Registered User
Joined: 12/11/2008
Posts: 39
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Hi Bruce.
I would like to create two separate moving average cross over PCF for the following condition.
1. 3 days time frame.
2. crossing over within the last 4 bars (include 4, 3, 2, & 1 days ago).
3. 10EMA Close vs 10EMA Open on Candlesticks
1. 3 days time frame.
2. crossing over within the last 4 bars (include 4, 3, 2, & 1 days ago).
3. 10EMA Close vs 10EMA Open on Heiken-Ashi bars
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Registered User
Joined: 12/11/2008
Posts: 39
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I'd like to get PCF on both direction UP or Down, and I prefer it still need to be on the correct side.
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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Using normal bars can be written as follows.
Crossing Up:
XAVGC10 > XAVGO10 AND (XAVGC10.1 < XAVGO10.1 OR XAVGC10.2 < XAVGO10.2 OR XAVGC10.3 < XAVGO10.3 OR XAVGC10.4 < XAVGO10.4)
Crossing Down:
XAVGC10 < XAVGO10 AND (XAVGC10.1 > XAVGO10.1 OR XAVGC10.2 > XAVGO10.2 OR XAVGC10.3 > XAVGO10.3 OR XAVGC10.4 > XAVGO10.4)
Crossing Either Direction:
SGN(XAVGC10 - XAVGO10) <> SGN(XAVGC10.1 - XAVGO10.1) OR SGN(XAVGC10 - XAVGO10) <> SGN(XAVGC10.2 - XAVGO10.2) OR SGN(XAVGC10 - XAVGO10) <> SGN(XAVGC10.3 - XAVGO10.3) OR SGN(XAVGC10 - XAVGO10) <> SGN(XAVGC10.4 - XAVGO10.4)
Using Heiken-Ashi bars is a bit more complicated.
Crossing Up:
XAVGO10 + XAVGH10 + XAVGL10 + XAVGC10 > XAVG(XAVGO3.1,10) + XAVG(XAVGH3.1,10) + XAVG(XAVGL3.1,10) + XAVG(XAVGC3.1,10) AND (XAVGO10.1 + XAVGH10.1 + XAVGL10.1 + XAVGC10.1 < XAVG(XAVGO3.2,10) + XAVG(XAVGH3.2,10) + XAVG(XAVGL3.2,10) + XAVG(XAVGC3.2,10) OR XAVGO10.2 + XAVGH10.2 + XAVGL10.2 + XAVGC10.2 < XAVG(XAVGO3.3,10) + XAVG(XAVGH3.3,10) + XAVG(XAVGL3.3,10) + XAVG(XAVGC3.3,10) OR XAVGO10.3 + XAVGH10.3 + XAVGL10.3 + XAVGC10.3 < XAVG(XAVGO3.4,10) + XAVG(XAVGH3.4,10) + XAVG(XAVGL3.4,10) + XAVG(XAVGC3.4,10) OR XAVGO10.4 + XAVGH10.4 + XAVGL10.4 + XAVGC10.4 < XAVG(XAVGO3.5,10) + XAVG(XAVGH3.5,10) + XAVG(XAVGL3.5,10) + XAVG(XAVGC5.4,10))
Crossing Down:
XAVGO10 + XAVGH10 + XAVGL10 + XAVGC10 < XAVG(XAVGO3.1,10) + XAVG(XAVGH3.1,10) + XAVG(XAVGL3.1,10) + XAVG(XAVGC3.1,10) AND (XAVGO10.1 + XAVGH10.1 + XAVGL10.1 + XAVGC10.1 > XAVG(XAVGO3.2,10) + XAVG(XAVGH3.2,10) + XAVG(XAVGL3.2,10) + XAVG(XAVGC3.2,10) OR XAVGO10.2 + XAVGH10.2 + XAVGL10.2 + XAVGC10.2 > XAVG(XAVGO3.3,10) + XAVG(XAVGH3.3,10) + XAVG(XAVGL3.3,10) + XAVG(XAVGC3.3,10) OR XAVGO10.3 + XAVGH10.3 + XAVGL10.3 + XAVGC10.3 > XAVG(XAVGO3.4,10) + XAVG(XAVGH3.4,10) + XAVG(XAVGL3.4,10) + XAVG(XAVGC3.4,10) OR XAVGO10.4 + XAVGH10.4 + XAVGL10.4 + XAVGC10.4 > XAVG(XAVGO3.5,10) + XAVG(XAVGH3.5,10) + XAVG(XAVGL3.5,10) + XAVG(XAVGC5.4,10))
Crossing Either Direction:
SGN(XAVGO10 + XAVGH10 + XAVGL10 + XAVGC10 - XAVG(XAVGO3.1,10) - XAVG(XAVGH3.1,10) - XAVG(XAVGL3.1,10) - XAVG(XAVGC3.1,10)) <> SGN(XAVGO10.1 + XAVGH10.1 + XAVGL10.1 + XAVGC10.1 - XAVG(XAVGO3.2,10) - XAVG(XAVGH3.2,10) - XAVG(XAVGL3.2,10) - XAVG(XAVGC3.2,10)) OR SGN(XAVGO10 + XAVGH10 + XAVGL10 + XAVGC10 - XAVG(XAVGO3.1,10) - XAVG(XAVGH3.1,10) - XAVG(XAVGL3.1,10) - XAVG(XAVGC3.1,10)) <> SGN(XAVGO10.2 + XAVGH10.2 + XAVGL10.2 + XAVGC10.2 - XAVG(XAVGO3.3,10) - XAVG(XAVGH3.3,10) - XAVG(XAVGL3.3,10) - XAVG(XAVGC3.3,10)) OR SGN(XAVGO10 + XAVGH10 + XAVGL10 + XAVGC10 - XAVG(XAVGO3.1,10) - XAVG(XAVGH3.1,10) - XAVG(XAVGL3.1,10) - XAVG(XAVGC3.1,10)) <> SGN(XAVGO10.3 + XAVGH10.3 + XAVGL10.3 + XAVGC10.3 - XAVG(XAVGO3.4,10) - XAVG(XAVGH3.4,10) - XAVG(XAVGL3.4,10) - XAVG(XAVGC3.4,10)) OR SGN(XAVGO10 + XAVGH10 + XAVGL10 + XAVGC10 - XAVG(XAVGO3.1,10) - XAVG(XAVGH3.1,10) - XAVG(XAVGL3.1,10) - XAVG(XAVGC3.1,10)) <> SGN(XAVGO10.4 + XAVGH10.4 + XAVGL10.4 + XAVGC10.4 - XAVG(XAVGO3.5,10) - XAVG(XAVGH3.5,10) - XAVG(XAVGL3.5,10) - XAVG(XAVGC3.5,10))
How to implement Heiken-Ashi substitutions for any Open, High, Low, and Close
-Bruce
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