#include <r.h>
#define W 32
#define BUFFER 64
function run()
{
StartDate = 20120115;
BarPeriod = 60;
LookBack = 100;
MaxBars = 1000;
int i=0;
set(RULES);
Spread = RollLong = RollShort = Commission = Slippage = 0;
int Offset = ifelse(Train,1,0);
BarOffset=59;
vars Close59 = series(priceClose());
BarOffset=0;
vars Close0 = series(priceClose());
var Signals[BUFFER];
int index=0;
for (i=(W-(1-Offset));i>=Offset;i--) { Signals[index] = Close0[i]; index++;}
for (i=(W-(1-Offset));i>=Offset;i--) { Signals[index] = Close59[i]; index++;}
var Prediction = adviseLong(SIGNALS,0,Signals,BUFFER);
if(Prediction > 0.0) enterLong();
if(Prediction < 0.0) enterShort();
}