set flag Reparse.
replace real with double.
replace Real with Double.
replace price with float.

sclass MPM3 {
  // MARKET (trading platform)
  
  // How much percentual slippage we have for each position on
  // average plus the fees for the position.
  // Obviously dependent on the market (trading site) we are using.
  settable real marketAdversity = 0.1;
  
  // SELF-IMPOSED LIMITS
  
  // How long a position can be held at the longest
  gettable real maxPositionDuration = minutesToMS(60);
  
  real minimalMaxDuration() { ret minutesToMS(1); }
  
  // correct user if they are stupid
  selfType maxPositionDuration(real whatUserWants) {
    maxPositionDuration = max(whatUserWants, minimalMaxDuration());
    this;
  }
  
  // POSITIONS

  // An open(ed) position  
  record Position(TickerSequence ticker, real openingTime, real direction) {
    real openingPrice() { ret ticker.priceAtTimestamp(openingTime); }
    
    real profitAtTime(real time) {
      ret (ticker.priceAtTimestamp(time)/openingPrice()*100-100)*direction - marketAdversity;
    }
    
    real openingTime() { ret openingTime; }
  }
  
  record LivePosition(Position p) {
    settable Juicer juicer;
    
    // highest profit this position has reached
    settable real crest = -infinity();
    
    settable real time;
    settable real profit;
    
    simplyCached real maxClosingTime() {
      ret min(p.openingTime+maxPositionDuration, p.ticker.endTime());
    }
    
    bool shouldClose() {
      ret time >= maxClosingTime()
        || profit < (profit < 0 ? -juicer.lossTolerance : crest-juicer.pullback);
    }
    
    // >= 1 to close
    // otherwise keep open
    real closeSignal() {
      // How close are we to the max closing time?
      real signal = transformToZeroToOne(time, p.openingTime(), maxClosingTime());
        
      // How close are we to our loss limit?
      if (profit < 0)
        signal = max(signal, doubleRatio(-profit, juicer.lossTolerance));
      else
        // How close are we to the pullback limit?
        signal = max(signal, transformToZeroToOne(profit,
          crest, crest-juicer.pullback));
          
      ret signal;
    }
  }
  
  record ClosedPosition(Position p, real closingTime) {
    real profit = Double.NaN;
    
    MPM3 mpm() { ret MPM3.this; }
    
    TickerSequence ticker() { ret p.ticker; }
    
    real direction() { ret p.direction; }
    real openingTime() { ret p.openingTime; }
    real closingTime() { ret closingTime; }
    real openingPrice() { ret p.openingPrice(); }
    real closingPrice() { ret ticker().priceAtTimestamp(closingTime); }
    
    real duration() { ret closingTime()-openingTime(); }
    
    real profit() {
      if (isNaN(profit))
        profit = p.profitAtTime(closingTime);
      ret profit;
    }
  }
  
  // BOT (Eye + Juicer)
  
  srecord Juicer(real lossTolerance, real pullback) {}

  abstract sclass Eye {
    // returns -1 to open short, 1 to open long
    // and anything in between to do nothing
    abstract real adviseDirection(TickerPoint tickerPoint);
  }
  
  // time = ms to look back
  srecord SimpleEye(long lookbackTime, real minMove) extends Eye {
    real adviseDirection(TickerPoint tickerPoint) {
      real move = calculateMove(tickerPoint);
      if (isNaN(move)) ret 0;
      real relativeMove = doubleRatio(move, minMove);
      ret clamp(relativeMove, -1, 1);
    }
    
    real calculateMove(TickerPoint tickerPoint) {
      if (!tickerPoint.canLookback(lookbackTime)) ret Double.NaN;
      real currentPrice = tickerPoint.currentPrice();
      real before = tickerPoint.lookback(lookbackTime);
      ret currentPrice/before*100-100;
    }
  }
  
  srecord TradingBot(Eye eye, Juicer juicer) {
    *(real lookbackMinutes, real minMove, real maxLoss, real pullback) {
      eye = new SimpleEye(minutesToMS(lookbackMinutes), minMove);
      juicer = new Juicer(maxLoss, pullback);
    }
  }

  ClosedPosition runJuicer(Position p, Juicer j) {
    TickerSequence ticker = p.ticker;
    
    long time = lround(p.openingTime);
    double maxClosingTime = min(time+maxPositionDuration, ticker.endTime());
    real crest = -infinity();
    
    while (time < maxClosingTime) {
      time = ticker.nextTimestamp(time);
      real profit = p.profitAtTime(time);
      crest = max(crest, profit);
      if (profit < (profit < 0 ? -j.lossTolerance : crest-j.pullback))
        break;
    }
    
    ret new ClosedPosition(p, time);
  }

  record noeq Backtest(TickerSequence ticker, TradingBot bot) extends Convergent {
    new L<ClosedPosition> closedPositions;
  
    long time;
    
    double latestAllowedOpeningTime() {
      ret ticker.endTime()-maxPositionDuration;
    }
    
    void step {
      if (time == 0) time = ticker.startTime();
      if (time > latestAllowedOpeningTime())
        ret with done = true;
      
      TickerPoint tickerPoint = new(ticker, time);
      real direction = bot.eye.adviseDirection(tickerPoint);
      if (abs(direction) < 1)
        // No position to open, move to next timestamp
        time = ticker.nextTimestamp(time);
      else {
        // We have a position to open
        var position = new Position(ticker, time, direction);
        
        // Ask juicer when to close position
        var closedPosition = runJuicer(position, bot.juicer);
        
        // Add to record of positions made
        closedPositions.add(closedPosition);
        
        // Move on to next timestamp
        time = ticker.nextTimestamp(closedPosition.closingTime);
      }
    }
  }
}