Registered User Joined: 1/27/2009 Posts: 4
|
What is the formula I would use for 8 day moving average crossing 12 day moving average?
Thanks
William
|
Worden Trainer
Joined: 10/7/2004 Posts: 65,138
|
That would depend on the types of Moving Averages used and if you are concerned about the direction of the crossover.
SMA8 xUp SMA12:
AVGC8 > AVGC12 AND AVGC8.1 <= AVGC12.1
SMA8 xDn SMA12:
AVGC8 < AVGC12 AND AVGC8.1 >= AVGC12.1
SMA8 crossing SMA12 (either direction):
SGN(AVGC8 - AVGC12) <> SGN(AVGC8.1 - AVGC12.1)
EMA8 xUp EMA12:
XAVGC8 > XAVGC12 AND XAVGC8.1 <= XAVGC12.1
EMA8 xDn EMA12:
XAVGC8 < XAVGC12 AND XAVGC8.1 >= XAVGC12.1
EMA8 crossing EMA12 (either direction):
SGN(XAVGC8 - XAVGC12) <> SGN(XAVGC8.1 - XAVGC12.1)
You may wish to review the following:
Moving Average PCF Templates
Things to check if your moving averages don't "seem right" or "seem to match"
How to create a Personal Criteria Forumula (PCF)
PCF Formula Descriptions
Handy PCF example formulas to help you learn the syntax of PCFs!
-Bruce Personal Criteria Formulas TC2000 Support Articles
|