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I'm trying to write a formula that will allow me to filter shares that
have had Multiple Moving Averages (a la Guppy, Hull, etc) continuing
one above the other (or one below the other) for a specified period of
time.
The purpose is simply to find stocks that are trending fairly
smoothly. I would like this to work on weekly data.
I wrote this, for long trades:
BarsSince(Mov(C,3,E) > Mov(C,13,E)) > 8
AND
BarsSince(Mov(C,13,E) > Mov(C,21,E)) > 8
AND
BarsSince(Mov(C,21,E) > Mov(C,24,E)) > 8
AND
BarsSince(Mov(C,24,E) > Mov(C,27,E)) > 8
AND
BarsSince(Mov(C,27,E) > Mov(C,30,E)) > 8
AND
BarsSince(Mov(C,30,E) > Mov(C,33,E)) > 8
AND
BarsSince(Mov(C,33,E) > Mov(C,36,E)) > 8
For short trades, I simply substituted the middle < for >.
My problem is when I try this my filter results partially correct but
are interspersed with stocks that should have been allowed through the
filter showing in the Exploration report under 'rejects' with the wording:
"Results of filter formula not defined on calculation date"
Have anyone any idea why this should be happening?
Nick
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