Monte Carlo Analysis... Median AR 1445% Win 257$ MI 23.18$ DD 3.91$ Capital 18.76$ Trades 3216 Win 60.5% Avg +79.8p Bars 128 AR 1483% PF 1.81 SR 10.73 UI 0% R2 0.15
some more crap:
Code
function CMF(var Period, var High, var Low, var Close, var Volume) {
var ad = ((2*Close-Low-High)/(High-Low))*Volume;
return Sum(series(ad), Period) / Sum(series(Volume), Period)*100;
}
function VPT(var Volume, vars Close) {
vars vpt = series(0, 2);
vpt[0] = vpt[1] + Volume * ((Close[0] - Close[1])/Close[1]);
return vpt[0];
}
function EOM(var Length, vars High, vars Low, var Volume) {
var div = 10000000000; // improvised :D
var eom = SMA(
series(
div * (
(High[0]+Low[0])/2 - (High[1]+Low[1])/2
) * (High[0] - Low[0]) / Volume
), Length
);
return eom*1000; // also improvised
}
aka Chaikin's money flow, volume price trend (or something) and ease of movement