Reply To: Changesincesignal() Calculation

[Darren]

Hi Andrew,

It uses the closing price of the signal bar. This calculates the change since the close crosses the 50 period MA:

V1 = CLOSE() Crosses MA(BARS=50, CALC=Close); CHANGESINCESIGNAL(V1)

1 2 3 4

V1 = CLOSE() Crosses MA(BARS=50, CALC=Close); CHANGESINCESIGNAL(V1)

In this example, AAPL has gained 6.21% since it last crossed the moving average 10 days ago, as measured using the Time Price Measure tool from the closing price:

1 user thanked author for this post.

Andrew Cassidy