Thanks Nicolas.

I have just converted the indicator into two new versions. One that looks back at a fixed number of years from today so that the latest results are always from the latest sample period. A sort of always up to date walk forward.

In the second version you can set an in sample and an out of sample period so as to be able to check reliability of results more accurately.

Once I’ve double checked that they do what they say on the tin do you think it is best that I post them to the library or maybe just put them in a related forum post. I’m a bit conscious of filling up the library with similar indicators as this may not be what you want for the library.