N:=5;
var1:=AMOUNT/vol;
var2:=count(var1>ref(var1,1),n)/n;
ENTERLONG: ma(var2,20)<0.4 AND crOSS(ma(var2,5),ma(var2,20));
EXITLONG: ma(var2,20)>0.53 and CROSS(ma(var2,20),ma(var2,5));
N:=5;
var1:=AMOUNT/vol;
var2:=count(var1>ref(var1,1),n)/n;
ENTERLONG: ma(var2,20)<0.4 AND crOSS(ma(var2,5),ma(var2,20));
EXITLONG: ma(var2,20)>0.53 and CROSS(ma(var2,20),ma(var2,5));