Scanner for all hits in all data

Optuma Forums Optuma Scripting Scanner for all hits in all data

This topic contains 4 replies, has 3 voices, and was last updated by Darren Darren 1 month, 3 weeks ago.

Viewing 5 posts - 1 through 5 (of 5 total)
  • Author
    Posts
  • #48167

    Andy
    • Topics: 11
    • Replies: 10
    • Posts: 21

    Hi. Today we had the 6th day on the SPX with a lower high and lower low.  I created a script to find this and then created a scan from that script.  It always finds the first occurrence matching. How can I change the scanner to find all matching occurrences?

    Thanks. Andy

    #48171
    Darren
    Darren
    • Topics: 29
    • Replies: 152
    • Posts: 181

    Hi Andy,

    The scanning manager will only show the first instance, so might be best to use the Show Bar instead. Did you use the Days Down function DD()? By default it uses closing prices, but you can nest the high and low values:

    Here’s the SPX, showing this happened on Friday for the first time since May 2012:

    Capture

    You need to go back to 2001 for 7 consecutive high/lows.

    #48175

    Andy
    • Topics: 11
    • Replies: 10
    • Posts: 21

    Darren – Thanks. I did it the brute force script way.  But now I like your method better.

    Andy

    1 user thanked author for this post.
    #48267

    Mohd
    • Topics: 11
    • Replies: 14
    • Posts: 25

    Hi

    But for Higher high and Higher low.

    #48307
    Darren
    Darren
    • Topics: 29
    • Replies: 152
    • Posts: 181

    Hi Mohd,

    Instead of using DD() for Days Down use DU() for Days Up, so to show 6 consecutive higher highs use DU(HIGH())==6.

    Remember you can nest indicators as well, so use this in a Watchlist column to calculate consecutive higher volume days: DU(VOL())

    Capture

    So DTE has had 6 consecutive days with higher volume, although it has lost 3.65% over those 6 days since volume was down:

    CHANGESINCESIGNAL(DD(VOL()))

Viewing 5 posts - 1 through 5 (of 5 total)

You must be logged in to reply to this topic.

Pin It on Pinterest

By continuing to use the site, you agree to the use of cookies. more information

The cookie settings on this website are set to "allow cookies" to give you the best browsing experience possible. If you continue to use this website without changing your cookie settings or you click "Accept" below then you are consenting to this.

Close