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Hi All.
I do the following exploration to look for stocks that are outperforming base index:
BaseIndex = "XAO";
P1 =Param("MA time period",13, 5, 20, 1);
P2 = Param("ROC period", 5, 1, 100, 1);
RS = RelStrength(BaseIndex);
MA_RS = MA(RS,P1);
RC = ROC(MA_RS,P2);
AddColumn(C, "C",1.3);
AddColumn(RS,"RS", 1.2);
AddColumn(MA_RS,"MA_RS",1.2);
AddColumn(ROC(MA_RS,5),"RSC",1.2);
QUESTION:
I also want to Addcolumn to display the number of weeks that the RS has been above the MA_RS.
I can use
cond1 = RS > MA_RS;
cond2 = Ref(RS,-1) > Ref(MA_RS,-1);
cond3 = Ref(RS,-2) > Ref(MA_RS,-2);
cond4 = Ref(RS, -3) > Ref(MA_RS, -3);
condn = Ref(RS, -(n-1)) > Ref(MA_RS, -(n-1)); // how do I fix this to go back as far as necessary?
N = cond1 + cond2+ cond3 + cond4 + cond n ;// number of weeks RS is above its MA
Then use
Addcolumn(N, "no of weeks above MA", 1.0);
How do I tidy up the code underlined above to allow me go back n number of weeks?
Regards
Chris
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