crossOver, crossUnder

crossOver (vars Data1, vars Data2) : bool

crossUnder (vars Data1, vars Data2) : bool

crossOver (vars Data, var Border) : bool

crossUnder (vars Data, var Border) : bool

Determines if the Data1 series crosses over or under the Data2 series, or over or under a fixed Border value between the previous and the current bar. Often used for trade signals.

crossOver (vars Data1, vars Data2, int TimePeriod) : int

crossUnder (vars Data1, vars Data2, int TimePeriod) : int

crossOver (vars Data, var Border, int TimePeriod) : int

crossUnder (vars Data, var Border, int TimePeriod) : int

Returns the bar offset of the last crossing (1 = between the previous and the current bar), or 0 when no crossing occurred within the TimePeriod.

touch (vars Data1, vars Data2) : bool

touch (vars Data, var Border) : bool

Determines if the Data1 series touches or crosses the Data2 series or a fixed Border value from any direction.

Parameters:

Data1	First time series.
Data2	Second time series
Border	Border value
TimePeriod	Number of series elements to test

Returns:

true or bar offset if the first series crosses the second, false or 0 otherwise.

Modifies

rMomentum - Data movement in percent per time frame at the time of the crossing; indicates the 'speed' of the crossover.

Algorithms:

bool crossOver(var* Data1,var* Data2) { return (Data1[0] > Data2[0]) && (Data1[1] <= Data2[1]); }
bool crossUnder(var* Data1,var* Data2) { return (Data1[0] < Data2[0]) && (Data1[1] >= Data2[1]); }
bool crossOver(var* Data,var Border) { return (Data[0] > Border) && (Data[1] <= Border); }
bool crossUnder(var* Data,var Border) { return (Data[0] < Border) && (Data[1] >= Border); }

Remarks:

The data series must have a minimum length of 2, resp. TimePeriod.
For a fuzzy logic version that also detects 'almost crossovers', use crossOverF / crossUnderF.
For checking if a crossover occurred exactly n bars before, use crossOver(Data1+n,Data2+n).
For getting the Close price at the last crossover, use priceC(crossOver(Data1,Data2,LookBack)).
For predicting a future crossover, or for detecting only 'strong crossovers', use the predict function.
Identical values of the two series for several bars will not produce a crossover signal. If that is desired, use the touch function.

Example:

function run()
{
  vars Price = series(priceClose());
  vars SMA100 = series(SMA(Price,100));
  vars SMA30 = series(SMA(Price,30));

  if(crossOver(SMA30,SMA100))
    enterLong();
  else if(crossUnder(SMA30,SMA100))
    enterShort();
}