Reply To: Scripting TS strategy

Optuma Forums Optuma Scripting Scripting TS strategy Reply To: Scripting TS strategy

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Hi Rafi,

When looking for the low values 4 periods ago you need to use LOW()[4] and not LOW(Day(PERIODAMOUNT=4)) – this converts the data from a one day to 4 day bar.

However, we can use the TimeSinceSignal function to count the days since the previous 20 day low signal instead of a line for each day:

When added to a watchlist of the S&P500 stocks there were 3 results as of Friday’s data:


Let me know what you think!

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