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

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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

  0

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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