function run() { set(PARAMETERS+FACTORS); NumCores = -2; // use multiple cores (Zorro S only) NumTrainCycles = 2; BarPeriod=60; assetList("AssetsCur.csv"); NumYears = 2; LookBack = 451; vars Price = series(price()); vars Trend = series(LowPass(Price,200)); Stop = 4*ATR(100); vars MMI_Raw = series(MMI(Price,optimize(100,100,200))); vars MMI_Smooth = series(LowPass(MMI_Raw,300)); if(falling(MMI_Smooth)) { if(valley(Trend)) enterLong(); else if(peak(Trend)) enterShort(); } }