void run()
{
StartDate = 2010;
EndDate = 2017;
BarPeriod = 1440;
LookBack = 150;
TradesPerBar = 2;
WFOCycle = 2;
if(Train) Hedge = 2;
set(RULES|TESTNOW);
// generate price series
vars H = series(priceHigh()),
L = series(priceLow()),
C = series(priceClose());
// generate some signals from H,L,C in the -100..100 range
var Signals[2];
Signals[0] = (LowPass(H,1000)-LowPass(L,1000))/PIP;
Signals[1] = 100*FisherN(C,100);
// train and trade the signals
Stop = 4*ATR(100);
TakeProfit = 4*ATR(100);
if(adviseLong(DTREE,0,Signals,2) > 0)
enterLong();
if(adviseShort(DTREE,0,Signals,2) > 0)
enterShort();
}