[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Containment



PureBytes Links

Trading Reference Links

Hello List,

We usually test for specific
- events  {like   cross(C,Mov(C,5,S))   }
- states   {like   C>Mov(C,5,S))  }

Could someone please suggest a piece of "instrumental" code to check whether
one event is contained within another event? That is, one necessarily
happens when another happens?
Like, when C crosses above Mov(C,10,S)  it obviously crosses above Mov( C,9,
C,8, C,7 etc.) at the very same day.

This would allow us to maybe locate redundant signals, when a number of
indicators point to one fact on the very same day, and see where and when
certain some of these indicators would be unique.

Any idea please?

Thanks,
Yarroll