function run() {
    set(PARAMETERS);
    StartDate = 20190101;
    BarPeriod = 60;
    Capital = 2000;
    LookBack = 150;

    vars Open = series(priceOpen());
    vars High = series(priceHigh());
    vars Low = series(priceLow());
    vars Close = series(priceClose());
    vars NormClose = series(Close[0] / 100);

    // First layer signals - Using DTREE
    int NumSignalsDTREE = 5;
    vars SignalsDTREE = series(NumSignalsDTREE);

    SignalsDTREE[0] = Open[0] - Open[1];
    SignalsDTREE[1] = High[0] - High[1];
    SignalsDTREE[2] = Low[0] - Low[1];
    SignalsDTREE[3] = Close[0] - Close[1];
    SignalsDTREE[4] = NormClose[0];

    var DTreeLongOutput = adviseLong(DTREE, 0, SignalsDTREE, NumSignalsDTREE);
    var DTreeShortOutput = adviseShort(DTREE, 0, SignalsDTREE, NumSignalsDTREE);

    // Second layer signals - Using NEURAL
    int NumSignalsNEURAL = 2;
    vars SignalsNEURAL = series(NumSignalsNEURAL);

    SignalsNEURAL[0] = DTreeLongOutput;
    SignalsNEURAL[1] = DTreeShortOutput;

    var vLong, vShort, Threshold = 0.5;
    set(LOGFILE | PLOTNOW);

    if (adviseLong(NEURAL + BALANCED, 0, SignalsNEURAL, NumSignalsNEURAL) > Threshold)
        enterLong();
    if (adviseShort(NEURAL + BALANCED, 0, SignalsNEURAL, NumSignalsNEURAL) > Threshold)
        enterShort();

    plot("Long", vLong, NEW|LINE, BLACK);
    plot("Short", vShort, LINE, GREY);
}