Screening for intraday Vwap crossing

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    topcla987topcla987
    Participant
    Junior

    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

    #67942 quote
    robertogozzirobertogozzi
    Moderator
    Legend

    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")
    Nicolas thanked this post
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Screening for intraday Vwap crossing


ProScreener: Market Scanners & Detection

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topcla987 @topcla987 Participant
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This topic contains 1 reply,
has 2 voices, and was last updated by robertogozzirobertogozzi
8 years, 5 months ago.

Topic Details
Forum: ProScreener: Market Scanners & Detection
Language: English
Started: 04/10/2018
Status: Active
Attachments: No files
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