Screening for intraday Vwap crossing

• 04/10/2018 at 5:30 PM #67941
  topcla987

  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

  

  topcla987

  Participant

  Topics: 2

  Replies: 1

  Been thanked: 0 times
  04/10/2018 at 5:48 PM #67942
  robertogozzi

  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")

  1 2 3 4

  MyVwap = ... Sma20  = Average[20](close) Result = (Sma20[2] < MyVwap) AND Sma20[1] > MyVwap) SCREENER[Result] (Result AS "Vwap")

  1 user thanked author for this post.

  Nicolas

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 17131

  Been thanked: 4030 times
• Author
  Posts