AFL for Rolling Quantitative Momentum Strategy

// http://www.traderslounge.in/rolling-quantitative-momentum-strategy/

Filter = 1 ;
AddColumn( Close, "Close");
AddColumn( ROC(C, 1), "% change",1.1);
AddColumn( High, "High");
AddColumn( Low, "Low");
AddColumn( Volume, "Volume");

Raghunath Monthly Momentum Strategy Page 1

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