This is a weekly exploration. I'm trying to compare the true range of the last two weeks with the previous year on an week by week basis. If either of these last two weeks true range are greater than each of the previous 50 week periods and they are on a correction or bearish trend, then there is a good chance that they will reverse. (88% per Bulkowsk's study) The exploration below works somewhat.
I've tried to get the last two weeks to overlap at least 65% and have at least one of the last two weeks range larger than that of any of the previous 50 weeks. Not much success there.
Col A: Week1 ATR(1)>ATR(7)*1.5
Col B: Week2 Ref(ATR(1),-1)>ATR(8)*1.5
Col C: RevPoint If(L<LLV(Ref(L,-2),5), 1, 0)
Col D: Ref(L,-1)<=L+.25
Col E: Volume V> Mov(V, 25, E)
Col F: H-L > Ref(HHV(H-L,250), -1);
Filter enabled Yes
Periodicity Weekly
Records required 4000