I have read the ideas of Vegas Tunnel System.
On pages 8 and 9 you will find very good approaches, which I also used. Just as a warning: the calculation with the median and deviations I will program similar in the next time, and I'm curious if anything brings.
Attached Images (click to enlarge)
However, as far as the Vegas indicators are concerned, they are far from practical use, so I'm not surprised that nobody could succeed with the system.