E2

1) There is no "security (tickerid, 'D', close)", which has "Blue Sky day 90%", "Vdub" and etc
2) The tested values which you can see below were without "Pyramiding"

ملاحظات الأخبار:

Modified code and added graphical display for better understanding

ملاحظات الأخبار:

Normalizing of plots, trend filter updated