Count Crossovers and Crossunders

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10/23/2016 at 9:33 AM #15344 quote

nickp104
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Hi,

I’m trying to count the number of times a short moving average crosses over or crosses under a long moving average over a number of bars. Any help would be gratefully received.

10/23/2016 at 1:04 PM #15361 quote
Nicolas
Keymaster

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Hmmm this question of “how much time something occurred in the past through x bars ” have been asked many times. I assume I should make a video for this 🙂

So firstly, you have to define how much bars you want to lookback:
```
lookback = 20 //20 bars lookback
```
Then define the conditions you’d like to be tested through this lookback period:
```
c1 = average[7] crosses over average[21]
```
Finally, count how much time this “c1” condition returned true (so condition value would be 1) in the past with the summation instruction:
```
x = summation[lookback](c1)
```
Now you have your variable x which contain the number of times the condition “c1” occurred through “lookback”. Happy testing.

nickp104, Philippo and manel thanked this post
10/23/2016 at 3:56 PM #15370 quote

nickp104
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Nicolas thanks – and apologies. I assume if had looked harder I would have found the answer in your other posts. Really good of you to help me out and very much appreciated. Nick
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Count Crossovers and Crossunders

ProOrder: Automated Strategies & Backtesting

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This topic contains 2 replies,
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Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	10/23/2016
Status:	Active
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