Checking daily criteria in an intraday screener possible?

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  • #218551

    Hello guys,
    I use a simple Engulfing Pattern screener on a M15 chart on all Nasdaq stocks. Now I want to use a volume and price filter and the daily chart should have more than 250 candles.
    The following filter is working perfect if I use the screener on a daily timeframe but I am not sure how to apply these filters in a M15 screener. Can somebody help me?

    I only want to see stocks which have an average volume of at least $10 million and 100k shares per day in the last 30 days.


    I just searched the forum and found this. Would this be correct in my case?



    The code is correct, but I fear it won’t work correctly because of the 256-bar limit with IG (even with PRT Premium, 1024 bars are not enough), as in a single day thare are 96 15-minute bars, which yields 24K bars when multiplied by 250 days.


    1 user thanked author for this post.

    Thank you, I will remove the barindex condition then.


    Hello again,

    I have another question regarding the same topic. I use an intraday screener and want to check very simple daily criteria but there must be something wrong with my code.

    As you can see I want the current price above the EMA50 and the EMA50>EMA100. This is my very simple trend definition. Then I want a minimum average volume of 300k shares in the last 3 days. Price must be >10 USD and the daily price range of yesterday must be > 1 USD.

    When I start the screener it doesn’t find anything. Can anyone help me with this? Thank you!


    Hi @marie123

    You say “I want the current price above the…” but you use “Close[1]” which is yesterday’s Close price…?

    The same goes for EMA50 and EMA100, you also use yesterday’s values here…

    Why do you use a second time frame (Default)…???

    Don’t you mean just the screener below…

    1 user thanked author for this post.

    Hello JS,

    I am sorry, that was a misunderstanding. You are absolutely right. I want yesterday’s close price above yesterday’s EMA50 and yesterday’s EMA50 must be above yesterday’s EMA100. Additionally I want minimum 300k as the average volume of the last 3 days, yesterday’s close above 10 USD and yesterday’s price range must be > 1 USD.

    These are only the criteria for the daily timeframe. If they are all met, my intraday M15 screener looks for engulfing patterns. Therefore I use the screener on the M15 timeframe but I need to be sure that the daily criteria are also met. I just don‘t know how exactly I refer to daily criteria in an M15 screener.


    Hi @marie123

    Is this what you meant…

    1 user thanked author for this post.

    This is exactly what I mean. Your coding style is so „elegant“, I definitely need to learn that style too.

    Just one thing: I want to optimize the screener therefore the calculation for the M15 engulfing pattern must only be done if the daily criteria are met. Therefore I used the syntax „if filter then“.

    That has the following reason: In the future I won‘t only scan for an engulfing pattern on the M15 but I want to screen for more complex structures like double tops or double bottoms. And it‘s unnecessary work to screen for a complex pattern if the (simple) daily criteria are not fulfilled.


    When you use the condition “filter” in the “screener[filter…]” then only the stocks where these conditions are true are selected (here on a daily basis)…
    So, the screener does already what you want…

    1 user thanked author for this post.

    Then I will use it exactly as you coded it.

    Thank you very much for your help!

    1 user thanked author for this post.
    avatar JS
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