Distance between 2 moving averages coding question

• 12/15/2016 at 11:34 AM #18561
  ck1066

  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?

   

  

  ck1066

  Participant

  Topics: 22

  Replies: 34

  Been thanked: 0 times
  12/15/2016 at 12:15 PM #18570
  Nicolas

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

  

  Nicolas

  Keymaster

  Topics: 81

  Replies: 20828

  Been thanked: 4738 times
  12/15/2016 at 9:19 PM #18623
  ck1066

  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.

  

  ck1066

  Participant

  Topics: 22

  Replies: 34

  Been thanked: 0 times
  12/16/2016 at 12:35 PM #18642
  Nicolas

  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

  1 2 3 4 5 6 7 8

  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

   

  

  Nicolas

  Keymaster

  Topics: 81

  Replies: 20828

  Been thanked: 4738 times
  12/20/2016 at 9:30 AM #18837
  ck1066

  Many thanks Nicolas.

  

  ck1066

  Participant

  Topics: 22

  Replies: 34

  Been thanked: 0 times
• Author
  Posts