string scenario =  "B50"
string clist = "rel"
%curlist = "CAD"
string list_eq = "MOD10"
string certain = "CN"


for %a {scenario}
for %c {clist}
for %u {curlist}
for %x {list_eq}
for %i {certain}
								

scalar s0 

Scalar a_100
Scalar a_125
Scalar a_130
Scalar a_140
Scalar a_150
Scalar a_175 
Scalar a_200




IF 		%a ="BB00" or %a ="CC00"   or %a ="DD00" or %a ="EE00" or %a ="FF00"	or %a ="B00"  THEN s0 = 0
else if %a ="BB25"  or %a ="CC25"  or %a ="DD25" or %a ="EE25" or %a ="FF25"  or %a ="B25"  THEN s0 = 0.25
else if %a ="BB50"  or %a ="CC50"   or %a ="DD50" or %a ="EE50" or %a ="FF50" or %a ="B50" THEN s0= 0.50
else if %a ="BB75"  or %a ="CC75"   or %a ="DD75" or %a ="EE75" or %a ="FF75"   or %a ="B75" THEN s0 = 0.75
else if %a ="BB_75"  or %a ="CC_75"   or %a ="DD_75" or %a ="EE_75" or %a ="FF_75"   THEN s0 = -0.75
else if %a ="BB_50"  or %a ="CC_50"   or %a ="DD_50" or %a ="EE_50" or %a ="FF_50"  THEN s0= -0.50
else if %a ="BB_25"  or %a ="CC_25"  or %a ="DD_25" or %a ="EE_25" or %a ="FF_25"   THEN s0 = -0.25

else if %a ="L00" or  %a ="NN00"  or  %a ="PP00" or  %a ="QQ00" or  %a ="RR00" or  %a ="SS00" THEN s0 = 0
else if %a ="L25" or  %a ="NN25"  or  %a ="PP25"   or  %a ="QQ25" or  %a ="RR25" or  %a ="SS25"  THEN s0 = 0.025
else if %a ="L50" or  %a ="NN50"  or  %a ="PP50"   or  %a ="QQ50" or  %a ="RR50" or  %a ="SS50"   THEN s0 = 0.05
else if %a ="L75" or  %a ="NN75"  or  %a ="PP75"   or  %a ="QQ75" or  %a ="RR75" or  %a ="SS75"   THEN s0 = 0.075


endif
endif
endif
endif	
endif		
endif	
endif
endif	
endif		
endif	
endif



 if %a ="B00"	or %a ="B25"	or %a ="B50"	or %a ="B75" THEN a_100 = 1.50
a_125 =1.50
a_130 =1.50
a_140 =1.50
a_150 =1.50
a_175 =2.00
a_200 =2.00

else if %a ="C00"	or %a ="C25"	or %a ="C50"	or %a ="C75" THEN a_100 = 1.25
a_125 =1.25
a_130 =2.00
a_140 =2.00
a_150 =2.00
a_175 =2.00
a_200 =2.00

endif
endif

 Scalar e_200 
 Scalar e_175 
 Scalar e_150 
 Scalar e_140 
 Scalar e_130
 Scalar e_125 
 Scalar e_100 



 if %a ="B00"	or %a ="B25"	or %a ="B50"	or %a ="B75" THEN e_200 =1
 e_175 =1
 e_150 =0.50
 e_140 =0.50
 e_130=0.50
 e_125 =0.50
 e_100 =0.50

else if %a ="C00"	or %a ="C25"	or %a ="C50"	or %a ="C75"     THEN e_200 =1
 e_175 =1
 e_150 =1
 e_140 =1
 e_130=1
 e_125 =0.50
 e_100 =0.50
endif
endif			






!a_0 = 0
!a_25 = 0.25
!a_50 = 0.5
!a_75 = 0.75
!a_100 = a_100
!a_125 = a_125
!a_130 = a_130
!a_140 = a_140
!a_150 = a_150 
!a_175 = a_175
!a_200 = a_200

!e_100 =e_200
!e_75  =e_175
!e_50 = e_150
!e_40 = e_140
!e_30 = e_130
!e_25 =e_125
!e_00 =e_100




					


	
								if @isobject("zsc_"+%c+"_"+%u+"_"+%x+"_"+%i) then
							
									smpl 1970w1 @now
									series signal_{%a}_{%c}_{%u}_{%x}_{%i} = 0
           							scalar obs= @obs(signal_{%a}_{%c}_{%u}_{%x}_{%i})
									smpl if  zsc_{%c}_{%u}_{%x}_{%i} <> na
										
										
					

						for !j=2 to obs

											' when z > 2, go 100% short 
											if zsc_{%c}_{%u}_{%x}_{%i}(!j)>=!a_200  then signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j) = -!e_100 

											'when  1.75>Z<2 , stay in the original position or enter into a new 75% short position
											else if (zsc_{%c}_{%u}_{%x}_{%i}(!j) < !a_200  and zsc_{%c}_{%u}_{%x}_{%i}(!j) >=!a_175 and signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j - 1) < -!e_75 ) then signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j) = signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j-1) 	
											else if (zsc_{%c}_{%u}_{%x}_{%i}(!j) < !a_200  and zsc_{%c}_{%u}_{%x}_{%i}(!j) >=!a_175 and signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j - 1) >= -!e_75) then signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j) = -!e_75 

											'when  1.50>Z<1.75 , stay in the original position or enter into a new 50% short position
											else if (zsc_{%c}_{%u}_{%x}_{%i}(!j) < !a_175 and zsc_{%c}_{%u}_{%x}_{%i}(!j) >=!a_150 and signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j - 1) <  -!e_50) then signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j) = signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j-1) 
											else if (zsc_{%c}_{%u}_{%x}_{%i}(!j) < !a_175 and zsc_{%c}_{%u}_{%x}_{%i}(!j) >=!a_150 and signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j - 1) >= -!e_50) then signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j) = -!e_50

											'when  1.4>Z<1.5 , stay in the original position or enter into a new 40% short position
											else if (zsc_{%c}_{%u}_{%x}_{%i}(!j) < !a_150 and zsc_{%c}_{%u}_{%x}_{%i}(!j) >=!a_140 and signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j - 1) < -!e_40) then signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j) = signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j-1) 
											else if (zsc_{%c}_{%u}_{%x}_{%i}(!j) < !a_150 and zsc_{%c}_{%u}_{%x}_{%i}(!j) >=!a_140 and signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j - 1) >= -!e_40) then signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j) = -!e_40

											'when  1.3>Z<1.4 , stay in the original position or enter into a new 30% short position
											else if (zsc_{%c}_{%u}_{%x}_{%i}(!j) < !a_140 and zsc_{%c}_{%u}_{%x}_{%i}(!j) >=!a_130 and signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j - 1) < -!e_30) then signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j) = signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j-1) 
											else if (zsc_{%c}_{%u}_{%x}_{%i}(!j) < !a_140 and zsc_{%c}_{%u}_{%x}_{%i}(!j) >=!a_130 and signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j - 1) >= -!e_30) then signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j) = -!e_30

											'when  1.25>Z<1.3 , stay in the original position or enter into a new 25% short position
											else if (zsc_{%c}_{%u}_{%x}_{%i}(!j) < !a_130 and zsc_{%c}_{%u}_{%x}_{%i}(!j) >=!a_125 and signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j - 1) < -!e_25) then signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j) = signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j-1) 
											else if (zsc_{%c}_{%u}_{%x}_{%i}(!j) < !a_130 and zsc_{%c}_{%u}_{%x}_{%i}(!j) >=!a_125 and signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j - 1) >= -!e_25) then signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j) = -!e_25

											'when   1>Z<1.25 stay in the original position or enter into a new 25% short position
											else if (zsc_{%c}_{%u}_{%x}_{%i}(!j) < !a_125 and zsc_{%c}_{%u}_{%x}_{%i}(!j) >= !a_100 and signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j - 1) < -!e_00)  then signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j) = signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j-1)
											else if (zsc_{%c}_{%u}_{%x}_{%i}(!j) < !a_125 and zsc_{%c}_{%u}_{%x}_{%i}(!j) >= !a_100 and signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j - 1) >= -!e_00) then signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j) = -!e_00	
											
											
											'when   0.5>Z<1 and was in a short position, stay in the position otherwise zero position
											else if (zsc_{%c}_{%u}_{%x}_{%i}(!j) < !a_100 and zsc_{%c}_{%u}_{%x}_{%i}(!j) >= s0 and signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j - 1) < 0) then signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j) = signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j-1)
											else if (zsc_{%c}_{%u}_{%x}_{%i}(!j) < !a_100 and zsc_{%c}_{%u}_{%x}_{%i}(!j) >= s0 and signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j - 1) >= 0) then signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j) =  0

											'when   -0.5>Z<0.5 , don't enter into any position														
											else if  (zsc_{%c}_{%u}_{%x}_{%i}(!j) < s0   and zsc_{%c}_{%u}_{%x}_{%i}(!j) > -s0) then signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j) = 0 
											

											'when   -1.00 >Z<-0.5  and was in a long position, stay in that position, otherwise zero position															
											else if (zsc_{%c}_{%u}_{%x}_{%i}(!j) <=-s0  and zsc_{%c}_{%u}_{%x}_{%i}(!j) > - !a_100 and signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j - 1) > 0 )  then signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j) = signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j-1)
											else if (zsc_{%c}_{%u}_{%x}_{%i}(!j) <= -s0    and zsc_{%c}_{%u}_{%x}_{%i}(!j) >- !a_100  and signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j - 1) <= 0) then signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j) = 0 
																																							
											'when   -1.25>Z<-1.00, stay in that position or enter a % long position															
											else if (zsc_{%c}_{%u}_{%x}_{%i}(!j) <= -!a_100   and zsc_{%c}_{%u}_{%x}_{%i}(!j) >- !a_125 and signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j - 1) > !e_00)  then signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j) = signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j-1)													
											else if (zsc_{%c}_{%u}_{%x}_{%i}(!j) <= -!a_100   and zsc_{%c}_{%u}_{%x}_{%i}(!j) >- !a_125 and signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j - 1) <= !e_00) then signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j) =  !e_00 

											'when   -1.30>Z<-1.25, stay in that position or enter at 25 % long position	
											else if (zsc_{%c}_{%u}_{%x}_{%i}(!j) <= -!a_125    and zsc_{%c}_{%u}_{%x}_{%i}(!j) > -!a_130 and signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j - 1) > !e_25 ) then signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j) = signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j-1)
											else if (zsc_{%c}_{%u}_{%x}_{%i}(!j) <= -!a_125    and zsc_{%c}_{%u}_{%x}_{%i}(!j) > -!a_130 and signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j - 1) <= !e_25 ) then signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j) = !e_25 

											'when   -1.30>Z<-1.25, stay in that position or enter at 30% long position
											else if (zsc_{%c}_{%u}_{%x}_{%i}(!j) <= -!a_130    and zsc_{%c}_{%u}_{%x}_{%i}(!j) > -!a_140 and signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j - 1) > !e_30) then signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j) = signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j-1)
											else if (zsc_{%c}_{%u}_{%x}_{%i}(!j) <= -!a_130    and zsc_{%c}_{%u}_{%x}_{%i}(!j) > -!a_140 and signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j - 1) <= !e_30) then signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j) = !e_30 


											'when    -1.50>Z<-1.40, stay in that position or enter at 40% long position
											else if (zsc_{%c}_{%u}_{%x}_{%i}(!j) <= -!a_140    and zsc_{%c}_{%u}_{%x}_{%i}(!j) > -!a_150 and signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j - 1)  >  !e_40 )  then signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j) = signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j-1)
											else if (zsc_{%c}_{%u}_{%x}_{%i}(!j) <= -!a_140    and zsc_{%c}_{%u}_{%x}_{%i}(!j) > -!a_150 and signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j - 1) <=  !e_40 ) then signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j) = !e_40 

											'when   -1.75>Z<-1.50, stay in that position or enter at 50% long position
											else if (zsc_{%c}_{%u}_{%x}_{%i}(!j) <= -!a_150 and zsc_{%c}_{%u}_{%x}_{%i}(!j) > -!a_175 and signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j - 1) >  !e_50 )  then signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j) = signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j-1)
											else if (zsc_{%c}_{%u}_{%x}_{%i}(!j) <= -!a_150 and zsc_{%c}_{%u}_{%x}_{%i}(!j) > -!a_175 and signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j - 1) <=  !e_50 ) then signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j) = !e_50 

											'when   -2>Z<-1.75, stay in that position or enter at 75% long position
											else if (zsc_{%c}_{%u}_{%x}_{%i}(!j) <= -!a_175   and zsc_{%c}_{%u}_{%x}_{%i}(!j) > -!a_200 and signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j - 1) > !e_75) then signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j) = signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j-1)
											else if (zsc_{%c}_{%u}_{%x}_{%i}(!j) <= -!a_175   and zsc_{%c}_{%u}_{%x}_{%i}(!j) > -!a_200 and signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j - 1) <= !e_75) then signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j) = !e_75 

											'when   Z<-2  and was not in a long position, enter into a long position															
											else if  zsc_{%c}_{%u}_{%x}_{%i}(!j)<=-!a_200  then signal_{%a}_{%c}_{%u}_{%x}_{%i}(!j) = !e_100      
											
											endif
											endif
											endif
											endif
											endif
											endif
											endif
											endif
											endif
											endif
											endif
											endif
											endif
											endif
											endif
											endif
											endif
											endif
											endif
											endif
											endif
											endif
											endif
											endif
											endif
											endif
											endif
											endif
											endif
											endif
											endif
											

								
											next
							endif

				next
				next

next

next

next