Hi,

Would like to build a backtestable screen looking for moving average prices. Specifically,  to find when a growing 50 moving average is higher thaa a 200-day moving average ("bulish cross"). How can I build this screen?


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jclifton at 05/14/19 10:58 PM : RE: moving avgs " Okay, I figured it out pbanados, Go to File>Open Database>DBDP-Historical Daily Prices Press OK Open Calculation Expression (Screen>Screen by Calculation Expression) Using the Calculation Expression screen create the following: [C] MovingMean50(i6) > MovingMean200(i6) [C] MovingMean50(i6[Recent-1D]) < MovingM..."

Norman at 05/28/19 7:50 PM : RE: moving avgs " Please note that many discussions in this forum are really old.  This one started in 2012.  Sadly this forum is nearly dead!  Occasionally a new discussion does start up though! ..."

jclifton at 05/14/19 9:39 PM : RE: moving avgs " I, too, would like to know how to determine the point at which one moving average crosses above another.  The article that J Schaefer mentions does a good job of creating a screen in which one moving average is above another, but it does not give details to determine the bullish point at which one crosses another.  Anyone out there f..."

Thomas at 02/07/12 8:53 PM : RE: moving avgs " Under Tips and Tricks, issue #1 deals with moving averages and moving average cross overs. ..."

J Schaefer at 03/12/12 5:08 PM : RE: moving avgs " Here is a link to that Tips and Tricks article that breaks-down creating backtestable moving averages with the Research WIzard. http://www.zacksrw.com/Tips_Tricks1.asp There are many step-by-step articles on the Research Wizard website under that Tips and Tricks tab. Each article covers a different function of the program. Here's a..."


Okay, I figured it out pbanados,

Go to File>Open Database>DBDP-Historical Daily Prices

Press OK

Open Calculation Expression (Screen>Screen by Calculation Expression)

Using the Calculation Expression screen create the following:

[C] MovingMean50(i6) > MovingMean200(i6)

[C] MovingMean50(i6[Recent-1D]) < MovingMean200(i6[Recent-1D])

That should do it. Press OK to insert the into the screener.

Unfortunately, this is not back-testable because we are using Historical Daily Prices.  If you want it back-testable I understand you need to use DBCMHIST - Weekly Historical data.  Your moving means then would be for 10 weeks and 40 weeks.  However, this probably won't give you the exact day when the moving averages cross.


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