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Hi:
With the help of your support team, I have 2 conditions as follows:
True Range > Average True Range (see formula below)
and
Proce crossed any one of 3 Simple Moving Averages (see formula below)
The scan results seem to be working fine, but some symbols are not making the list. AKAM is a good example of a symbol that was missed. It actually crossed the 20, 50 and the 200 even though my condition is looking for anyone of these. It also had a True Range that exceeded the ATR by a factor of over 4.
What am I missing?
Victor
***True Range > Average True Range condition***
(H -L + ABS(H - C1) + ABS(C1 - L)) / 2 >
(AVGH14.1 - AVGL14.1) / 2 +
(ABS(H1 - C2) + ABS(C2 - L1) +
ABS(H2 - C3) + ABS(C3 - L2) +
ABS(H3 - C4) + ABS(C4 - L3) +
ABS(H4 - C5) + ABS(C5 - L4) +
ABS(H5 - C6) + ABS(C6 - L5) +
ABS(H6 - C7) + ABS(C7 - L6) +
ABS(H7 - C8) + ABS(C8 - L7) +
ABS(H8 - C9) + ABS(C9 - L8) +
ABS(H9 - C10) + ABS(C10 - L9) +
ABS(H10 - C11) + ABS(C11 - L10) +
ABS(H11 - C12) + ABS(C12 - L11) +
ABS(H12 - C13) + ABS(C13 - L12) +
ABS(H13 - C14) + ABS(C14 - L13) +
ABS(H14 - C15) + ABS(C15 - L14))
/ 28
*** Price Crossed any of 3 Simple Moving Averages ***
(C1 < AVGC20.1 and H > AVGC20) or (C1 > AVGC20.1 and L < AVGC20) or
(C1 < AVGC50.1 and H > AVGC50) or (C1 > AVGC50.1 and L < AVGC50) or
(C1 < AVGC200.1 and H > AVGC200) or (C1 > AVGC200.1 and L < AVGC200)
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