#define PERTRADE 5263.15
string selected_asset;
function run() {
BarPeriod = 79;
LookBack = 501;
StartDate = 20110401;
EndDate = 20121001;
set(TICKS + MUTE);
set(RULES + FACTORS + TESTNOW + PLOTNOW);
if (Train) {
Hedge = 2;
} else {
set(NFA);
Hedge = 4;
}
TradesPerBar = 2;
Weekend = 1;
ExitTime = 18;
NumSampleCycles = 2;
NumWFOCycles = 7;
Confidence = 75;
while(selected_asset = loop("EUR/CAD", "EUR/GBP", "EUR/USD")) {
asset(selected_asset);
var atrx = ATR(200);
vars Price = series(price());
var v00 = 0; // redacted
var v01 = 0; // redacted
var v02 = 0; // redacted
var v03 = 0; // redacted
var v04 = 0; // redacted
Stop = 3.9 * atrx;
Trail = 4.7 * atrx;
TrailLock = 26.4;
TrailSlope = 86.4;
TrailStep = 44.0;
if (adviseLong(PERCEPTRON, 0, v00, v01, v02, v03, v04) > 0) {
Margin = OptimalFLong * PERTRADE;
enterLong();
}
if (adviseShort(PERCEPTRON, 0, v00, v01, v02, v03, v04) > 0) {
Margin = OptimalFShort * PERTRADE;
enterShort();
}
}
}