// The real OnBarUpdate.
        protected override void OnBarUpdate()
        {
			if      ( Historical && !isBacktest)                   { return;                                  }
			else if (!Historical && IsMBTradingRollover()) { return;                                  }
                        else if (BarsInProgress != 0)                        { return;                                  }
			else if (panicMode)                                      { ProcessScrewUp();                 }
			else                                                           { OnBarUpdateInternal(true, 0); }
        }

private void optimize()  //========OPTIMIZEr
	{

		//========================== OPTIMIZE ============================= start
			bestProfit = 0; // tracking best profit for the optimization
		
	
   for (int Period1idx = 2; Period1idx <= Period1;   Period1idx+=incrementPeriod1)  //  OUTER LOOP - Period1 optimization
	{			
		for (int Period2idx = 2; Period2idx <= Period2; Period2idx+=incrementPeriod2)  // inner loop - Period2 optimization
		{
			// reset all cumulative variables before each backfill
			PnL = 0; //  PnL for the trade
			cumulativeProfit = 0; // total profit for the parameters backtested
			longshort=0; // used to track the position of the virtual trade. 1=long, 2=short, 0=flat
		
			indicatorOPT1 = SMA(Period1idx); // set up the SMA and assign it the two values currently in the loop 
			indicatorOPT2 = SMA(Period2idx);
			
			for (int idx = lookBackPeriod; idx <= CurrentBar; idx++) // backtest/fill loop:  traversing along the lookback period
			{
				golong = (indicatorOPT1[idx-2] < indicatorOPT2[idx-2] && indicatorOPT1[idx-1] > indicatorOPT2[idx-1] ); // similates NT's CrossAbove() function
				goshort = (indicatorOPT1[idx-2] > indicatorOPT2[idx-2] && indicatorOPT1[idx-1] < indicatorOPT2[idx-1] );// simulates NT's CrossBelow() function

				if (golong)				
				{
					if (longshort != 1) // if 'flat' (i.e. first trade) then take position but don't run through profit calculation
					{
						PnL = ((Open[EntryBar] - slippage) - (Open[idx] + slippage));
						cumulativeProfit += PnL;
					}
					EntryBar = idx;  // the bar that the virtual position is taken
					longshort = 1; // trade is long

				} // end long logic
				
				else if (goshort)	
				{
						if (longshort != 2)
						{
							PnL = ((Open[idx] - slippage) - (Open[EntryBar] + slippage));
							cumulativeProfit += PnL;
						}
						
						EntryBar = idx;
						longshort = 2;  // virtual trade now short
						
				} //end short logic
					
				
				// close out final position and add to PnL - similar to NT's 'exit on close' on a backtest
				
				if (longshort == 2)
				{
						PnL = (Open[EntryBar] - Close[idx] + slippage);
						cumulativeProfit += PnL;
				}
				else if (longshort == 1)
				{
							PnL = (Open[idx] - Close[EntryBar] - slippage);
							cumulativeProfit += PnL;
				}
				
				
				
			} //--- END backtest/fill
		
				/// Store parameters based on best net profit of the backtest
				if (cumulativeProfit > bestProfit)
				{
					bestProfit = cumulativeProfit;
					bestPeriod1 = Period1idx;
					bestPeriod2 = Period2idx;
				}

		}//=== END Inner Loop (Period1 optimization)
	} // END OUTER LOOP -  Period2 optimization
				

		} //--end optimize() =========================== OPTIMIZE ============ end