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PCF for Momentum Trades Rate this Topic:
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Gary3302
Posted : Friday, December 28, 2018 11:32:55 AM
Registered User
Joined: 1/5/2008
Posts: 117

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.

StockGuy
Posted : Friday, December 28, 2018 11:48:22 AM

Administration

Joined: 9/30/2004
Posts: 9,187

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)

Gary3302
Posted : Friday, December 28, 2018 11:55:43 AM
Registered User
Joined: 1/5/2008
Posts: 117

Thank You.  Very much appreciated.

StockGuy
Posted : Friday, December 28, 2018 12:05:51 PM

Administration

Joined: 9/30/2004
Posts: 9,187

You're welcome.

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