/// testOptF.c
function tradeTrend(int sl)
{
if(sl==1) //goLong
{
Margin = 0.5 * OptimalFLong * Capital * sqrt(1 + ProfitClosed/Capital);
printf("\n %s:%s:L Lots=%i OptimalF=%.3f OptimalFShort=%.3f OptimalFLong=%.3f",Asset,Algo,Lots, OptimalF,OptimalFShort,OptimalFLong);
enterLong();
}
else if(sl==0) //goShort
{
Margin = 0.5 * OptimalFShort * Capital * sqrt(1 + ProfitClosed/Capital);
printf("\n %s:%s:S Lots=%i OptimalF=%.3f OptimalFShort=%.3f OptimalFLong=%.3f",Asset,Algo,Lots,OptimalF,OptimalFShort,OptimalFLong);
enterShort();
}
}
function run()
{
set(PARAMETERS+FACTORS+LOGFILE+PLOTNOW);
StartDate = 20100101;
EndDate = 20100105;
BarPeriod = 1440;
LookBack = 0;
Capital = 5000;
Verbose = 1;
if (Bar == 1)
{
while(asset(loop("EUR/USD")))
{
while(algo(loop("TRND")))
{
if(Test)
printf("\n %s:%s OptF=%.3f OptFLong=%.3f OptFShort=%.3f\n\n", Asset,Algo, OptimalF, OptimalFLong, OptimalFShort);
}
}
}
while(asset(loop("EUR/USD")))
{
while(algo(loop("TRND")))
{
if(Algo == "TRND")
tradeTrend(1); //goLong
if(Algo == "TRND")
tradeTrend(0); //goShort
}
}
}
