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TEST3
####
# macd_hist becomes negative => macd_hist[i] < 0 & macd_hist[i - L1] > 0
# macd crosses macd_signal from above => macd[i - L2] > macd_signal[i - L2] & macd[i] < macd_signal[i]
# sell at $high => $sell = $high
my $expected3_src = << 'EXPECTED';
use PDL;
use PDL::NiceSlice;
sub  {
    my $open = shift;
    my $high = shift;
    my $low = shift;
    my $close = shift;
    my $macd = shift;
    my $macd_signal = shift;
    my $macd_hist = shift;
my $buys     = zeroes( $close->dims );
my $sells    = zeroes( $close->dims );
my $lookback = 1;
my $idx_0    = xvals( $macd_hist->dims ) - $lookback;
$idx_0 = $idx_0->setbadif( $idx_0 < 0 )->setbadtoval(0);
my $idx_1 = xvals( $macd->dims ) - $lookback;
$idx_1 = $idx_1->setbadif( $idx_1 < 0 )->setbadtoval(0);
my $idx_2 = which( ($macd_hist <= -0.000001)
& ($macd_hist->index($idx_0) > -0.000001)
& ($macd->index($idx_1) > $macd_signal->index($idx_1))
& ($macd < $macd_signal) );
$sells->index($idx_2) .= $high->index($idx_2);
return { buys => $buys, sells => $sells, long => 1, short => 0 };
}
EXPECTED
my $expected3;
Perl::Tidy::perltidy(source => \$expected3_src, destination => \$expected3);
my $output3 = $lang->compile($test3,
    [qw/
        open
        high
        low
        close
        macd
        macd_signal
        macd_hist
    /]
);
isnt( $output3, undef, 'compiler can parse an instruction' );
note($output3);
is( $output3, $expected3, 'compiler output matches expected output' );
coderef_check($lang, $output3);

my $test4 = << 'TEST4';
### START OF AUTOGENERATED CODE - DO NOT EDIT
#### The list of variables that you can use is below:
#### $open
#### $high
#### $low
#### $close
#### $bbands_upper_5
#### $bbands_middle_5
#### $bbands_lower_5
#### $macd_12_26_9
#### $macdsig_12_26_9
#### $macdhist_12_26_9
#### END OF AUTOGENERATED CODE
buy at $open WHEN $macdhist_12_26_9
  becomes positive AND $macd_12_26_9 crosses $macdsig_12_26_9 from BELOW;
sell at
  $high WHEN $macdhist_12_26_9 becomes negative AND $macd_12_26_9 crosses $macdsig_12_26_9
  from above;
TEST4
my $output4 = $lang->compile($test4, [qw/
open
high
low
close
bbands_upper_5
bbands_middle_5
bands_lower_5
macd_12_26_9
macdsig_12_26_9
macdhist_12_26_9
/]);
isnt($output4, undef, 'compiler can parse rules');
note($output4);
coderef_check($lang, $output4);

my $test5 = << 'TEST5';
### START OF AUTOGENERATED CODE - DO NOT EDIT
#### The list of variables that you can use is below:
#### $open
#### $high
#### $low
#### $close
#### $bbands_upper_5
#### $bbands_middle_5
#### $bbands_lower_5
#### $rsi_14
#### $macd_12_26_9
#### $macdsig_12_26_9
#### $macdhist_12_26_9
#### END OF AUTOGENERATED CODE
buy at $open WHEN $macdhist_12_26_9
  becomes positive AND $macd_12_26_9 crosses $macdsig_12_26_9 from BELOW and
  $rsi_14 > 30;
sell at
  $high WHEN $macdhist_12_26_9 becomes negative AND $macd_12_26_9 crosses $macdsig_12_26_9
  from above;
TEST5
my $output5 = $lang->compile($test5, [qw/
open
high
low
close
bbands_upper_5
bbands_middle_5
bands_lower_5
rsi_14
macd_12_26_9
macdsig_12_26_9
macdhist_12_26_9
/]);
isnt($output5, undef, 'compiler can parse rules');
note($output5);
coderef_check($lang, $output5);

my $test6 = << 'TEST6';
### START OF AUTOGENERATED CODE - DO NOT EDIT
#### The list of variables that you can use is below:
#### $open
#### $high
#### $low
#### $close
#### $bbands_upper_5
#### $bbands_middle_5
#### $bbands_lower_5
#### END OF AUTOGENERATED CODE
buy at $open WHEN $low crosses $bbands_lower_5 from ABOVE;
sell at $close WHEN $high crosses $bbands_upper_5 from BELOW;
TEST6
my $output6 = $lang->compile($test6, [qw/
open
high
low
close
bbands_upper_5
bbands_middle_5
bbands_lower_5
/]);
isnt($output6, undef, 'compiler can parse rules');
note($output6);
coderef_check($lang, $output6);

# end of testing
done_testing();
__END__
### COPYRIGHT: 2013-2025. Vikas N. Kumar. All Rights Reserved.
### AUTHOR: Vikas N Kumar <vikas@cpan.org>
### DATE: 3rd Sept 2014
### LICENSE: Refer LICENSE file