Registered User Joined: 1/5/2008 Posts: 117
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I would appreciate help with PCF's for the below.
Long:
The 50 day MVWAP is rising.
The daily bar from the previous trading session closed below the 50 day MVWAP.
The current daily bar crosses above the 5 day SMA of the daily highs from the previous daily bar.
Short:
The 50 day MVWP is declining.
The daily bar from the previous trading session closed above the 50 day MVWAP.
The current daily bar crosses below the 5 day SMA of the daily lows from the previous daily bar.
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Administration
Joined: 9/30/2004 Posts: 9,187
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Long:
SUM(C*V,50) / SUM(V,50) > SUM(C1*V1,50) / SUM(V1,50) AND C1 < SUM(C*V,50) / SUM(V,50) AND XUP(C,AVGH5)
Short:
SUM(C*V,50) / SUM(V,50) < SUM(C1*V1,50) / SUM(V1,50) AND C1 > SUM(C*V,50) / SUM(V,50) AND XDOWN(C,AVGL5)
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Registered User Joined: 1/5/2008 Posts: 117
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Thank You. Very much appreciated.
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Administration
Joined: 9/30/2004 Posts: 9,187
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You're welcome.
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