Monte Carlo Analysis... Median AR 1492% Win 270$ MI 23.58$ DD 3.90$ Capital 18.62$ Trades 3128 Win 61.0% Avg +86.2p Bars 137 AR 1520% PF 1.87 SR 11.03 UI 0% R2 0.19
Code
function EFI(int Period, var Close, var Volume) {
vars CloseSeries = series(Close);
var change = CloseSeries[0] - CloseSeries[1];
var efi = EMA(change * Volume, Period);
return efi;
}