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Determine the last bar where a cross occured.
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Determine the last bar where a cross occured.

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Trading Apprentice
Geneva/Switzerland
 
Futures Experience: Beginner
Platform: IB
Favorite Futures: SPY, ES, Crude
 
Posts: 1 since Feb 2015
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Determine the last bar where a cross occured.

Hi,

I would like to modify "MovingAvgCrossover" to add a value, say "lastCross", to store the latest bar (or time) when
the cross happened. This will help me to sort my scan following this value.

def avg1 = MovingAverage(averageType1, price, length1);
def avg2 = MovingAverage(averageType2, price, length2);

plot signal = crosses(avg1, avg2, crossingType == CrossingType.above);

Is there a manner to do this in thinkscript?

Thanks.

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