function run()
{
NumYears = 1;
AssetList = "AssetsUS.dta";
LookBack = 440;
set(RULES+TESTNOW);
if(Train) {
set(HEDGING);
ExitTime = 10;
} else {
set(NFA);
Stop = 100*PIP;
TakeProfit = 100*PIP;
}
NumWFOCycles = 5;
Weekend = 1;
BarPeriod = 1;
vars sar1 = series(SAR(0.01, 0.1));
vars sar2 = series(SAR(0.02, 0.2));
vars sar3 = series(SAR(0.03, 0.3));
vars sar4 = series(SAR(0.04, 0.4));
vars sar5 = series(SAR(0.05, 0.5));
vars sar6 = series(SAR(0.06, 0.6));
vars sar7 = series(SAR(0.07, 0.7));
vars mdm1 = series(MinusDM(50));
vars mdi1 = series(MinusDI(50));
vars mdm2 = series(MinusDM(100));
vars mdi2 = series(MinusDI(100));
vars mdm3 = series(MinusDM(200));
if(adviseLong(DTREE, 0,
sar1[0], sar2[0], sar3[0], sar4[0], sar5[0], sar6[0], sar7[0],
mdm1[0], mdi1[0], mdm2[0], mdi2[0], mdm3[0]) > 0){
reverseLong(1);
}
if(adviseShort() > 0){
reverseShort(1);
}
}