Price Volume Trend (PVT)-Ehler Fisher Transform (EFT) Strategy

It is also known as Volume Price Trend. This indicator consists of a cumulative volume that adds or subtracts a multiple of the percentage change in price trend and current volume, depending upon their upward or downward movements.
Fisher transform is a indicator designed for price reversal signal. It is based on the assumption that prices do not have a normal probability density function but gaussian probability density function.

BUY :When PVT crosses above 10% more than previous PVT.
SELL : when signal line crosses above ETF line.

BUY{
SET PV = PVT(CLOSE);
SET PPV = REF(PV,1) * 1.1;
CROSSOVER(PV,PPV);}
SELL{
SET EF = EFT(21);
SET EFTRIG = EFTTIGGER(21); 
CROSSOVER(EFTRIG,EF);}

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