#define NORMPERIOD 100

#define F 2

#define BUFFER 2

​

var preprocess (var x) {

	return scale(x,NORMPERIOD)/100;

}

​

function run()

{

	StartDate = 20150101;

	EndDate = 20150331;

	BarPeriod = 1;	// 1 hour

	LookBack = 2000;

    int Offset=1;

​

	assetList("AssetsFix");

	asset("EUR/USD");

	set(RULES);

	Spread = RollLong = RollShort = Commission = Slippage = 0;

​

    TimeFrame=1;

	vars CloseTS = series(priceClose());

	vars LowTS = series(priceLow());

	vars HighTS = series(priceHigh());

	vars OpenTS = series(priceOpen());

	

	var ret = CloseTS[0]-OpenTS[0];

	vars rets = series(ret);

​

	int r1 = random(14);

	int r2 = random(14);

	int r3 = random(14);

	

	vars c1 = series(CloseTS[r1]);

	vars c2 = series(CloseTS[r2]);

	vars c3 = series(CloseTS[r3]);

​

    TimeFrame = 15;

​

	

	MACD(c1,12,26,9);

	vars m1=series(rMACD);

	vars F1=series(preprocess(m1[0]-m1[1]));

​

	MACD(c2,12,26,9);

	vars m2=series(rMACD);

	vars F2=series(preprocess(m2[0]-m2[1]));

	

	MACD(c3,12,26,9);

	vars m3=series(rMACD);

	vars F3=series(preprocess(m3[0]-m3[1]));

	

	string line = strf(

		"%02i/%02i/%02i %02i:%02i, %.5f, %.5f, %.5f, %.5f, %.5f, %.5f, %.5f, %.5fn",

		day(),month(),year()%100,hour(),minute(),

		priceOpen(),priceHigh(),priceLow(),priceClose(),F1[Offset],F2[Offset],F3[Offset],ret);

	if(is(INITRUN))

		file_delete("Data\exportMACD4.csv");

	else

		file_append("Data\exportMACD4.csv",line);

​

}

08/01/15 06:41, 1.18204, 1.18241, 1.18185, 1.18220, -0.03581, -0.04978, -0.12568, -0.00011

08/01/15 06:42, 1.18197, 1.18241, 1.18185, 1.18206, -0.03581, -0.04978, -0.12568, -0.00014

08/01/15 06:43, 1.18200, 1.18241, 1.18185, 1.18206, -0.03581, -0.04978, -0.12568, 0.00000

08/01/15 06:44, 1.18202, 1.18241, 1.18185, 1.18198, -0.03581, -0.04978, -0.12568, -0.00008

08/01/15 06:45, 1.18204, 1.18241, 1.18185, 1.18210, -0.03581, -0.04978, -0.12568, 0.00012

08/01/15 06:46, 1.18190, 1.18241, 1.18185, 1.18208, -0.03581, -0.04978, -0.12568, -0.00002

08/01/15 06:47, 1.18203, 1.18241, 1.18190, 1.18210, 0.17135, 0.15174, 0.17540, 0.00002

08/01/15 06:48, 1.18204, 1.18241, 1.18190, 1.18209, 0.17135, 0.15174, 0.17540, -0.00001

08/01/15 06:49, 1.18204, 1.18241, 1.18190, 1.18209, 0.17135, 0.15174, 0.17540, 0.00000

08/01/15 06:50, 1.18224, 1.18241, 1.18190, 1.18209, 0.17135, 0.15174, 0.17540, 0.00000

08/01/15 06:51, 1.18221, 1.18241, 1.18190, 1.18219, 0.17135, 0.15174, 0.17540, 0.00010

08/01/15 06:52, 1.18225, 1.18241, 1.18190, 1.18217, 0.17135, 0.15174, 0.17540, -0.00002

08/01/15 06:53, 1.18225, 1.18241, 1.18190, 1.18219, 0.17135, 0.15174, 0.17540, 0.00002

08/01/15 06:54, 1.18238, 1.18241, 1.18190, 1.18218, 0.17135, 0.15174, 0.17540, -0.00001

08/01/15 06:55, 1.18231, 1.18232, 1.18190, 1.18222, 0.17135, 0.15174, 0.17540, 0.00004

08/01/15 06:56, 1.18220, 1.18241, 1.18190, 1.18241, 0.17135, 0.15174, 0.17540, 0.00019

08/01/15 06:57, 1.18206, 1.18243, 1.18190, 1.18238, 0.17135, 0.15174, 0.17540, -0.00003

08/01/15 06:58, 1.18206, 1.18243, 1.18190, 1.18231, 0.17135, 0.15174, 0.17540, -0.00007

08/01/15 06:59, 1.18198, 1.18243, 1.18194, 1.18208, 0.17135, 0.15174, 0.17540, -0.00023

08/01/15 07:00, 1.18210, 1.18243, 1.18201, 1.18223, 0.17135, 0.15174, 0.17540, 0.00015

08/01/15 07:01, 1.18208, 1.18243, 1.18139, 1.18139, 0.17135, 0.15174, 0.17540, -0.00084

08/01/15 07:02, 1.18210, 1.18243, 1.18139, 1.18157, 0.13500, 0.05425, 0.15839, 0.00018

08/01/15 07:03, 1.18209, 1.18243, 1.18138, 1.18138, 0.13500, 0.05425, 0.15839, -0.00019

08/01/15 07:04, 1.18209, 1.18243, 1.18109, 1.18120, 0.13500, 0.05425, 0.15839, -0.00018