function run()
{
//settings
set(PLOTNOW);
StartDate = 2010;
EndDate = 2015;
BarPeriod = 240;
NumWFOCycles = 8;
//permute the curve for WRC
/*if(Test) {
Detrend = SHUFFLE;
NumTotalCycles = 1000;
}*/
//PriceSeries
vars Price = series(price());
//Indicator variables
var ATR_multi = 1;
var ATR_period = 100;
var LP_period = 10;
//ATR Bands
vars middle = series(LowPass(Price,LP_period));
vars upperATR = series(LowPass(Price,LP_period)+ATR_multi*ATR(ATR_period));
vars lowerATR = series(LowPass(Price,LP_period)-ATR_multi*ATR(ATR_period));
//TradeManagement
TakeProfit = middle[0];
EntryTime = 1;
//TradeLogic
Entry = -lowerATR[0];
reverseLong(1);
Entry = -upperATR[0];
reverseShort(1);
//plot
plot("upperATR",upperATR,MAIN,GREY);
plot("lowerATR",lowerATR,MAIN,GREY);
}
//white's reality check (from Alice4b script)
/*function evaluate()
{
var TestProfit = 1560;
static int Count = 0;
if(Balance > TestProfit)
Count++;
var Bucket = floor(Balance/25);
plotBar("Profit",Bucket,25*Bucket,1,SUM+BARS+LBL2,RED);
if(TotalCycle == NumTotalCycles) {
var Probability = (100.*Count)/NumTotalCycles;
printf("n-------------------------------------------");
printf("nReality Check: %.1f%% Random Probability",Probability);
if(Probability <= 1)
printf("nSystem result is significant");
else if(Probability <= 5)
printf("nSystem result is possibly significant");
else
printf("nSystem result is not statistically significant");
printf("n-------------------------------------------");
}
}*/