Quote

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];
}


accumulation / distribution

Last edited by Lapsa; 04/06/22 04:50.