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));