Hi guys, i’m trying to recreate the above model that comes from the book “Trade like an O’Neill disciple.” The model creates a buy signal when the market rallies more than 2% on volume higher than the day previous when it is the 4th-7th trading day from the low itself. A sell signal is generated when the market breaks the low of the 5th distribution day in the last 20 trading days. A distribution day is a day when the market is down more than -0.1% from the day previous on higher volume than the previous day or when the market is up less than 0.1% on the day but closes in the bottom 1/4 of the days trading range with volume higher than the previous day. Any help would be much appreciated.
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