Multiple criteria over several bars

Optuma Scripting
1

Hello

 

How do I check if two criteria are met over x number of bars?

 

For example, I would like to see if I get a MA crossover near (say within 3 bars) when another MA turns down? I can get a result if both events occur on the same bar, but how do I see those instances where both events happen within 3 bars?

 

Thanks
Steve

 

2

Hi Steve,

You can use the “TimeSinceSignal()” function to get how many bars since the event occurred. So with this we just need to make sure that each TimeSince is less than 4 bars.

eg

Sig1 = {Signal Script 1}; Sig2 = {Signal Script 2};

(TimeSinceSignal(Sig1) < 4) AND (TimeSinceSignal(Sig2) < 4)

This will only trigger if they are both within 3 days of each other. Note that you may get multiple results. If that is the case you can use a NoRepeat() function to limit it to 1.

See https://help.optuma.com/kb/faq.php?id=1030 for more info on the function.

Hope that helps

Mathew