Negative Volume Index Backtest

The theory behind the indexes is as follows: On days of increasing
volume , you can expect prices to increase, and on days of decreasing
volume , you can expect prices to decrease. This goes with the idea of
the market being in-gear and out-of-gear. Both PVI and NVI work in similar
fashions: Both are a running cumulative of values, which means you either
keep adding or subtracting price rate of change each day to the previous day`s
sum. In the case of PVI, if today`s volume is less than yesterday`s, don`t add
anything; if today`s volume is greater, then add today`s price rate of change .
For NVI , add today`s price rate of change only if today`s volume is less than
yesterday`s.

You can change long to short in the Input Settings
Please, use it only for learning or paper trading. Do not for real trading.