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QuantShare
2010-04-16 14:19:35
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Best Answer
Hi,
First rule:
rule1 = hhv(Macd(), 30) == Macd() and rsi(14) >= 80 and rsi(14) < 81;
MACD is in its peak for the last 30 bars
Second rule:
rule2 = llv(Macd(), 30) == Macd() and rsi(14) <= 20 and rsi(14) > 19;
MACD is in its most trough for the last 30 bars
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