Hello,
I would like some help with a historical study I am carrying out.
I want to scan the full universe of US Common Stocks over the past 1.5 years in the daily timeframe, and find the number of stocks that had a triple moving average crossover (5MA, 10EMA, and 15EMA) both bullish and bearish on each day during that 1.5-year period.
The purpose of this is to be able to compute the daily ratio of bullish vs bearish crossovers in stocks over the past 1.5 years (Jan 2015 – today).
Is this possible and if so how do I achieve it?
Many thanks.