Distance between 2 moving averages coding question

Viewing 5 posts - 1 through 5 (of 5 total)

Author

Posts
12/15/2016 at 11:34 AM #18561 quote

ck1066
Participant

Average

Hi,

I’m using two exponential moving averages (30EMA and 50 EMA). My question is how do I code to check the distance between the 30EMA and 50EMA is less than 20 PIPS over the last 20 bars, and the 30 EMA has remained above the 50 EMA over the same period, i.e. last 20 bars?

12/15/2016 at 12:15 PM #18570 quote

Nicolas
Keymaster

Master

Do the distance must be strictly less than 20 pips during all the last 20 bars?

12/15/2016 at 9:19 PM #18623 quote

ck1066
Participant

Average

Ideally I want to be able to control the distance between the two EMA’s, 20 PIPs was an example. The main aim is not to see the two ema’s drift wider and wider apart.

12/16/2016 at 12:35 PM #18642 quote
Nicolas
Keymaster

Master
So this code should do the test for you:
```
testperiod = 20 //number of bars for the test 
distance = 20 //distance in points between the 2 EMA
ema30 = exponentialaverage[30]
ema50 = exponentialaverage[50]

test = summation[testperiod](ema30>ema50)=testperiod and summation[testperiod](ema30-ema50<=distance*pointsize)=testperiod

return test
```
12/20/2016 at 9:30 AM #18837 quote

ck1066
Participant

Average

Many thanks Nicolas.
Author

Posts

Viewing 5 posts - 1 through 5 (of 5 total)

You must be logged in to reply to this topic.

Login your account

Distance between 2 moving averages coding question

ProBuilder: Indicators & Custom Tools

New Reply

Author

ck1066 @ck1066 Participant

Summary

This topic contains 4 replies,
has 2 voices, and was last updated by ck1066
9 years, 1 month ago.

Topic Details

Forum:	ProBuilder: Indicators & Custom Tools
Language:	English
Started:	12/15/2016
Status:	Active
Attachments:	No files

Loading...