Никто не умеет читать контракт (С) Лиз Херли в фильме Bedazzled. Часть 1

public class MyStrategy: WealthScript
{

double D ( int bar, int num) {
return Bars.Open[bar-num] — Bars.Close[bar-num];
}

protected override void Execute() {

DataSeries S = new DataSeries(Bars, «Binary Series»);

for (int i = 5; i < Bars.Count-2; i++) {
double id = D(i,1)*(D(i,1)*D(i,4)-D(i,2)*D(i,3)) + D(i,2)*(D(i,2)*D(i,2)-D(i,1)*D(i,3));
S[i] = id;
}

for (int i = 5; i < Bars.Count-2; i++) {

double id = S[i];
int posDir = (! IsLastPositionActive)? 0
: LastPosition.PositionType == PositionType.Long? 1: -1;
if (id < 0 && posDir != 1) {
if (posDir == -1)
CoverAtClose (i, LastPosition);
BuyAtMarket (i+1);
} else if (id >= 0 && posDir != -1)
{
if (posDir == 1)
ExitAtClose (i, LastPosition);
ShortAtMarket (i+1);
}
}
ChartPane cp = CreatePane(20, true, false);
PlotSeries(cp, S, Color.Black, LineStyle.Dashed,2);
}
}