Thank you for your help. I am not sure what was messed up, but then you worked your magic.

I want to use the ratio to find out periods of low volatility. When the ratio falls below a certain level (that I want to optimize), then we place a straddle order. As we know there is usually a breakout following periods of low volatility, I am trying to catch that breakout.

I am still far from completing any EA based on this system, but that is my idea. Maybe you can whip up an EA based on this theory.

Thanks again,
Maji