#define LONG_FIRST

function run() {
  if (is(INITRUN)) {
    BarPeriod = 80;
    BarOffset = 40;
    LookBack = 245;
    NumWFOCycles = 6;
    StartDate = 20130601;
    EndDate = 20131230;
    set(NFA + TICKS + RULES + TESTNOW + PLOTNOW + LOGFILE);
    TradesPerBar = 2;
    Weekend = 1;
    Hedge = 4;
  }

  vars ol = series((priceOpen(0) - priceLow(0)) / PIP);

  var v00 = APO(ol, 4, 7, MAType_WMA);
  var v01 = APO(ol, 148, 245, MAType_TRIMA);
  polyfit(0, ol, 24, 2, 1);
  var v02 = polynom(0, -1);

  TakeProfit = 3 * ATR(100);
  Stop = 3 * ATR(100);

  int al;
  int as;
#ifdef LONG_FIRST
  al = adviseLong(PERCEPTRON, 0, v00, v01, v02);
  if (al > 0) {
    enterLong();
  }
  as = adviseShort();
  if (as > 0) {
    enterShort();
  }
#else
  as = adviseShort(PERCEPTRON, 0, v00, v01, v02);
  if (as > 0) {
    enterShort();
  }
  al = adviseLong();
  if (al > 0) {
    enterLong();
  }
#endif

  plot("al", al, LINE + NEW , BLUE);
  plot("as", as, LINE, RED);
}