condition being true in the last X days

condition being true in the last X days

allan nathan
2015-10-29 11:33:03

Hi,
Cant figure out how to code a condition being true over the last 5 days.I tried using Barssince,but it doesnt seem to work.

buy= barssince(cross(close,sma(close,50))<= 5);

thanks,

Allan

QuantShare
2015-10-30 03:38:40

Hi Allan,

There are several ways to do that:

a = istrue(condition, 5);

or

a = llv(condition, 5);

allan nathan
2015-10-30 11:50:46

hi,
any reason the code below does not work

goodma=cross(close,sma(close,50));
a=istrue(goodma,5);
buy= a;

this code does

a=istrue(close>ref(close,5),5);
buy=a;

thanks,

Allan

QuantShare
2015-10-31 03:46:04

You can plot the variables on a chart to see what they return.

The variable "goodma" gets the crossover between the price and moving average. It is not possible to have 5 crossovers on a row.

allan nathan
2015-10-31 08:39:35

Maybe I am not being clear. I would like to know how to code the formula that meets the condition of one moving average crossover over the last 5 days. Not looking for multiple crossovers.Just one over the past x bars.

QuantShare
2015-11-02 02:50:17

a = hhv(condition, 5)

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