Candle close across EMA and VWAP

[ecommbiz]

hi, is it possible to create a scanner that scans for candles that cuts across(or touches) 2 exponential moving averages(one faster one slower) and the VWAP and closes either the high of the higher EMAs or VWAP or the low of the lower EMA and VWAP?

So basically the scan only appears when in the same candle, it cuts across or wicks across 2 EMAs and VWAP and closes on the extreme end of them.

 

[SleepyZ]

hi, is it possible to create a scanner that scans for candles that cuts across(or touches) 2 exponential moving averages(one faster one slower) and the VWAP and closes either the high of the higher EMAs or VWAP or the low of the lower EMA and VWAP?

So basically the scan only appears when in the same candle, it cuts across or wicks across 2 EMAs and VWAP and closes on the extreme end of them.

Here are 2 scan possibilities

input len1 = 8;
input len2 = 21;

plot ema1  = ExpAverage(close, len1);
plot ema2  = ExpAverage(close, len2);
plot vwap  = reference VWAP();

def hh     = max(ema1, max(ema2, vwap));
def ll     = min(ema1, min(ema2, vwap));

plot scanup  = between(ema1, low, high) and between(ema2, low, high) and between(vwap, low, high) and  (absvalue(hh - close) < absvalue(ll - close));
scanup.SetPaintingStrategy(PaintingStrategy.BOOLEAN_ARROW_UP);

input len1 = 8;
input len2 = 21;

plot ema1  = ExpAverage(close, len1);
plot ema2  = ExpAverage(close, len2);
plot vwap  = reference VWAP();

def hh     = max(ema1, max(ema2, vwap));
def ll     = min(ema1, min(ema2, vwap));

plot scandn  = between(ema1, low, high) and between(ema2, low, high) and between(vwap, low, high) and  (absvalue(hh - close) > absvalue(ll - close));
scandn.SetPaintingStrategy(PaintingStrategy.BOOLEAN_ARROW_down);

 

[ecommbiz]

Here are 2 scan possibilities

works great thanks!

 

[ecommbiz]

Here are 2 scan possibilities

i noticed that here are some candles that appear in the scan even though they do not close below both EMAs and VWAP and vice versa. possible to help correct this? thanks alot!

 

[SleepyZ]

i noticed that here are some candles that appear in the scan even though they do not close below both EMAs and VWAP and vice versa. possible to help correct this? thanks alot!

This should help. I misinterpretend close to mean closest to hh or ll, not above or below hh or ll.

input len1 = 8;
input len2 = 21;

plot ema1  = ExpAverage(close, len1);
plot ema2  = ExpAverage(close, len2);
plot vwap  = reference VWAP();

def hh     = max(ema1, max(ema2, vwap));
def ll     = min(ema1, min(ema2, vwap));

plot scanup  = between(ema1, low, high) and between(ema2, low, high) and between(vwap, low, high) and  (absvalue(hh - close) < absvalue(ll - close)) and close > hh;
scanup.SetPaintingStrategy(PaintingStrategy.BOOLEAN_ARROW_UP);

input len1 = 8;
input len2 = 21;

plot ema1  = ExpAverage(close, len1);
plot ema2  = ExpAverage(close, len2);
plot vwap  = reference VWAP();

def hh     = max(ema1, max(ema2, vwap));
def ll     = min(ema1, min(ema2, vwap));

plot scandn  = between(ema1, low, high) and between(ema2, low, high) and between(vwap, low, high) and  (absvalue(hh - close) > absvalue(ll - close)) and close < ll;
scandn.SetPaintingStrategy(PaintingStrategy.BOOLEAN_ARROW_down);

 

[ecommbiz]

This should help. I misinterpretend close to mean closest to hh or ll, not above or below hh or ll.

thank you!

 

[ecommbiz]

This should help. I misinterpretend close to mean closest to hh or ll, not above or below hh or ll.

Can i request for a modification of the above?
2 EMAs, one faster and one slower and vwap.
If the faster ema is above the slower and vwap, the candle cuts below the faster ema and closes above.
If the faster ema is below the slower and vwap, the candle cuts above the faster ema and closes below.
Rule:The candle should only cut the faster EMA and not the slower ema and vwap.
Can this 2 emas be also available in different timeframe(aggregation period) and one version with vwap and another without vwap.
Thanks!