Percent of Time Spent Above a Moving Average

This indicator returns the percent of time a security spent trading above a certain moving average. You just have to specify the lookback period and the moving average period and the indicator will calculate the number of bars where the security traded above its N-bar moving average and divide that result by the total number of bars (lookback).

Example:
perf1 = perf(PTAboveSma(100, 10), 20);
perf2 = perf(close, 20);
buy = cross(close, sma(10)) and perf1 > 0 and perf2 < 0;


The above trading system enters long when the security crosses above its 10-bar simple moving average and at the same time there is a divergence between the price series and the percentage of time spent above the 10-bar moving average. The divergence is detected by comparing the 20-bar rate of return of the close series and the "PTAboveSma" trading indicator.

Technical Analysis

• FirstTradingDOM
• Time-series location relative to its high and low
• Transform any order into a limit order selectively based on a trading rule
• Technical Analysis Continuation Pattern: Ascending Triangle Indicator
• Average Maximum Drawdown
• Deutscher Aktienindex (DAX)
• Stocks at All Time Highs/Lows
• Commitments of Traders
• Percentage of Stocks Trading Above their Pivot Point
• 10-bar moving average return for S&P 500 stocks
• More trading objects...

Fundamental Analysis

• Balance Sheet Data
• AAII Bull Ratio Sentiment Index
• Historical economic calendar data by currency symbol
• Index Investment Data for U.S. Futures Markets
• Commitments of Traders - Historical Data
• Next Split Ex-Date In Days
• Identify Spilts Screener Script
• US Consumer Sentiment
• Earnings database
• Media sentiment alerts
• More trading objects...