[ZLu]Volume Reversal Indicator

10 ธ.ค. 2015

**Created by Shanghai Reed Asset Management Co., Ltd.**
5 Entry Conditions by the Original Idea:
1. Absolute Value of 5-day Price Change is larger than Standard Deviation of Price Change
2. 5-day Average Volume is smaller than 75% of 5-day Average Volume ten days ago.
3. 5-day Price Change is negative (Long Entry)
4. 5-day Price Change is positive (Short Entry)
5. All Positions will be closed 5 days after the entry

Enter Long when Price Change Ratio crosses under the Lower Band and Volume Ratio is under the Level

Enter Short when Price Change Ratio crosses over the Upper Band and Volume Ratio is over the Level