Stock Screener

Moving Average Crossovers

• Crossovers are calculated using exponential moving averages (EMA).
• See Two Moving Averages for further details.
• Returns the number of days since the crossover occurred.

Hint

The filter only includes stocks where the crossover has occurred and not yet reversed -- so the first moving average is still above (or below) the second.

Signals

• Bull Signal
  When the fast moving average crosses to above the slow moving average.
• Bear Signal
  When the fast moving average crosses to below the slow moving average.

Example 1: Trend Reversal

Example 2: Bullish Crossover

Example 3: Bearish Crossover

To Set the Moving Average Crossover:

1. Open the Moving Average (Exponential) filter
2. Use the drop-down to select the first moving average or "Close" if you want to identify closing price crossovers
3. Choose above (Bull signal) or below (Bear signal)
4. Select a second moving average or "Close"
5. Select the number of days within which the crossover must have occurred or excluded
6. Click Add to add the filter.

Example 4: Long-term up-trend

To screen for stocks that are in a long-term up-trend:

1. Open the Moving Average (Exponential) filter
2. Set a faster moving average (e.g. 5-day) as the first moving average
3. Select above (Bull signal)
4. Set a slower moving average (e.g. 100-day) as the second moving average
5. Enter within all (or 9999) trading days
6. Add the filter to your screen

Hint

Sort the return by clicking on the column heading EMA(5,100).

The higher the number in the EMA(5,100) column, the longer the fast MA has remained above the slow MA (21 days is 1 month; 63 days is 3 months).