Coding for recent EMA crossover

Sam Macy · 2016-07-21T08:41:52+00:00

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]

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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

Legend

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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