#include <r.h>

vars Price = series(priceClose());
vars kama = series(KAMA(Price,10));
var close_kama(int n)
 {
	return  kama[n] / priceClose(n);
 }

vars cycle = series(DominantPeriod(Price,100));
var cycle_multi = 2;
var close_res(int n)
 {
	return priceClose(n) / HH(cycle[n]*cycle_multi,n+1);
 }

var close_sup(int n)
 {
	return priceClose(n) / LL(cycle[n]*cycle_multi,n+1);
 }
///////////////////////////////////////////////////////////////////////
function run()
{
	StartDate = 20160101;
	BarPeriod = 120;
	LookBack = 100;
	WFOPeriod = 22*288;
	DataSplit = 90;
	NumCores = -1;
	if(is(TRADEMODE|TESTMODE))
		Hedge = 5; 
		else
		Hedge = 2;  // full hedging in train mode

	
	set(RULES|LOGFILE|TESTNOW|PLOTNOW);
	//set(PARAMETERS|LOGFILE|TESTNOW|PLOTNOW);

	//LifeTime = 140;
	
	//Capital = 1000;		// reinvestment mode
	//Margin = 0.01 * OptimalF * Capital * sqrt(1 + ProfitClosed/Capital);
	//Stop = MedPrice(1) + 3 * ATR(14); 
	//TakeProfit = 3 * ATR(14);
	//TrailStep = 3 * ATR(14);
  	//Trail = ATR(14);
	//TrailLock = 80;
	
  
///////////////////////////////////////////////////////////	
	if(adviseLong(NEURAL,0,
		close_kama(1),close_kama(2),close_kama(3),close_kama(4),
		close_res(1),close_res(2),close_res(3),close_res(4),
		close_sup(1),close_sup(2),close_sup(3),close_sup(4)) > 0.5) 
		enterLong();

		if(adviseShort() > 0.5) 
		   enterShort();

	PlotWidth = 800;
	PlotHeight1 = 340;
	ColorUp = ColorDn = ColorWin = ColorLoss = 0;
}