Registered User
Joined: 6/28/2013
Posts: 8
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Hi
Does anyone know if you can do analysis of the number and duration of moving average crossovers using TC2000?
Types of thing I want to do include
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Design a test to indicate when the X moving average cuts ABOVE the Y moving average (e.g. The 10 Day Moving average cuts from under to over the 50 Day moving average)
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Count the number of times it crosses above
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Calculate the shortest period during which the X moving average stays above the Y moving average
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Calculate the average period that the X moving average remains above the Y moving average
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Calculate the mode
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Display the range
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Etc.
Thanks
Famiii
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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We aren't going to be able to accomplish everything on this list within TC2000.
QUOTE (Afam) Design a test to indicate when the X moving average cuts ABOVE the Y moving average (e.g. The 10 Day Moving average cuts from under to over the 50 Day moving average)
XUP(AVGC10, AVGC50)
QUOTE (Afam) Count the number of times it crosses above
The following counts the number of times the cross has happened in the most recent 100 bars.
CountTrue(XUP(AVGC10, AVGC50), 100)
QUOTE (Afam) Calculate the shortest period during which the X moving average stays above the Y moving average
The following displays the smallest number of bars above (with a max of 100 bars) in the most recent 100 bars. If there are no qualifying events, it displays 10000 instead.
MIN(IIF(XDOWN(AVGC10, AVGC50), TrueInRow(AVGC10.1 > AVGC50.1, 100), 10000), 100)
QUOTE (Afam) Calculate the average period that the X moving average remains above the Y moving average
SUM(IIF(XDOWN(AVGC10, AVGC50), TrueInRow(AVGC10.1 > AVGC50.1, 100), 0), 100) / CountTrue(XDOWN(AVGC10, AVGC50), 100)
I don't really know of a practical way to implement the mode request and do not understand the range request.
-Bruce
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