Price Zone Oscillator + Average Directional Index [backtestx]

The strategy with PZO + ADX is:

In a trending market (ADX > 18):

• PZO crosses over 40: enter long
  
• PZO crosses under 60 from above: exit long
  
• PZO crosses under -40: enter short
  
• PZO crosses over -60 from below: exit short
  

In a non-trending market (ADX < 18):

• PZO crosses over 15: enter long
  
• PZO crosses under 40 from above: exit long
  
• PZO crosses under -5: enter short
  
• PZO crosses over -40 from below: exit short