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
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.
Correction: instead of (Time > STIME) it should be something like (STIME > 3600)
where 3600 is the number of seconds from beginning of sessoin