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Signal on marker crossover

Sol
asked this on August 31, 2010 07:32

Hello,

I am trying to set a signal only when a price crosses a marker.

 

For example, I would like to have a signal when price crosses vwap from below. If I do simple CL > VWAPI I get all the bars

above vwap signaled. I want to get it signaled only when it crosses (that means, using LAST price and not close of bar since that will cause a delay).

 

Also, how can I have the signal ignore the first trading hour in order to reduce signals?

 

Thank you

 

Comments

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White Tiger Financial - Bob Hoffman
Ajax_loader_small Answer

Sol, try this...

(CL > VWAP) AND (CL.1 < VWAP.1) AND (Time > STIME) where STIME is set to the appropriate number of seconds since beginning of session.

September 20, 2010 11:01
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White Tiger Financial - Bob Hoffman
Ajax_loader_small Answer

Correction: instead of (Time > STIME) it should be something like (STIME > 3600)

where 3600 is the number of seconds from beginning of sessoin

September 20, 2010 11:10