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- // IBS indicator and optimize threshold parameters
- IBS = (close-low) / (high-low);
- optimize("thl",0,0.3,0.05);
- optimize("thh",0.7,1,0.05);
- // Buy rules
- Rule1 = IBS < thl;
- // Short rules
- Rule2 = IBS > thh;
- buy = Rule1;
- sell=close;
- short= Rule2;
- cover=close;
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