Syntax
public bool CrossOverWithin(int bar, DataSeries Series1, DataSeries Series2, int WithinBars)
Parameter Description
| bar |
Bar |
| Series1 |
First data series |
| Series2 |
Second data series |
| WithinBars |
Within N bars |
Description
Returns
true for the specified
bar if
Series1 has crossed over
Series2 within the specified number of
WithinBars AND has not crossed below since the most-recent crossover event.
Original function created for WL4 by Robert Sucher.
Example
using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;
using Community.Components;
namespace WealthLab.Strategies
{
public class MyStrategy : WealthScript
{
protected override void Execute()
{
// create an instance of the SeriesHelper object
SeriesHelper sh = new SeriesHelper(this);
for(int bar = 20; bar < Bars.Count; bar++)
{
if (IsLastPositionActive)
{
//code your exit rules here
}
else
{
if (sh.CrossOverWithin (bar, Close, SMA.Series(Close,20), 5))
BuyAtMarket( bar+1 );
}
}
}
}
}