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function run()
{
//set(PARAMETERS);
StartDate = 2002;
EndDate = 2008;
NumWFOCycles = 10;
LookBack = 2000;
vars Price = series(price());
var period = 500;
vars Trend = series(LowPass(Price,period));

Stop = ATR(100)*4;//optimize(4, 2, 8);

vars Meanness = series(MMI(Price,200));
vars Filter = series(LowPass(Meanness,period));

Alligator(series(MedPrice()));
var diff = FisherN(series(abs(rBlue-rGreen) + abs(rGreen-rRed)),500);
vars diffs = series(diff);
var Threshold = 2.5;//0.1;//1.0;//1.5;//2.5

static bool Filter2;
if (crossOver(diffs,Threshold) or crossUnder(diffs,-Threshold))
Filter2 = true;
if (crossUnder(diffs,Threshold) or crossOver(diffs,-Threshold))
Filter2 = false;

if( valley(Trend) ){
exitShort(); // close opposite position
if(falling(Filter) and Filter2)
enterLong();
} else if( peak(Trend) ) {
exitLong();
if(falling(Filter) and Filter2)
enterShort();
}
}