I had committed to spending a hour a day deciphering, coding, and testing PVT as described by Jack. In stead I'm finding that I have to spend pretty much all the time editing this thread, removing insults, and handle a large number of PMs Thanks to Spyder and Trader666 for posting references to code and tests, the supporting PM, and defending themselves. My apologies to Jack, who kept his initial part of the deal. I trade full time, and just don't have to time to babysit like this. I'll work offline to figure PVT out, and PM the relevant contributors. I'm closing the thread.