This example enhances the Trading Strategy used in the Sine and LeadSine example by adding the TrendVigor indicator to filter trading signals to periods when cycle trading is most effective. The Trading Strategy adds a Long Entry rule that looks for the TrendVigor indicator to be in the 0 to 1 range, and a Short Entry rule that sets a range from 0 to -1. The ranges are not optimized. The Θ parameter in the Sine and LeadSine indicators are optimized, but note that the Θ parameters for Sine and LeadSine on the long side are linked to the same value. The same is done on the short side.
