I tried this code in probacktest on a daily chart for 2 years of the ASX200, it made a loss.
total = 0
//n1 is auto-filled from 2 to 10 to test all possibilities
for x = 0 to n1-1 do
total = total + (100/(High[x]-Low[x]))*(Close[x]-Low[x])
next
trendstrength = total / n1
if trendstrength > 65...