Trade 			ID 		Lots 	Entry Time 	Entry 		Price 		Stop 		Trail 	Target	Risk 	Profit 	Pips
[EUR/USD:CY:S0415]	249860415	20	12-21 08:19	1.1873		1.1847		1.2228		1.1518	- - - - -599$	43.22$	5.7p
[GER30:A2:L4364]	249904364	3	12-21 12:19	13067.21	13079.20	12834.48	3300.26	- - - -	-176$	-0.72$	-96.3p
[USD/CAD:A2:L1731]	250031731	14	12-22 04:19	1.2745		1.2736		1.2516		1.2974	- - - - -213$	-0.93$	-1.0p
[AUD/USD:BB:S1732]	250031732	23	12-22 04:19	0.7713		0.7710		0.7784		0.7642	- - - - -139$	2.72$	1.4p

[US30:HP:L9502] - closed externally (0)

Trade 	 	 	ID 	 	Lots 	Entry Time 	Entry 	Price 	Stop 	Trail 	Target 	Risk 	Profit 	Pips
[USD/CAD:HP:L9093]	250059093	21	12-22 08:19	1.2732	1.2718	1.2464	1.3001	- - - - -375$	-1.39$	-1.0p

vars smth1=series(Smooth(Close,12*20));
if(smth1[1]>Close[0]){
    smth1[0]=Smooth(Close,6*20);
}

vars smth1=series(1.);
smth1[0]=Smooth(Close,12*20);
if(smth1[1]>Close[0]){
    smth1[0]=Smooth(Close,6*20);
}

vars smth1=series(1.);
if(smth1[1]>Close[0]){
    smth1[0]=Smooth(Close,6*20);
}else{
    smth1[0]=Smooth(Close,12*20);
}

BrokerHistory CAD/JPY: 231 ms 27000 min
CAD/JPY: 0..10565, 2017-12-17..1899-12-30
!Command 43 not yet supported.
BrokerHistory USD/JPY: 230 ms

function tick(){
	if(is(TRADEMODE) && !is(LOOKBACK)){
		panel(6,2,GREY,90);
		panelSet(0,0,"Equity",0,1,0); 
		panelSet(0,1,strf("%.2f",Equity),0,2,0);
		panelSet(1,0,"Balance",0,1,0); 
		panelSet(1,1,strf("%.2f",Balance),0,2,0);
		panelSet(2,0,"Capital",0,1,0); 
		panelSet(2,1,strf("%.2f",Capital),0,2,0);

	}	
}

set(TICKS];

NumTrainCycles = 2;

function run()
{
	set(PARAMETERS+FACTORS);
	NumCores = -2;		// use multiple cores (Zorro S only)
	NumTrainCycles = 2;
	BarPeriod=60;
	assetList("AssetsCur.csv");

	NumYears = 2;
	LookBack = 451;

	vars Price = series(price());
	vars Trend = series(LowPass(Price,200));
	
	Stop = 4*ATR(100);
	
	vars MMI_Raw = series(MMI(Price,optimize(100,100,200)));
	vars MMI_Smooth = series(LowPass(MMI_Raw,300));
	
	if(falling(MMI_Smooth)) {
		if(valley(Trend))
			enterLong();
		else if(peak(Trend))
			enterShort();
	}
	 
}

#define GET_MAXTICKS		43 // max history ticks

function run()
{
	StartDate = 2010;
	EndDate = 2011;
	LookBack = 200;
	BarPeriod = 240;
	
	vars close = series(priceClose());
	vars ll = series(LL(10));
	
	LifeTime = 5;	
	MaxShort = 1;

	if(close[0] < ll[1]) {
		enterShort();
	}	
}

Avg trade bars      7 (+9 / -6)
Max trade bars      26 (4 days)

Avg trade bars      4 (+4 / -4)
Max trade bars      4 (16 hours)

panel(0,0,0,0);

void run()
{
  BarPeriod = 60;
  LookBack = 150;
  TradesPerBar = 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 Signal1 = (LowPass(H,1000)-LowPass(L,1000))/PIP;
  var Signal2 = 100*FisherN(C,100);

// train and trade the signals 
  Stop = 4*ATR(100); 
  TakeProfit = 4*ATR(100);
  if(adviseLong(DTREE,0,Signal1,Signal2) > 0)
    enterLong();
  if(adviseShort(DTREE,0,Signal1,Signal2) > 0)
    enterShort();
}

.....
		var aTest[2];
		aTest[0]=Signal1;
		aTest[1]=Signal2;		
		// train and trade the signals 
  
		Stop = 5*ATR(100); 
		TakeProfit = 1*ATR(100);
		if(adviseLong(DTREE,0,aTest,2) > 0)
		       enterLong();
  
		if(adviseShort(DTREE,0,aTest,2) > 0)
		      enterShort();
.....

Error 010: Invalid GER30 Stop: 0.0000 Price: 0.0000
Error 010: Invalid GER30 Stop: 74.7921 Price: 0.0000
Error 010: Invalid GER30 Stop: 0.0000 Price: 0.0000
Error 010: Invalid GER30 Stop: 0.0000 Price: 0.0000
Error 010: Invalid GER30 Stop: 0.0000 Price: 0.0000
Error 010: Invalid GER30 Stop: 0.0000 Price: 0.0000
Error 010: Invalid GER30 Stop: 0.0000 Price: 0.0000
Error 010: Invalid GER30 Stop: 0.0000 Price: 0.0000
Error 010: Invalid GER30 Stop: 85.7462 Price: 0.0000
Error 010: Invalid GER30 Stop: 0.0000 Price: 0.0000
Error 010: Invalid GER30 Stop: 0.0000 Price: 0.0000
Error 010: Invalid GER30 Stop: 0.0000 Price: 0.0000

Zorro S 1.74.5
(c) oP group Germany 2017
Registered to: Daniel Lindberg
XgBoostClassification compiling..............
Error 063: marketVol not supported
4513 Bars 2008-01-02..2010-12-31 generated
Rules: XgBoostClassification  2008..2010
Assets AssetsMini

Pruned signals: [14] [15] [16] 3.5%.
Train AUDUSD_dtree_jd_AUDUS_L 
Pruned signals: [14] [15] [16] 6.6%
Train AUDUSD_dtree_jd_AUDUS_S 
Pruned signals: [14] [15] [16] 6.7%
Rules stored in 5xcor_dtree_jd.c

Error 064: Data5xcor_dtree_jd.c truncated.
Error in 'line 23355: 
syntax error
Can't compile Data5xcor_dtree_jd.c
Time 00:14:14

NumWFOCycles=12;
...
...
if(adviseLong(DTREE,0,aTest,17) > 0){
...

with NumWFOCycles = 4;

set(LOGFILE+PRELOAD+PLOTNOW);
setf(PlotMode,PL_ALL);