Pl take a look at attached strategy and feel free to improve and let me know if you do. One thing I'm noting here which is hard to believe is that there are only 14 trades YTD. When I manually look at the trends, there are several opportunities but not sure why most are ignored. The returns are nothing to scoff at about but wanted to make sure the run is credible. Just a side, its a theoretical test I will be testing on a different security