How to calculate days since moving average crossover?

I'm trying to determine the number of days that have passed since the beginning of a trend, e.g. when price has moved above the 200 day moving average (SMA). For example:

require(quantmod)
ticker <- "QQQ"
x <-getSymbols(ticker, auto.assign = FALSE)
sma <- SMA(Ad(x), 200)

I'm trying to return a variable that ranges from 0 (first day crossing ov开发者_如何转开发er the 200 day SMA) to X or -X, depending on whether price is trending above the SMA or below.

Can it be done without a for loop?

This function will return the number of days since the Adjusted price crossed its moving average (zero on the day it crosses). The number of days will be a negative number if the current price is below the MA, and will be positive if the current price is above the MA.

x is an xts object with an Adjusted column, and n is the n to use for the SMA

DaysSinceMACross <- function(x, n) {
  prem <- Ad(x) - SMA(Ad(x), n) 
  prem[seq_len(n)] <- 0        
  x$grp <- cumsum(c(0, diff(prem > 0, na.pad=FALSE)) != 0)
  x$sign <- sign(prem)
  x$days <- ave(prem, x$grp, FUN=function(xx) 0:(NROW(xx) - 1))
  x$days * x$sign 
}

x <-getSymbols(ticker, src='yahoo', to='2012-10-22', auto.assign = FALSE)

R> tail(DaysSinceMACross(x, 10))
#           days
#2012-10-15   -5
#2012-10-16    0
#2012-10-17    1
#2012-10-18    0
#2012-10-19   -1
#2012-10-22   -2