[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: Referencing X bars back



PureBytes Links

Trading Reference Links


Glynn,
 
I think you want something like this:
 
valuewhen( 1, Cross( Mov( CLOSE, 50, S ), Mov( 
CLOSE, 200, S ) ), ref( mov( C, 200, S )  - mov( C, 50, S ), -1 ) 
)
for the prior day, and
 
valuewhen( 1, Cross( Mov( CLOSE, 50, S ), Mov( 
CLOSE, 200, S ) ), ref( mov( C, 200, S )  - mov( C, 50, S ), -2 ) )for 
the day before that.
 
(I didn't test those...)
 
ref( x, -n ) gives you the value of expression x n 
periods ago, where n is a constant; e.g., for daily data, ref( mov( C, 
200, S ), -1 ) is yesterday's value of a 200-day simple moving average of 
the close. So, ref( C, -6 ) would give you the close 6 bars ago.
 
David
 
<BLOCKQUOTE 
style="BORDER-LEFT: #000000 2px solid; MARGIN-LEFT: 5px; MARGIN-RIGHT: 0px; PADDING-LEFT: 5px; PADDING-RIGHT: 0px">
  ----- Original Message ----- 
  <DIV 
  style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black">From: 
  Glynn 
  Chamberlain 
  To: <A 
  href="mailto:metastock@xxxxxxxxxxxxx"; 
  title=metastock@xxxxxxxxxxxxx>metastock@xxxxxxxxxxxxx 
  Sent: Wednesday, January 02, 2002 2:16 
  PM
  Subject: Referencing X bars back
  
  Hi there everyone,
   
  I have been lurking on the list for the last few 
  months and found the list a wealth of information.
   
  I now need some help with a formula for an 
  exploration I am fiddling with.
   
  I have an Alert Exploration showing which shares 
  have had a 50 day Moving average cross above a 200 moving average. The Alert 
  shows how many days ago the last cross over occurred. The formula is as 
  follows:-
   
  <FONT face=Arial 
  size=2>BarsSince(Cross(Mov(CLOSE,50,S),Mov(CLOSE,200,S)))
   
  What I would now like to do is find out what the 
  numerical difference between the 200 and 50 day moving ave for both days 
  "before" the occurrence was.
   
  So theoretically if the alert showed that the 
  crossover happened 12 days ago, Col B and Col C would show the Moving average 
  difference for 13 and 14 days previously.
   
  Can someone help with the formula. I would really 
  appreciate it.
   
  A last question. How would I write a formula 
  referencing x bars back. I.E. If I wanted to know the close of 6 bars ago, how 
  would I write this. I have searched like mad through the MS help, but just 
  cant seem to find it. I am sure it is a mental block.
   
  Thanks for any help.
   
  Many regards
   
  Glynn