var objective()
{
return ((var)(NumWinLong+NumWinShort))/(NumLossLong+NumLossShort);
}
function run()
{
assetList("AssetsFix.csv");
set(PARAMETERS|LOGFILE|TESTNOW);
BarPeriod = 5;
LookBack = 100;
NumWFOCycles = 20;
NumCores = -2;
PlotHeight1 = 340;
PlotWidth = 800;
set(BINARY);
while (asset(loop("EUR/USD")))
{
WinPayout = 75;
LossPayout = 0;
Spread = Commission = 0;
LifeTime = 1;
int TimePeriod = optimize(20,10,100);
var Threshold = 0.01*(HH(TimePeriod)-LL(TimePeriod));
if(NumOpenLong+NumOpenShort == 0)
{
if(HH(TimePeriod) - priceClose() < Threshold)
enterShort();
else if(priceClose() - LL(TimePeriod) < Threshold)
enterLong();
}
}
}