Reply To: Twitter Charts

[Darren]

September 20th Gap in the $SPX: https://twitter.com/Optuma/status/1440999242319945731?s=20

This script can be used to show if there was a gap greater than 0.5% from the low on Friday 17th:

//Set Gap Low Date; LowDate = BARDATE()==STRDATE(DATE=2021-09-17); //Set Gap High Date; GapDate = BARDATE()==STRDATE(DATE=2021-09-20); //Get High / Low values for those days; FriLow = VALUEWHEN(LOW(),LowDate); MonHi = VALUEWHEN(HIGH(),GapDate); //Was there a 0.5% gap down? MonHi < FriLow * 0.995

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//Set Gap Low Date; LowDate = BARDATE()==STRDATE(DATE=2021-09-17); //Set Gap High Date; GapDate = BARDATE()==STRDATE(DATE=2021-09-20); //Get High / Low values for those days; FriLow = VALUEWHEN(LOW(),LowDate); MonHi = VALUEWHEN(HIGH(),GapDate); //Was there a 0.5% gap down? MonHi < FriLow * 0.995

To find if the gap has been filled add this to the last line:

and HIGHESTHIGH(RANGE=Range, RANGESTART=2021-09-20) > FriLow

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and HIGHESTHIGH(RANGE=Range, RANGESTART=2021-09-20) > FriLow

As of Thursday 23rd, 128 of the 150 gaps had been closed.

• This reply was modified 9 months ago by Darren.