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mccl
Posted : Monday, November 29, 2010 9:27:26 AM
Gold Customer Gold Customer

Joined: 10/20/2007
Posts: 27
How do you write a pcf for the exact day that a moving average crosses another? i.e.  3day ex crossing 5 day ex    (yesterday)  not 7 days ago     TY Mccl
StockGuy
Posted : Monday, November 29, 2010 10:57:59 AM

Administration

Joined: 9/30/2004
Posts: 9,187
PCFs are exact in nature.  They will only return true on the day the conditions are met.  If you want to scan for a crossover that occurred the previous day, use this:

Crossing up through 5 period average
AVGC3.1 < AVGC5.1 and AVGC3 > AVGC5

Crossing up down 5 period average
AVGC3.1 > AVGC5.1 and AVGC3 < AVGC5
Bruce_L
Posted : Tuesday, November 30, 2010 8:49:43 AM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138
mccl,
Please try one of the following:

SMA3 xUp SMA5:

AVGC3 > AVGC5 AND AVGC3.1 <= AVGC5.1

SMA3 xDn SMA5:

AVGC3 < AVGC5 AND AVGC3.1 >= AVGC5.1

SMA3 crossing SMA5 (either direction):

SGN(AVGC3 - AVGC5) <> SGN(AVGC3.1 - AVGC5.1)

EMA3 xUp EMA5:

XAVGC3 > XAVGC5 AND XAVGC3.1 <= XAVGC5.1

EMA3 xDn EMA5:

XAVGC3 < XAVGC5 AND XAVGC3.1 >= XAVGC5.1

EMA3 crossing EMA5 (either direction):

SGN(XAVGC3 - XAVGC5) <> SGN(XAVGC3.1 - XAVGC5.1)

If the formulas do not appear to match your charts, please review the Things to check if your moving averages don't "seem right" or "seem to match" topic.

How to create a Personal Criteria Forumula (PCF)
Moving Average PCF Templates
PCF Formula Descriptions
Handy PCF example formulas to help you learn the syntax of PCFs!

-Bruce
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