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Date/Time: Mon, 25 Nov 2024 20:44:46 +0000



Post From: Some more alert help please...

[2024-02-06 20:19:40]
cmet - Posts: 551
Here's a long form not using the crossover with individual long and short. Might help help you out. I'm assuming ID14 is your VWAP.

Long:

AND(ID1.SG1 > ID8.SG1, ID1.SG1[-1] < ID8.SG1[-1], ID1.SG1 >= ID14.SG1 + 4*TICKSIZE)

Short:

AND(ID1.SG1 < ID8.SG1, ID1.SG1[-1] > ID8.SG1[-1], ID1.SG1 <= ID14.SG1 - 4*TICKSIZE)