購入履歴

12input double InpSigma = 3.0;
13// tick-level volatility filter
14int OnCalculate(const int total,…)
15{
16   double z = Zscore(Close, 60);
17   if(MathAbs(z) >= InpSigma)
18      Signal("HIGH", Time[0]);
19   return(total);
20}