/*
**  scenario02.txt - restriction scenario(set maximum amplitude ratios from the initial price).
** (C) Copyright 2005 Yosuke Amijima. All Rights Reserved.
**
**  Purpose:    Get the status whether or not path S is restricted.
**
**  Format:     status=scenario02(S,maxupratio,maxdownratio);
**
**  Input:      S              vector,  a path to be determined whether or not it is used
**
**              maxupratio     scalar,  maximum upswing amplitude ratio from S0
**
**              maxdownratio   scalar,  maximum downswing amplitude rate from S0
**             
**
**  Output:     status         scalar,  1 if restricted, 0 otherwise
**
**  Example     If maxupratio=2 and maxdownratio=0.5, it means 0.5*S0 <= S <= 2*S0 leading to 0.
*/
proc scenario02(S,maxupratio,maxdownratio);
/* looking upswing */
   if maxc(S)>maxupratio*S[1];
      retp(1);
   endif;
/* looking downswing */
   if minc(S)<maxdownratio*S[1];
      retp(1);
   endif;
   retp(0);
endp;