function run()
{
	//StartDate = EndDate = 2020;
	LookBack = 0;
	set(TICKS|LOGFILE|PLOTNOW);
	Hedge = 2;	
	setf(TradeMode,TR_PHANTOM);   // test, what is better
	resf(BarMode, BR_WEEKEND);    // bitfinex work 7/24
	//BarPeriod = 10./60.;
	BarPeriod = 1;	  // for chart - not working?
	MaxRequests = 10./60;
	History = ".t1";
	assetList("AssetsArb.csv");
	asset(ASSET_A);
	asset(ASSET_B);
	asset(ASSET_C);
	asset(ASSET_D);
}

function tick()
{
	var PriceA,PriceB,PriceC,PriceD;
	var Threshold;
	asset(ASSET_A);
		PriceA = priceClose(); 
		
	asset(ASSET_B);
		PriceB = priceClose(); 

	asset(ASSET_C);
		PriceC = priceClose();

	asset(ASSET_D);
		PriceD = priceClose();
		
	Threshold = (PriceD-PriceC); // arbitrage threshold
	
	if (isMinute()){   // after enter trade - wait 10 minute for next trade

		algo("FORBC");
			forAlgoBC(Threshold);
		algo("FORCB");
			forAlgoCB(Threshold);
		algo("FORUP");
			forAlgoUP(Threshold);
		algo("FORDN");
			forAlgoDN(Threshold);
	}
	
}

function forAlgoCB(var Threshold){
	asset(ASSET_C);
		if (Threshold > OPEN_LONG){
			printf("OPEN %s/%s have %.4f",Algo,Asset,Threshold);
			if(NumOpenLong < NUM_OPEN)
				enterLong();
			newOrder();
		}
		if (Threshold < OPEN_SHORT){
			printf("OPEN %s/%s have %.4f",Algo,Asset,Threshold);
			if(NumOpenShort < NUM_OPEN)
			enterShort();
			newOrder();
		}

	asset(ASSET_B);
		if (Threshold > OPEN_LONG){
			printf("OPEN %s/%s have %.4f",Algo,Asset,Threshold);
			if(NumOpenShort < NUM_OPEN)
			enterShort();
		}
		if (Threshold < OPEN_SHORT){
			printf("OPEN %s/%s have %.4f",Algo,Asset,Threshold);
			if(NumOpenLong < NUM_OPEN)
			enterLong();
		}
		
}