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                                                   How to find divergences ?

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Oleg
2017-03-18 09:09:32


How to program finding divergences between price and an indicator reading?
Please advise

Thanks


QuantShare
2017-03-20 05:45:16

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There are several ways to do this. For example, you can compare the N-bar rate of return.

a = sma(30);
div = perf(a, 10) > 5 and perf(close, 10) < -5;


Oleg
2017-03-20 19:20:35

  0

I see . Thanks. Out of curiosity what are other ways to check for divergences.
Also is there any way to localize a peak on an indicator such as MACD ?

Please advise


QuantShare
2017-03-21 04:34:28

  0

Yes there are other ways. You can for example calculate the slope of each indicator (LinearReg_Slope) and compare it.

To localize a peak you need to access future bars.
However, if you want to detect highest high values of an indicator, please use the "hhv" function.

a = hhv(close, 20); // Highest close over the last 20-bars


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