Non-crossover of moving averages

• 12/30/2019 at 8:18 PM #115624
  rochnickols

  Dear forum members,

  This is my first post on this forum.
  I am looking for help in programming proscreeners and in first place a non-crossover indicator between two moving averages.
  Let us cut it down into subcomponents and to start with in case of a bullish non-crossover the screener requires for a moving average – let’s take a standard 7-period moving average – to have a negative orientation in three successive period and to reverse higher during a fourth period.

  If forum members can help with this first piece we will then move to the next part of the screener.

  Thanks for help.

   

   

  

  rochnickols

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  12/30/2019 at 10:52 PM #115629
  robertogozzi

  There you go (not tested):

  MyAvg = average[7](close) Result = MyAvg > MyAvg[1] and (summation[3](MyAvg < MyAvg[1])[1] = 3) Screener[Result]

  1 2 3

  MyAvg = average[7](close) Result = MyAvg > MyAvg[1] and (summation[3](MyAvg < MyAvg[1])[1] = 3) Screener[Result]

   

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  rochnickols

  

  robertogozzi

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  12/31/2019 at 9:56 AM #115640
  rochnickols

  Thank you Roberto, seems the code is working.

  Could we now please add the following criteria:
  a) Standard 20-period moving average is positive (last value > previous value), and
  b) Last stock price close is above last M7 value

  Thank you.

  

  rochnickols

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  12/31/2019 at 10:31 AM #115644
  robertogozzi

  There you go:

  Sma20 = average[20,0](close) MyAvg = average[7,0](close) Result = MyAvg > MyAvg[1] and (summation[3](MyAvg < MyAvg[1])[1] = 3) Result = Result AND Sma20 > Sma20[1] AND close > MyAvg Screener[Result]

  1 2 3 4 5

  Sma20  = average[20,0](close) MyAvg  = average[7,0](close) Result = MyAvg > MyAvg[1] and (summation[3](MyAvg < MyAvg[1])[1] = 3) Result = Result AND Sma20 > Sma20[1] AND close > MyAvg Screener[Result]

  adding ,0 to averages is useless, I added it just to show that there’s an optional parameter to calculate different types, see https://www.prorealcode.com/documentation/average/.

   

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  rochnickols

  

  robertogozzi

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  01/01/2020 at 8:46 AM #115676
  rochnickols

  Great. Thank you so much. Works perfectly.
  Have added lines of code to select minimum capital exchanged I had obtained long time ago.
  Although it works I am wondering if it can be streamlined.

  Happy 2020.

  // Non-crossover M7/M20 Sma20 = average[20,0](close) MyAvg = average[7,0](close) KapitalMini = 2000 // Minimum Capital (in K) Kapital = Volume * WeightedClose / 1000 KapitalOK = ( Kapital > KapitalMini ) Result = MyAvg > MyAvg[1] and (summation[3](MyAvg < MyAvg[1])[1] = 3) Result = Result AND Sma20 > Sma20[1] AND close > MyAvg AND KapitalOK Screener[Result]

  1 2 3 4 5 6 7 8 9 10

  // Non-crossover M7/M20 Sma20 = average[20,0](close) MyAvg = average[7,0](close) KapitalMini = 2000 // Minimum Capital (in K) Kapital = Volume * WeightedClose / 1000 KapitalOK = ( Kapital > KapitalMini )   Result = MyAvg > MyAvg[1] and (summation[3](MyAvg < MyAvg[1])[1] = 3) Result = Result AND Sma20 > Sma20[1] AND close > MyAvg AND KapitalOK Screener[Result]

   

  

  rochnickols

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  01/01/2020 at 2:02 PM #115679
  robertogozzi

  Some suggestions:

  • For clarity of messages on ProRealCode’s forums, please use the “insert code PRT” button to separate the text from the code part!
  • Do NOT quote all posts, as it makes reading topics slower and more dificult. Do it when many people update that topic and you need to refer to someone specifically. This topic is just us two! Thank you  🙂

  As to streamlining it can always be done, depending on what are your goals. Post your details and myself or someone else may help you further.

  

  robertogozzi

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  01/05/2020 at 5:08 PM #115948
  Nicolas

  Another topic for non-crossover of moving average: https://www.prorealcode.com/topic/codage-non-croisement-d-mm/

  

  Nicolas

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