
	DataSeries TargetPrice = new DataSeries(Bars, "Target Price");
	
	//HideVolume
	HideVolume();
	
	//ATR
	ChartPane ATRPane = CreatePane(40, false, true);
	DrawLabel(ATRPane, "ATR(10)", Color.Black);
	PlotSeries(ATRPane, ATR.Series(Bars, 10), Color.Black, WealthLab.LineStyle.Solid, 2); 
				
	// SMA Filter Long
	PlotSeries(PricePane, SMA.Series(Close, SMAPeriodeLong), Color.Blue, WealthLab.LineStyle.Solid, 2); 
	PlotStops();

	if (Screener)
		barStart = Bars.Count - 1;
	
	for(int bar = barStart; bar < Bars.Count; bar++)
	{
		//Position
		Position p = LastPosition;
		
		// Berechne das Offset für Longs
		OffsetLong = Close[bar] / 1000;
		if (OffsetLong < 0.02)
			OffsetLong = 0.02;
	
		// Berechne das Offset für Shorts
		OffsetShort = Close[bar] / 1000;
		if (OffsetShort < 0.02)
			OffsetShort = 0.02;
		
		//Berechne potentielle Trailing Stopps
		trailingStoppPriceShort = High[bar] + SLATRFactorShort * ATR.Series(Bars, 10)[bar];
		
		if (IsLastPositionActive)// Position eröffnet 
		{
			// Long Position
			if( LastPosition.PositionType == PositionType.Long ) 
			{
				//AnnotateChart( PricePane, "long", bar, Low[bar], Color.Black);
				
				//Trailingstopp berechnen und prüfen
				trailingStoppPriceLong = Low[bar] - SLATRFactorLong * ATR.Series(Bars,10)[bar];
				trailingStoppPriceLong = Math.Max(trailingStoppPriceLong, StoppPrice[bar - 1]);
					
				//TrailingStopp wird verwendet
				bool useTrailingStoppLong = false;
				if (useTrailingStoppLong) //nachgezogener Stopp
				{
					StoppPrice[bar] = trailingStoppPriceLong;	
				}
				else //initialStopp
				{
					StoppPrice[bar] = StoppPrice[bar - 1];	
				}
				
				//Trailingstopp bzw. InitialStopp GTC setzen
				SellAtStop(bar + 1, p, StoppPrice[bar], "StoppLoss Long");
				DrawLine( PricePane, bar+1,StoppPrice[bar] , bar+1, StoppPrice[bar], Color.Red, WealthLab.LineStyle.Dotted, 2 );
										
				//Takeprofit GTC setzen
				SellAtLimit(bar + 1, p, currentTargetPriceLong, "TakeProfit Long");
				DrawLine( PricePane, bar+1,currentTargetPriceLong , bar+1, currentTargetPriceLong, Color.Red, WealthLab.LineStyle.Dotted, 2 );
				
				// ZeitStopp
				bool useTimeStoppLong = true;						
				if(useTimeStoppLong && bar + 1 - p.EntryBar >= TimeStoppLong )
				{
					ExitAtMarket(bar + 1, p, "Time-based Exit Long");
				}
			}
			
			// Short Position
			if( LastPosition.PositionType == PositionType.Short ) 						
			{
				//AnnotateChart( PricePane, "short", bar, Low[bar], Color.Black);
				
				//Trailingstopp berechnen und prüfen
				trailingStoppPriceShort = High[bar] + SLATRFactorShort * ATR.Series(Bars, 10)[bar];
				trailingStoppPriceShort = Math.Min(trailingStoppPriceShort, StoppPrice[bar - 1]);
				
				//TrailingStopp wird verwendet
				bool useTrailingStoppShort = false;
				if (useTrailingStoppShort) //nachgezogener Stopp
				{
					StoppPrice[bar] = trailingStoppPriceShort;	
				}
				else //initialStopp
				{
					StoppPrice[bar] = StoppPrice[bar - 1];	
				}
				
				//Trailingstopp bzw. InitialStopp GTC setzen
				CoverAtStop(bar + 1, p, StoppPrice[bar], "StoppLoss Short");
				//DrawLine( PricePane, bar,StoppPrice[bar] , bar, StoppPrice[bar], Color.Red, WealthLab.LineStyle.Dotted, 2 );
				
				//Takeprofit GTC setzen
				CoverAtLimit(bar + 1, p, currentTargetPriceShort, "TakeProfit Short");
				//DrawLine( PricePane, bar,currentTargetPriceShort , bar, currentTargetPriceShort, Color.Red, WealthLab.LineStyle.Dotted, 2 );
				
				// ZeitStopp
				bool useTimeStoppShort = true;
				if(useTimeStoppShort && bar + 1 - p.EntryBar >= TimeStoppShort )
				{
					ExitAtMarket(bar + 1, p, "Time-based Exit Short");
				}					
			}					
		}
		else //Einstiege
		{
			//Signalgeber Long
								
			//kleine freundliche Kerze
			bool cL1 = High[bar] - Low[bar] < 0.8 * ATR.Series(Bars,10)[bar]; // kleine Kerze
			bool cL2 = Close[bar] > Open[bar]; //freundliche Kerze
			bool cL3 = High[bar] < High[bar - 1];
			bool cL4 = Low[bar] < Low[bar - 1] || Low[bar - 1] < Low[bar - 2];
			bool cL5 = Close[bar] >= High[bar] - ((High[bar] - Low[bar]) / 2); //Close im oberen Drittel
			bool cL6 = LowestBar.Series(Low, 2)[bar] > LowestBar.Series(Low, 15)[bar]; //kein neues tief
								
			// Long Einstieg
			if (cL1 && cL2 && cL3 && cL4 && cL5 && cL6)						
			{						
				initStoppPriceLong = Low[bar] - SLATRFactorLong * ATR.Series(Bars,10)[bar];
				RiskStopLevel = initStoppPriceLong;
				AlertEntry = High[bar] + OffsetLong;
																
				if (BuyAtStop(bar+1, High[bar] + OffsetLong, "Enter Long") != null)
				{							
					SetPaneBackgroundColor(PricePane,bar, Color.LightGreen);
					AnnotateChart( PricePane, "StoppBuy: "+(String.Format("{0:0.00}", High[bar] + OffsetLong)), bar, High[bar] + OffsetLong, Color.Black);
					DrawLine( PricePane, bar-1,High[bar] + OffsetLong , bar+1, High[bar] + OffsetLong, Color.Blue, WealthLab.LineStyle.Dotted, 2 );
					
					AnnotateChart(ATRPane, ATR.Value(bar, Bars, 10).ToString(), bar, ATR.Value(bar, Bars, 10) + Bars.SymbolInfo.Tick * 5 , Color.Black);
					
					//InitialStopp setzen
					StoppPrice[bar] = initStoppPriceLong;
					AlertStoppLoss = initStoppPriceLong;
					SellAtStop(bar + 1, LastActivePosition, initStoppPriceLong, "InitialStoppLoss Long");
					AnnotateChart( PricePane, "SL: "+(String.Format("{0:0.00}", initStoppPriceLong)), bar, initStoppPriceLong, Color.Black);
					DrawLine( PricePane, bar-1,initStoppPriceLong , bar+1, initStoppPriceLong, Color.Red, WealthLab.LineStyle.Dotted, 2 );
																		
					//Berechne Target und setzen
					currentTargetPriceLong = High[bar] + TPATRFactorLong * ATR.Series(Bars,10)[bar];
					AlertTakeProfit = currentTargetPriceLong;
					SellAtLimit(bar + 1, LastActivePosition, currentTargetPriceLong, "TakeProfit Long");
					AnnotateChart( PricePane, "TP: "+(String.Format("{0:0.00}", currentTargetPriceLong)), bar, currentTargetPriceLong, Color.Black);
					DrawLine( PricePane, bar-1,currentTargetPriceLong , bar+1, currentTargetPriceLong, Color.Red, WealthLab.LineStyle.Dotted, 2 );
				}
			}

			//Signalgeber Short
			
			//kleine freundliche Kerze
			bool cS1 = High[bar] - Low[bar] < 0.8 * ATR.Series(Bars,10)[bar]; // kleine Kerze
			bool cS2 = Close[bar] < Open[bar]; //freundliche Kerze
			bool cS3 = Low[bar] < Low[bar - 1];
			bool cS4 = High[bar] > High[bar - 1] || High[bar - 1] < High[bar - 2];
			bool cS5 = Close[bar] <= Low[bar] + ((High[bar]-Low[bar])/2); //Close im uteren Drittel
			bool cS6 = HighestBar.Series(High, 2)[bar] > HighestBar.Series(High, 15)[bar]; //kein neues hoch
			
			// Short Einstieg
												
			if (cS1 && cS2 && cS3 && cS4 && cS5 && cS6)
			{
				initStoppPriceShort = High[bar] + SLATRFactorShort * ATR.Series(Bars, 10)[bar];
				RiskStopLevel = initStoppPriceShort;
				AlertEntry = Low[bar] - OffsetShort;						
				
				if (ShortAtStop(bar+1, Low[bar] - OffsetShort, "Enter Short") != null)
				{
					SetPaneBackgroundColor(PricePane,bar, Color.Salmon);
					AnnotateChart( PricePane, "StoppSell: "+(String.Format("{0:0.00}", Low[bar] - OffsetShort)), bar, Low[bar] - OffsetShort, Color.Black);
					DrawLine( PricePane, bar-1,Low[bar] - OffsetShort , bar+1, Low[bar] - OffsetShort, Color.Blue, WealthLab.LineStyle.Dotted, 2 );
					
					AnnotateChart(ATRPane, ATR.Value(bar, Bars, 10).ToString(), bar, ATR.Value(bar, Bars, 10) + Bars.SymbolInfo.Tick * 5 , Color.Black);
					
					//InitialStopp setzen
					StoppPrice[bar] = initStoppPriceShort;
					AlertStoppLoss = initStoppPriceShort;
					CoverAtStop(bar + 1, LastActivePosition, initStoppPriceShort, "InitialStoppLoss Short");
					AnnotateChart( PricePane, "SL: "+(String.Format("{0:0.00}", initStoppPriceShort)), bar, initStoppPriceShort, Color.Black);
					DrawLine( PricePane, bar-1,initStoppPriceShort , bar+1, initStoppPriceShort, Color.Red, WealthLab.LineStyle.Dotted, 2 );
																	
					//Berechne Target und setzen
					currentTargetPriceShort = Low[bar] - TPATRFactorShort * ATR.Series(Bars,10)[bar];
					AlertTakeProfit = currentTargetPriceShort;
					CoverAtLimit(bar + 1, LastActivePosition, currentTargetPriceShort, "TakeProfit Short");
					AnnotateChart( PricePane, "TP: "+(String.Format("{0:0.00}", currentTargetPriceShort)), bar, currentTargetPriceShort, Color.Black);
					DrawLine( PricePane, bar-1,currentTargetPriceShort , bar+1, currentTargetPriceShort, Color.Red, WealthLab.LineStyle.Dotted, 2 );						
				}
			}					
		}
	} // bar for next
	
	if (Screener)
	{
		string path = @"C:\Temp\" + String.Format( "{0:yyyyMMdd}", Bars.Date[Bars.Count - 1]) + "AlertsSTFB.csv";
		SaveAlerts(path,AlertEntry, AlertStoppLoss, AlertTakeProfit);
	}		
} //function execute
public void SaveAlerts(string path, double Entry, double StoppLoss, double TakeProfit)
{

	string dateFormat = "dd.MM.yyyy";

	if( Alerts.Count > 0 )
	{
		System.IO.TextWriter tw = new System.IO.StreamWriter(path, true);
	
		for( int i = 0; i < Alerts.Count; i++ )
		{               
			Alert a = Alerts[i];
			string s = a.AlertDate.ToString(dateFormat);
			s = s + ";" + a.Symbol;
			s = s + ";" + Bars.SecurityName;
			s = s + ";" + a.PositionType.ToString();
			s = s + ";" + Entry.ToString("N2");
			s = s + ";" + StoppLoss.ToString("N2");
			s = s + ";" + TakeProfit.ToString("N2");				
								
			tw.WriteLine(s);		
		}				
		tw.Close();               
	}     
}// function SaveAlerts