Registered User
Joined: 7/28/2013
Posts: 31
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Would it be possible to get a PCF for the TSV 20 crossing up OR down its 13 period moving average?
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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If both the TSV and its moving average are simple:
SGN(TSV20 - AVG(TSV20,13)) <> SGN(TSV20.1 - AVG(TSV20.1,13))
If the TSV is simple and the moving average is exponential:
SGN(TSV20 - XAVG(TSV20,13)) <> SGN(TSV20.1 - XAVG(TSV20.1,13))
If the TSV is exponential and the moving average is simple:
SGN(XAVG(TSV,20) - XAVG(TSV13,20)) <> SGN(XAVG(TSV1.1,20) - XAVG(TSV13.1,20))
If both the TSV and its moving average are exponential:
SGN(XAVG(TSV,20) - XAVG(TSV,13)) <> SGN(XAVG(TSV1.1,20) - XAVG(TSV1.1,13))
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