Hi, I m trying to find the formula for a symple startegy: Long when 10days EMA cross above 20 days EMA and sell when 10ema cross below 20ema.

It is for the custom PCF % true indicator since i m trying to baktest it.

Any idea

Thanks everybody

sorry also a variation of the formula that I would like to backtest is:long on the first candle to open above 10EMA after the 10ema cross above 20 Ema, and close position on the first candle to open below 10 EMa after 10 EMA crossed below 20 EMA.

thanks

A Condition Formula for the EMA10 crossing up through EMA20 can be written as follows.

XAVGC10 > XAVGC20 AND XAVGC10.1 <= XAVGC20.1

A Condition Formula for the EMA10 crossing down through EMA20 can be written as follows.

XAVGC10 < XAVGC20 AND XAVGC20.1 >= XAVGC20.1

A Condition Fomula for the EMA10 crossing through EMA10 in either direction can be written as follows.

SGN(XAVGC10 - XAVGC20) <> SGN(XAVGC10.1 - XAVGC20.1)

You could plot the following Custom PCF Indicator using the Dot Plot Style in the same pane and scale as price to see the price which would have caused the 10 and 20 period EMAs to cross.

(209 * XAVGC20.1 - 189 * XAVGC10.1) / 20 / ABS(SGN(XAVGC10 - XAVGC20) <> SGN(XAVGC10.1 - XAVGC20.1))

Thanks I m getting an error when plotted in ( ERROR: must be a boolean formula

It reads like you are trying to use my Friday, July 01, 2016 1:24:35 PM ET post in a Custom PCF % True Indicator instead of using it in a Custom PCF Indicator using the Dot Plot Style in the same pane and scale as price as instructed.

got it thanks

You're welcome.