End of day scan

Optuma Scripting
1

I am trying to set up an end of day scan using the search function (scanning manager). I will try my best to explain it .

MIN L 5 > MIN L 20

Minimum low of last 5 days greater than minimum low of the last 20 days

 

MAX H 7.1 = MAX H 36

Maximum high of last 7 days as of 1 day ago should be equal to the max high of last 36 days

 

MAX H 3.1 < MAX H 36.1

Maximum high of last three days as of 1 day ago to be less than maximum high of last 36 days as of 1 day ago

 

H > MAX H 3.1 * 1.005

Want the high of the set up day to be greater than the maximum high of the last 3 days as of 1 day ago then multiplied by 1.005

 

AVG V 500 >

Average volume of last 50 days be greater than 500,000

2

Hi,

The following script should meet the criteria you are looking for…

//Minimum low of last 5 days greater than minimum low of the last 20 days
V1 = LOWESTLOW(BARS=5) > LOWESTLOW(BARS=20) ;
//Maximum high of last 7 days as of 1 day ago should be equal to the max high of last 36 days
V2 = HIGHESTHIGH(BARS=7) == HIGHESTHIGH(BARS=36) ;
//Maximum high of last three days as of 1 day ago to be less than maximum high of last 36 days as of 1 day ago
V3 = HIGHESTHIGH(BARS=3) < HIGHESTHIGH(BARS=36) ; 
//Want the high of the set up day to be greater than the maximum high of the last 3 days as of 1 day ago then multiplied by 1.005 
V4 = HIGH() >  (HIGHESTHIGH(BARS=3) * 1.005);
//Average volume of last 50 days be greater than 500,000
V5 = MA(VOL(), BARS=50, CALC=Close) > 500000;

V1 and V2 and V3 and V4 and V5