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Heres a simple example that exploits the mean reversion tendency of short time frames (script for Zorro var objective return (var NumWinLongNumWinShort NumLossLongNumLossShort function run BarPeriod 5; LookBack 100; NumWFOC ycles 20; NumCores -1; set(BINARY WinPayout 85; LossPayout 0; set(PARAMETERS int TimePeriod optimize(20,10,100 var Threshold.
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