How to specify a "within n-bars" condition?

How to specify a "within n-bars" condition?

pvu2017
2018-01-01 00:47:11

For example I want to have the following rules...

rule1 = cross(close,sma(20));
rule2 = close > ref(close,1);

buy = rule1 <within 3-bars> AND rule2;

Question: are conditionals in QS for "within 3-bars"?

Thanks,
P.V.

QuantShare
2018-01-01 05:39:46

Best Answer

You can use the highest value over a specific period.
Example:
hhv(rule1, 3) == 1
or just
hhv(rule1, 3)

Returns true if rule1 is TRUE in one of the previous past three bars.

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