\nK: Beginning of the setup phase\nLS: Left-hand side of the cup formation\nRS: Right-hand side of the cup formation\nB: Bottom of the cup.\n

\nEnter Long\nthresh:= 4;\nk:= 3;\nm:= 63;\nValue1:= Stdev(Ref(ROC(C,k,$),-m),20);\nValue2:= Ref(ROC(C,k,$),-m);\nWhen(Value2 > thresh*Value1)\nEnter Short\nthresh:= 4;\nk:= 3;\nm:= 63;\nValue1:= Stdev(Ref(ROC(C,k,$),-m),20);\nValue2:= Ref(ROC(C,k,$),-m);\nWhen(Value2 <-thresh*Value1)\nStops\nInactivity
\nPositions - Long and Short\nMethod - Points\nMinimum Change - 15000\nPeriods - 10