Monte Carlo Analysis... Median AR 1479% Win 265$ MI 23.70$ DD 3.90$ Capital 18.70$ Trades 3124 Win 60.7% Avg +84.8p Bars 133 AR 1521% PF 1.86 SR 11.02 UI 0% R2 0.18
Code
function ACDI(var Close, var High, var Low, var Volume){
vars ad = series(0, 2);
var clv = ((Close - Low) - (High - Close)) / (High - Low);
var cmfv = clv * Volume;
ad[0] = ad[1] + cmfv;
return ad[0];
}