Hi
I am looking to run a screener which scans for the following:
The 20 SMA on the close of the second last bar was below the vwap , followed by the
the 20 SMA on the close of last bar was above the VWAP. I am having difficulty with the code for
before and after. Any help would be appreciated
This is the code, I just left some dots on line because I don’t know how to reference VWAP, but this is something you should already know.
MyVwap = ...
Sma20 = Average[20](close)
Result = (Sma20[2] < MyVwap) AND Sma20[1] > MyVwap)
SCREENER[Result] (Result AS "Vwap")