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Date/Time: Sun, 22 Dec 2024 10:13:45 +0000



Post From: Crossover strategy

[2015-02-14 22:28:40]
Sawtooth - Posts: 4141
You can use the same logic concept in post #3 to 'latch' the crossover TRUE to wait for the offset to be reached:
O3:
=IF(CROSSFROMBELOW(C3:C4,D3:D4),TRUE,IF(CROSSFROMABOVE(C3:C4,D3:D4),FALSE,O4))
P3:
=IF(CROSSFROMABOVE(C3:C4,D3:D4),TRUE,IF(CROSSFROMBELOW(C3:C4,D3:D4),FALSE,P4))

Then latch the offset TRUE until the opposite crossover so that you don't get multiple entries:
Q3:
=IF(AND(C4-D4<=0.2,C3-D3>0.2),TRUE,IF(CROSSFROMABOVE(C3:C4,D3:D4),FALSE,Q4))
R3:
=IF(AND(D4-C4<=0.2,D3-C3>0.2),TRUE,IF(CROSSFROMBELOW(C3:C4,D3:D4),FALSE,R4))
(I modified the offset formulas)

Then find the first time they both are TRUE:
K3:
=AND(O3,Q3,Q4=FALSE)
M3:
=AND(P3,R3,R4=FALSE)

You may need to release the double IF latch with another condition to get the exact entries you want. A variation of this concept can be used in a variety of situations.
Date Time Of Last Edit: 2015-02-15 04:55:50