Coding for recent EMA crossover

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  • 07/21/2016 at 9:41 AM #10745 quote
    Sam Macy
    Participant
    Junior

    Hi.

    If I have the following code, how could I include in the condition that the EMA crossover happens within the previous 3 days if it’s part of a larger scan with more conditions? As it stands this code could give results that have just crossed over or those that crossed over 6 month previous and are still climbing.

    In essence, sine EMA’s are lagging indicators I’d like to screen for crossovers that happened, say, within the last week or so.

    timeframe(Daily)

EMA20 = ExponentialAverage[20] (close)
EMA100 = ExponentialAverage[100] (close)

Condition = (EMA20 > EMA100)

SCREENER[Condition]
    08/04/2016 at 8:56 PM #11210 quote
    Derek
    Participant
    Veteran

    Maybe an event variable will help:

    If ema1 crosses over ema2 then Event = 1 Else event = 0 Endif

     

    You can then screen for event [1]=1

    08/04/2016 at 9:06 PM #11212 quote
    Derek
    Participant
    Veteran

    The line breaks have got lost somehow in the code.

    If ema1 crosses over ema2 then
Event = 1 
Else 
event = 0 
Endif
    Nicolas, Sam Macy and Captain_Walker thanked this post
    08/05/2016 at 8:40 AM #11222 quote
    Sam Macy
    Participant
    Junior

    Thanks Derek. I’ll give it a try…

    08/05/2016 at 1:28 PM #11234 quote
    Nicolas
    Keymaster
    Master

    So what you want to do is to test if a crossover has happened in the past without having see it in real time? Am I right?

    Sam Macy thanked this post
    08/09/2016 at 3:06 PM #11413 quote
    Sam Macy
    Participant
    Junior

    Yes – to see which stocks made the move in the last 5 days for instance…

    08/09/2016 at 9:10 PM #11463 quote
    Derek
    Participant
    Veteran

    I have coded something similar here, I think:

    screen condition c within last x days

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Coding for recent EMA crossover


ProScreener: Market Scanners & Detection

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Sam Macy @iainhmclean Participant
Summary

This topic contains 6 replies,
has 3 voices, and was last updated by Derek
9 years, 6 months ago.

Topic Details
Forum: ProScreener: Market Scanners & Detection
Language: English
Started: 07/21/2016
Status: Active
Attachments: No files
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