in your last post, if you use ROC of moving average results seems to be better
Reason – ROC of 5 day is prone to sudden variation of volume ,but MA 5 day is much smoother.
Whats your thought
here is my code
// Set system variables
AvgVol5 = MA(V, 5);
MA200 = MA(C, 200);
//5dROC SPY volume >0, V 0 AND V 0 AND V < Ref(V,-1);
Sell = 0;
Buy = ROC(AvgVol5,5) > 0 AND V < Ref(V,-1);
this has even better success rate
Buy = ROC(AvgVol5,5) > 0 AND C < Ref(C,-1) AND V < Ref(V,-1);
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