Hi Bruce,

I'd like to write following PCF which meets following criteria:

*) 5 min. bar

*) VWAP = EMA9 = EMA20

http://www.weinotic.com/TC2000/VWAP.htm

I know there's the function of "Create Scan Condition" - with VWAP, but than I'm only able to choose above/below/crossing down/crossing up EMA9 or EMA20, but I'd like to have a PCF which have the same values - see above link.

thanks for your help

Rainer

There really is'n't a way to calculate the VWAP in the Personal Criteria Formula Language (although you can calculate the Moving VWAP) as there isn't a way to determine the start of the trading day in an intrday PCF.

In addition, all three values are almost certainly not going to be exactly equal to each other (just because of the way they are calculated). Probably about the best you could do is to create a condition for the EMA9 and EMA20 to be within a certain percentage of each other.

ABS(XAVGC9 / XAVGC20 - 1) <= .001

And then create a condition for one of the moving averages to be crossing up through the VWAP by clicking on the VWAP and selecting Create Scan Condition to be used in the same EasyScan as the Condition Formula.

Create Conditions from Your Chart (5:25)

You can't actually OR this type of condition in an EasyScan however, so you would probably need to create four EasyScans. One EasyScan would check for VWAP xUp EMA9, another would check for VWAP xDn EMA9, another would check for VWAP xUp EMA20 and yet another would check for VWAP xDn EMA20.

Building a Scan with Multiple Conditions (7:29)