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                                                   Multiple days under SMA 50

  1

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Rodney
2021-02-27 21:58:05


Hello,
I am trying to screen for symbols for the previous N days, where the close of every bar is under the sma(50).

var4 = ref(close,1)<sma(50);
var5 = ref(close,2)<sma(50);
var6 = ref(close,3)<sma(50);
var7 = ref(close,4)<sma(50);
var8 = ref(close,5)<sma(50);
var9 = ref(close,6)<sma(50);

filter = var4 and var5 and var6 and var7 and var8 and var9;

Is there a more efficient way to do this?

Thanks,



David
2021-03-03 23:01:35

  1

Best Answer
Hi

One easy way to do this is via creating a function.

This may seem rather complicated, but once you get the hang of creating functions any idea is possible. I taught myself via the tutorials, downloading and examining functions other people had created, and using online c# tutorials, as my c was pretty rusty.

So the following code appears to work

VectorD close = cFunctions.Close;
VectorD SMA = TA.Sma(50);
bool fail = false;

if (result.Length > (int)Bars[0] )
{
for( int i = (result.Length - (int)Bars[0] - 2) ; i < result.Length ; i++)
{
if ( close[i] > SMA[i]) fail = true;
}
result[result.Length - 1] = fail ? 0 : 1;
}

A variable needs to be created called "Bars" which represents the number of days to look back. So if you called this function SMAUnder , in a dynamic watchlist you would only need one line "filter = SMAUnder(5);" (looking back 5 trading days) you could even add another variable to pass the function the desired SMA #.

If you can't get this working, I would do as I mentioned above, go through the tutorials, download and examine functions others have created from the sharing server to answer questions that the tutorials don't cover, learn c#!

I replied to this not to step you through how to create a function but to show you that if you have ideas' then to really get the most from Quantshare, you will need to get up to speed with creating functions, it took me a while and I'm still learning, but for me the freedom to code idea's makes Quantshare an extremely powerful package (still looking for that winning idea...).

Cheers




Rodney
2021-03-05 17:53:23

  0

David,
Thank you so much. You are correct, I need to learn functions. I did a lot of Visual Basic programming back many years ago. I have been tinkering with Python lately. I should be able to get a handle on C#. Thanks for giving me a great starting point, and the encouragement.

Have a great day.



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