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      <Model>
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        </Block>
        <Pane Key="ПанельГрафика1" Category="GraphPane" Location="17 138.72333333333333" Order="0" HideLegend="false" SizePct="78.5992217898832" LeftAxisPrecision="0" RightAxisPrecision="0" />
        <Block Key="СуммаЗа1" Category="Usual" Location="472.66820208231604 96.723333333333329" TypeName="ConverterItem">
          <EditItem CodeName="СуммаЗа1" IsParametersVisible="false" OnlyValueHandlersCanUsed="false" HandlerTypeName="TSLab.Script.Handlers.SummFor, TSLab.Script.Handlers, Version=1.2.8.0, Culture=neutral, PublicKeyToken=null">
            <Parameters>
              <Parameter Name="Period" TypeName="Int32" Value="120" />
            </Parameters>
          </EditItem>
        </Block>
        <Block Key="Вероятность" Category="Usual" Location="626 183.72333333333333" TypeName="ConverterItem">
          <EditItem CodeName="Вероятность" IsParametersVisible="false" OnlyValueHandlersCanUsed="false" HandlerTypeName="TSLab.Script.Handlers.ConstGen, TSLab.Script.Handlers, Version=1.2.8.0, Culture=neutral, PublicKeyToken=null">
            <Parameters>
              <Parameter Name="Value" TypeName="Double" Value="0.05" />
            </Parameters>
          </EditItem>
        </Block>
        <Block Key="Волатильность" Category="Usual" Location="563 330.72333333333336" TypeName="ConverterItem">
          <EditItem CodeName="Волатильность" IsParametersVisible="false" OnlyValueHandlersCanUsed="false" HandlerTypeName="TSLab.Script.Handlers.StDev, TSLab.Script.Handlers, Version=1.2.8.0, Culture=neutral, PublicKeyToken=null">
            <Parameters>
              <Parameter Name="Period" TypeName="Int32" Value="120" />
            </Parameters>
          </EditItem>
        </Block>
        <Block Key="Закрытие" Category="Usual" Location="241 417.72333333333336" TypeName="ConverterItem">
          <EditItem CodeName="Закрытие" IsParametersVisible="false" OnlyValueHandlersCanUsed="false" HandlerTypeName="TSLab.Script.Handlers.Close, TSLab.Script.Handlers, Version=1.2.8.0, Culture=neutral, PublicKeyToken=null" />
        </Block>
        <Block Key="B" Category="Usual" Location="536 492.72333333333336" TypeName="OpenPositionByMarketItem">
          <EditItem CodeName="B" IsParametersVisible="false" OnlyValueHandlersCanUsed="true">
            <Parameters>
              <Parameter Name="Long" TypeName="Boolean" Value="true" />
              <Parameter Name="Shares" TypeName="Double" Value="1" />
            </Parameters>
          </EditItem>
        </Block>
        <Block Key="Покупка" Category="Formula" Location="264 557.72333333333336" TypeName="BoolCustomHandlerItem" Width="120" Height="60" OpenParams="false">
          <EditItem CodeName="Покупка" IsParametersVisible="false" OnlyValueHandlersCanUsed="false" HandlerTypeName="TSLab.ScriptEngine.Template.BoolCustomHandlerItem+Handler, TSLab.ScriptEngine, Version=1.2.8.0, Culture=neutral, PublicKeyToken=null">
            <Parameters>
              <Parameter Name="Expression" TypeName="String" Value="ВолатНеделя&lt;Волатильность&amp;&amp;VaR_Ln_Dist&lt; VaR_Ln_Dist[i-15]&amp;&amp;VaR_Ln_Dist&lt; VaR_Ln_Dist[i-30]&amp;&amp;Волатильность&lt;БВ" />
              <Parameter Name="StartIndex" TypeName="Int32" Value="0" />
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        </Block>
        <Block Key="БВ" Category="Usual" Location="50 582.72333333333336" TypeName="ConverterItem">
          <EditItem CodeName="БВ" IsParametersVisible="false" OnlyValueHandlersCanUsed="false" HandlerTypeName="TSLab.Script.Handlers.ConstGen, TSLab.Script.Handlers, Version=1.2.8.0, Culture=neutral, PublicKeyToken=null">
            <Parameters>
              <Parameter Name="Value" TypeName="Double" Value="0.04" />
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            <Parameters>
              <Parameter Name="Value" TypeName="Double" Value="0.02" />
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            <Parameters>
              <Parameter Name="Slippage" TypeName="Double" Value="0" />
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            <Parameters>
              <Parameter Name="StopLoss" TypeName="Double" Value="2" />
              <Parameter Name="TrailEnable" TypeName="Double" Value="2" />
              <Parameter Name="TrailLoss" TypeName="Double" Value="6" />
              <Parameter Name="UseCalcPrice" TypeName="Boolean" Value="false" />
            </Parameters>
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        </Block>
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          <EditItem CodeName="ВолатНеделя" IsParametersVisible="false" OnlyValueHandlersCanUsed="false" HandlerTypeName="TSLab.Script.Handlers.StDev, TSLab.Script.Handlers, Version=1.2.8.0, Culture=neutral, PublicKeyToken=null">
            <Parameters>
              <Parameter Name="Period" TypeName="Int32" Value="5" />
            </Parameters>
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        </Block>
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          <EditItem CodeName="Выход" IsParametersVisible="false" OnlyValueHandlersCanUsed="false" HandlerTypeName="TSLab.ScriptEngine.Template.BoolCustomHandlerItem+Handler, TSLab.ScriptEngine, Version=1.2.8.0, Culture=neutral, PublicKeyToken=null">
            <Parameters>
              <Parameter Name="Expression" TypeName="String" Value="Волатильность&gt;БВ&amp;&amp; VaR_Ln_Dist&gt; VaR_Ln_Dist[i-30]" />
              <Parameter Name="StartIndex" TypeName="Int32" Value="0" />
            </Parameters>
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              <Parameter Name="StartIndex" TypeName="Int32" Value="0" />
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        </Block>
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        </Block>
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            <Parameters>
              <Parameter Name="Day" TypeName="Int32" Value="5" />
            </Parameters>
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        </Block>
        <GraphLink From="Источник1" To="ПанельГрафика1" FromPort="Out" ToPort="RIGHT" Category="ChartCandleLink">
          <Data>
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        <Link From="B" To="SB" FromPort="Out" ToPort="Pos" ToPortNum="0" />
        <Link From="ТрейлСтоп" To="Stop" FromPort="Out" ToPort="Prc" ToPortNum="2" />
        <Link From="B" To="ТрейлСтоп" FromPort="Out" ToPort="Src" ToPortNum="0" />
        <Link From="Источник1" To="Закрытие" FromPort="Out" ToPort="Src" ToPortNum="0" />
        <Link From="Источник1" To="B" FromPort="Out" ToPort="Src" ToPortNum="0" />
        <Link From="СуммаЗа1" To="МатОжиданиеDFR" FromPort="Out" ToPortNum="0" />
        <Link From="Волатильность" To="Покупка" FromPort="Out" ToPortNum="0" />
        <Link From="Волатильность" To="Выход" FromPort="Out" ToPortNum="1" />
        <Link From="Покупка" To="B" FromPort="Out" ToPort="Eq" ToPortNum="1" />
        <Link From="ВолатНеделя" To="Покупка" FromPort="Out" ToPortNum="3" />
        <Link From="БВ" To="Покупка" FromPort="Out" ToPortNum="4" />
        <Link From="БВ" To="Выход" FromPort="Out" ToPortNum="5" />
        <Link From="Выход" To="SB" FromPort="Out" ToPort="Eq" ToPortNum="1" />
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          <Data>
            <GraphData xmlns:xsd="http://www.w3.org/2001/XMLSchema" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" ListStyle="LINE" CandleStyle="BAR_CANDLE" LineStyle="SOLID" Color="9306112" AltColor="0" Opacity="0" HideLastValue="false" Thickness="1" PaneSide="RIGHT" Visible="true" ShowTrades="true" ShowPositionStop="true" ShowPositionText="true" ShowPositionIcon="true" />
          </Data>
        </GraphLink>
        <GraphLink From="БВЛ" To="ПанельГрафика2" FromPort="Out" ToPort="RIGHT" Category="ChartLineLink">
          <Data>
            <GraphData xmlns:xsd="http://www.w3.org/2001/XMLSchema" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" ListStyle="LINE" CandleStyle="BAR_CANDLE" LineStyle="SOLID" Color="0" AltColor="0" Opacity="0" HideLastValue="false" Thickness="1" PaneSide="RIGHT" Visible="true" ShowTrades="true" ShowPositionStop="true" ShowPositionText="true" ShowPositionIcon="true" />
          </Data>
        </GraphLink>
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          <Data>
            <GraphData xmlns:xsd="http://www.w3.org/2001/XMLSchema" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" ListStyle="LINE" CandleStyle="BAR_CANDLE" LineStyle="SOLID" Color="143" AltColor="0" Opacity="0" HideLastValue="false" Thickness="1" PaneSide="RIGHT" Visible="true" ShowTrades="true" ShowPositionStop="true" ShowPositionText="true" ShowPositionIcon="true" />
          </Data>
        </GraphLink>
        <GraphLink From="ВолатНеделя" To="ПанельГрафика2" FromPort="Out" ToPort="RIGHT" Category="ChartLineLink">
          <Data>
            <GraphData xmlns:xsd="http://www.w3.org/2001/XMLSchema" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" ListStyle="LINE" CandleStyle="BAR_CANDLE" LineStyle="SOLID" Color="240" AltColor="0" Opacity="0" HideLastValue="false" Thickness="1" PaneSide="RIGHT" Visible="true" ShowTrades="true" ShowPositionStop="true" ShowPositionText="true" ShowPositionIcon="true" />
          </Data>
        </GraphLink>
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        <Link From="Dfr" To="СуммаЗа1" FromPort="Out" ToPort="Src" ToPortNum="0" />
        <Link From="Dfr" To="Волатильность" FromPort="Out" ToPort="Src" ToPortNum="0" />
        <Link From="Dfr" To="ВолатНеделя" FromPort="Out" ToPort="Src" ToPortNum="0" />
        <Link From="Вероятность" To="InvNormalDi" FromPort="Out" ToPort="1" ToPortNum="0" />
        <Link From="МатОжиданиеDFR" To="InvNormalDi" FromPort="Out" ToPort="2" ToPortNum="1" />
        <Link From="Волатильность" To="InvNormalDi" FromPort="Out" ToPort="3" ToPortNum="2" />
        <Link From="InvNormalDi" To="VaR_Ln_Dist" FromPort="Out" ToPort="1" ToPortNum="0" />
        <Link From="Закрытие" To="VaR_Ln_Dist" FromPort="Out" ToPort="2" ToPortNum="1" />
        <GraphLink From="VaR_Ln_Dist" To="ПанельГрафика1" FromPort="Out" ToPort="RIGHT" Category="ChartLineLink">
          <Data>
            <GraphData xmlns:xsd="http://www.w3.org/2001/XMLSchema" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" ListStyle="LINE" CandleStyle="BAR_CANDLE" LineStyle="SOLID" Color="0" AltColor="0" Opacity="0" HideLastValue="false" Thickness="1" PaneSide="RIGHT" Visible="true" ShowTrades="true" ShowPositionStop="true" ShowPositionText="true" ShowPositionIcon="true" />
          </Data>
        </GraphLink>
        <Link From="VaR_Ln_Dist" To="Покупка" FromPort="Out" ToPortNum="0" />
        <Link From="VaR_Ln_Dist" To="Выход" FromPort="Out" ToPortNum="0" />
      </Model>
    </ViewModel>
  </EditData>
  <Options xsi:type="LabOptions">
    <BarSize>8</BarSize>
    <Indent>0</Indent>
    <HideValues>false</HideValues>
    <IntervalBase>DAYS</IntervalBase>
    <Interval>1</Interval>
    <RecalcInterval>INTERVAL</RecalcInterval>
    <DateFrom>0001-01-01T00:00:00</DateFrom>
    <UseDateFrom>false</UseDateFrom>
    <DateTo>2013-08-07T00:00:00</DateTo>
    <UseDateTo>false</UseDateTo>
    <MaxDays>0</MaxDays>
    <SessionBegin>2000-01-01T00:00:00</SessionBegin>
    <SessionEnd>2000-01-01T00:00:00</SessionEnd>
    <DecompressMethod>Method1</DecompressMethod>
    <TradeFromBar>361</TradeFromBar>
    <MaxCandels>0</MaxCandels>
    <RtUpdates>false</RtUpdates>
    <CalcForEachSecurity>true</CalcForEachSecurity>
    <NotUsePositions>false</NotUsePositions>
    <InitDeposit>10000</InitDeposit>
    <LabCalcType>UseDeposit</LabCalcType>
    <TradeMode>All</TradeMode>
    <SaveLayout>false</SaveLayout>
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    <Sources>
      <Source DataSourceName="Финам новый" SecurityId="GAZP:1" Name="Источник1">
        <Records />
      </Source>
    </Sources>
    <Parameters />
  </Mappings>
  <Iterations>100</Iterations>
  <OptParametersRecords />
</GraphDataBase>]]></Code>
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      <WaitExecutionEntryBars>0</WaitExecutionEntryBars>
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