Multiple days under SMA 50 - Trading Software

Multiple days under SMA 50

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

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

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.

Get more messages

No more messages

Back


Trading Items Time Under Water - Drawdown GMMA - Guppy Multiple Moving Average Days To Next Date Singapore Exchange EOD Data - SGX - Last 20 days Cross Above 200 SMA on Average Volume Strategy	How-to Lessons How to remove non-active securities How to create a screen How to quickly download the most recent EOD data for your stocks How to import trading data from CSV files How to quickly add a ticker symbol
Related Forum Threads Composite tickers under custom database Trading System using multiple time frames Angle of an SMA line Ability to open multiple watchlist windows Ability to edit multiple money management scripts at once	Blog Posts Technical Analysis Using Multiple Timeframes Correlation Between Multiple Trading Systems Compare Multiple Securities in a Single Chart Technical Analysis Using Multiple Timeframes - Second Part Backtesting trading strategies using intraday data