[IntrabarOrderGeneration = True]

vars:
  IntraBarPersist isStrategyAuto( False ),
  IntraBarPersist Tick( 0 ),
  IntraBarPersist _ContractsPerTrade( 1 ),
  IntraBarPersist EntryBar( -1 ),
  IntraBarPersist EntryTick( -1 ),
  IntraBarPersist EntryTime_s( 0.0 ),
  IntraBarPersist PendingTick( -1 ),
  IntraBarPersist PendingTime_s( 0.0 ),
  IntraBarPersist FilledTick( -1 ),
  IntraBarPersist FilledTime_s( 0.0 ),
  TradeTimeOK( True ),  // if not IsHoliday and NewsOK and Time >= TimeStart and Time < _TimeEnd and DayOfWeek( Date ) >= Monday and DayOfWeek( Date ) <= Friday
  ProfitLossOK( True ); // if TodayLoss <= -DailyLossMax


once begin
  Tick = 0;
end;

if BarStatus( 1 ) = -1 then begin // "between ticks" (MTF only?)
  #return;
end else
  Tick = Tick + 1;

{
| If trading live, don't bother processing historical data so orders aren't generated
}
isStrategyAuto = GetAppInfo( aiStrategyAuto ) = 1;
if isStrategyAuto and GetAppInfo( aiRealTimeCalc ) <> 1 then #return;

if EntryBar = -1 and MarketPosition = 0 and ProfitLossOK and TradeTimeOK and BarStatus(1) = 2 then begin

  value1 = 0; // some strategy that generates 1 for longs and -1 for shorts on bar close

  if value1 <> 0 then begin
  
    if value1 = 1 then
      Buy( "LE" {"LONG entry"} ) _ContractsPerTrade Contracts Next Bar at Market
    else
    if value1 = -1 then
      SellShort( "SE" {"SHORT entry"} ) _ContractsPerTrade Contracts Next Bar at Market;

    EntryBar = CurrentBar + MaxBarsBack;
    EntryTick = Tick;
    EntryTime_s = Time_s + MillisecondsFromDateTime( DateTime ) / 1000;
    PendingTick = -1;
    PendingTime_s = 0.0;
    FilledTick = -1;
    FilledTime_s = 0.0;

  end;
end;
  
if EntryBar <> -1 and CurrentContracts > 0 then begin

  if PendingTick = -1 then begin
    PendingTick = Tick;
    PendingTime_s = Time_s + MillisecondsFromDateTime( DateTime ) / 1000;
  end;

  if FilledTick = -1 and (MarketPosition_at_Broker <> 0 or not isStrategyAuto) then begin
    FilledTick = Tick;
    FilledTime_s = Time_s + MillisecondsFromDateTime( DateTime ) / 1000;

    MessageLog(
      "EntryTick=[", EntryTick:0:0, "] ",
      "EntryTime=[", EntryTime_s:0:3, "] ",
      "PendingTick=[", PendingTick:0:0, "] ",
      "PendingTime=[", PendingTime_s:0:3, "] ",
      "PendingElapsed=[", (TimeToSeconds( IntPortion( PendingTime_s )) + FracPortion( PendingTime_s )) - (TimeToSeconds( IntPortion( EntryTime_s )) + FracPortion( EntryTime_s )):0:3, "s] ",
      "FilledTime=[", FilledTime_s:0:3, "] ",
      "FilledTick=[", FilledTick:0:0, "] ",
      "FilledElapsed=[", (TimeToSeconds( IntPortion( FilledTime_s )) + FracPortion( FilledTime_s )) - (TimeToSeconds( IntPortion( PendingTime_s )) + FracPortion( PendingTime_s )):0:3, "s] ",                  
      "MarketPosition=[", MarketPosition:0:0, "] ",
      "MarketPosition_at_Broker=[", MarketPosition_at_Broker:0:0, "] ",
      "MarketPosition_at_Broker_for_The_Strategy=[", MarketPosition_at_Broker_for_The_Strategy:0:0, "] ",
      "CurrentContracts=[", CurrentContracts:0:0, "]"
    );
  end;
end;

if EntryBar <> -1 and CurrentContracts > 0 and FilledTick <> -1 then begin
  // manage exit here
  EntryBar = -1; // on trade close..
end else begin
  if EntryBar <> -1 and EntryTick <> Tick then begin
    if CurrentBar + MaxBarsBack > EntryBar then begin
      // delayed entry past desired signal bar (market moving too fast?); either way, bail ASAP rather than take a chance
    end;
  end;
end;