Enter Long

thresh:= 4;
k:= 3;
m:= 63;
Value1:= Stdev(Ref(ROC(C,k,$),-m),20);
Value2:= Ref(ROC(C,k,$),-m);
When(Value2 > thresh*Value1)

Enter Short

thresh:= 4;
k:= 3;
m:= 63;
Value1:= Stdev(Ref(ROC(C,k,$),-m),20);
Value2:= Ref(ROC(C,k,$),-m);
When(Value2 <-thresh*Value1)

Stops

Inactivity
Positions - Long and Short
Method - Points
Minimum Change - 15000
Periods - 10