//====== Inputs
RSILength = Optimize("RSILength", 11, 6, 20, 1 );
OverSold = Optimize( "OverSold", 20, 5, 40, 5);
OverBought = Optimize( "OverBought", 70, 60, 90, 5 );
				  
//====== Calc RSI ========
RSIValue = RSI(RSILength);

//====== Calc Trading Signals
Buy = Cross(RSIValue,OverSold);
Short = Cross(OverBought,RSIValue);
Sell = Short;
Cover = Buy;

//====== BTWFMGR_F2D83D3A_BBDB_447E_B0FE_209ED95E4E3F =============
//====== WALK-FORMWARD-OPTIMIZATION DATA COLLECTION SECTION ======
if( Status("action") == actionBacktest)
{
    BT_strVarList = "RSILength/OverSold/OverBought";
    BT_strCommMode = NumToStr(GetOption("CommissionMode"),1.0,False);
    BT_strCommAmt = NumToStr(GetOption("CommissionAmount"),1.2,False);
    BT_strInterval= Interval(1);
    BT_strBigPt = PointValue;
    BT_strTickSize = TickSize;
    BT_strSym = Name();
    BT_strModuleName = "RSICross";
    PSS_BTHdr(DateNum(),TimeNum(),O,H,L,C,V);
}
SetCustomBacktestProc("");
if (Status("action") == actionPortfolio )
{
    bo = GetBacktesterObject();
    bo.Backtest(1); // run default backtest procedure
    BT_TrdInp001 = RSILength;
    BT_TrdInp002 = OverSold;
    BT_TrdInp003 = OverBought;
    NumTrades = 0;
    for( trade = bo.GetFirstTrade(); trade; trade = bo.GetNextTrade() )
    {
        NumTrades++;
        BT_TrdCnt = NumTrades;
        BT_TrdLS = trade.IsLong;
        BT_TrdPrcE = trade.EntryPrice;
        BT_TrdSize = trade.Shares;
        BT_TrdDTE = DateTimeToStr(trade.EntryDateTime());
        BT_TrdPrcX = trade.ExitPrice;
        BT_TrdDTX = DateTimeToStr(trade.ExitDateTime());
        BT_TrdPL = trade.GetProfit();
        PSS_BTTrd(NumTrades);
    }
    for (trade = bo.GetFirstOpenPos(); trade; trade = bo.GetNextOpenPos() )
    {
        NumTrades++;
        BT_TrdCnt = NumTrades;
        BT_TrdLS = trade.IsLong;
        BT_TrdPrcE = trade.EntryPrice;
        BT_TrdSize = trade.Shares;
        BT_TrdDTE = DateTimeToStr(trade.EntryDateTime());
        BT_TrdPrcX = trade.ExitPrice;
        BT_TrdDTX = DateTimeToStr(trade.ExitDateTime());
        BT_TrdPL = trade.GetProfit();
        PSS_BTTrd(NumTrades);
    }
    PSS_BTTrd(0);
    bo.ListTrades();
}
// End of Data Collection Insert
//====== BTWFMGR_F2D83D3A_BBDB_447E_B0FE_209ED95E4E3F =============