Monte Carlo Analysis... Median AR 1468% Win 262$ MI 23.47$ DD 3.90$ Capital 18.70$ Trades 3166 Win 60.6% Avg +82.7p Bars 131 AR 1506% PF 1.84 SR 10.90 UI 0% R2 0.18
Code
function VO(int ShortPeriod, int LongPeriod, vars VolumeSeries) {
var s = EMA(VolumeSeries, ShortPeriod);
var l = EMA(VolumeSeries, LongPeriod);
return ((s - l) / l) * 100;
}