function run() { LookBack = 500; StartDate = 2010; EndDate = 2015; asset("EUR/USD"); vars Price = series(price()); vars Trend = series(LowPass(Price,500)); // ISSUE: uncommenting the line below gives a different test result! //vars MMI_Raw = series(MMI(Price,300)); Stop = 4*ATR(100); if(valley(Trend)) enterLong(); else if(peak(Trend)) enterShort(); }
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