I was looking for a TOS script that scans and alerts the stocks whose price is above 5, 10 and 20 SMA and VWAP at 5 minutes for intraday and day for a longer time frame.

I know it can be done for a one time frame using the default study Movingavgcrossover but how to do it for multiple timeframe and VWAP. Please look into the attached images for example.

Thanks

 

Code

def ma5 = SimpleMovingAvg(length=5); def ma10 = SimpleMovingAvg(length=10); def ma20 = SimpleMovingAvg(length=20); plot result = ma5 < close AND ma10 < close AND ma20 < close AND vwap < close;

Create two custom filters in your Scan tab and set one to 5M and the other to Day.




You can then save this as a watchlist and then set the watchlist to alert you on changes.