Moving AVerage Crossover for Multiple days

• 07/28/2020 at 1:40 PM #140301
  ZionTrader

  Good day,

  I was wondering if anyone can assist with with a moving average cross for a number of days. For example below is the bearish moving average which shows all the instruments where its 50 day moving average crosses below its 200 moving average for today. However, I don’t want just today’s bearish Moving average crossover , but I want to see the last 5 days. If anyone can assist I would really appreciate it.

  Bearish Moving Average Crossover

  REM Calculate a simple moving average over the last 50 days ma50 = AVERAGE[50] REM Calculate a simple moving average over the last 200 days ma200 = AVERAGE[200] REM Calculate the speed at which the short MA crosses under the long MA speed = MOMENTUM(ma50-ma200) * 100 / CLOSE REM Display securities for which short MA has just crossed under long MA.  Show the fastest crossings first. IF ma50 CROSSES UNDER ma200 THEN SCREENER (speed AS "Speed") ENDIF

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  REM Calculate a simple moving average over the last 50 days ma50 = AVERAGE[50]     REM Calculate a simple moving average over the last 200 days ma200 = AVERAGE[200]     REM Calculate the speed at which the short MA crosses under the long MA speed = MOMENTUM(ma50-ma200) * 100 / CLOSE     REM Display securities for which short MA has just crossed under long MA.  Show the fastest crossings first. IF ma50 CROSSES UNDER ma200 THEN SCREENER (speed AS "Speed") ENDIF

  Thanks.

  

  ZionTrader

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  08/26/2020 at 5:35 PM #142631
  kaq52

  Hi, please find attached.

  I have set the field “DayCount = 4” covering five days, change it to any number (e.g., changing it to 9 will give crossover in last 10 days).

  Have fun …kaq52

  Average crossover

  //Author KAQ52 //This screener finds crossover of two averages in last n days DayCount = 4 //change it as appropriate REM Calculate a simple moving average over the last 50 days ma50 = AVERAGE[50] REM Calculate a simple moving average over the last 200 days ma200 = AVERAGE[200] REM Calculate the speed at which the short MA crosses under the long MA speed = MOMENTUM(ma50-ma200) * 100 / CLOSE Crossover=0 //flag for detecting crossover For i = 0 to daycount if (ma50[i] crosses over ma200[i]) or (ma50[i] crosses under ma200[i]) then CrossOver=1 break endif next REM Display securities for which short MA has just crossed under long MA. Show the fastest crossings first. SCREENER [Crossover] (speed AS "Speed")

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  //Author KAQ52 //This screener finds crossover of two averages in last n days   DayCount = 4  //change it as appropriate   REM Calculate a simple moving average over the last 50 days ma50 = AVERAGE[50] REM Calculate a simple moving average over the last 200 days ma200 = AVERAGE[200] REM Calculate the speed at which the short MA crosses under the long MA speed = MOMENTUM(ma50-ma200) * 100 / CLOSE     Crossover=0  //flag for detecting crossover     For i = 0 to daycount if (ma50[i] crosses over ma200[i]) or (ma50[i] crosses under ma200[i]) then CrossOver=1 break endif next     REM Display securities for which short MA has just crossed under long MA.  Show the fastest crossings first.   SCREENER [Crossover] (speed AS "Speed")

   

  

  kaq52

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  08/26/2020 at 6:48 PM #142643
  robertogozzi

  Replace lines 17-22 with this ONE:

  CrossOver = summation[DayCount]((ma50 crosses over ma200) or (ma50 crosses under ma200))

  1	CrossOver = summation[DayCount]((ma50 crosses over ma200) or (ma50 crosses under ma200))

  As for your FOR…NEXT iterations, 0 TO DAYCOUNT will check the last 5 periods, while summation 4 (the last 4, not 0 to 4).

   

   

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  robertogozzi

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  08/27/2020 at 12:44 AM #142664
  kaq52

  Thanks RobertGozi, your solution looks much precise.

  My understanding so far is that “for i = 0 to daycount” with daycount=4 loop will get below five values, thus covering five days(including current one). Is this understanding not correct please?

  ma20[0] —current candle

  ma20[1]

  ma20[2]

  ma20[3]

  ma20[4]

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  kaq52

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  08/27/2020 at 7:34 AM #142669
  robertogozzi

  Yes, that’s correct.

  Summation, instead, with the same value for DayCount you’ll check one less bar, 0 to 3.

  

  robertogozzi

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  08/28/2020 at 10:28 AM #142798
  ZionTrader

  Thank you very much for assistance. Appreciated.

  

  ZionTrader

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