Hi David,
When a scan / script isn’t working as i expect it to, the first thing i do is break it down to its individual criteria using Show Views. When i do this to your script, it appears the R2 criteria is the one failing to trigger.
The R2 criteria of your script is looking for a 25% or greater rate of change on the On Balance Volume within the last 6 days.
When I apply these indicators to a chart of VRX, this criteria is not being met, so the script is producing the correct results in this situation.

If what you are looking for is different, you will need to modify your script.