Detect variation between auction closing price and last traded price

• 10/07/2025 at 1:18 PM #252256
  jevin

  I would like to develop a screener that compares the auction price during the auction, with the last traded price before the auction. The purpose is to identify securities where the auction is about to close at a price which is significantly different to the last traded price. Can anyone please assist ?

  

  jevin

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  10/15/2025 at 10:17 AM #252623
  Iván

  Maybe you can use this:

  Mincap = 1000000*500 timeframe(daily) cap = average[20](volume*close) timeframe(default) for i=0 to 255 do if intradaybarindex[i]=0 then LastClose = close[i+1] break endif next diff = (close-LastClose)/LastClose * 100 screener[cap>Mincap](diff as "%", LastClose as "LastC")

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  Mincap = 1000000*500 timeframe(daily) cap = average[20](volume*close) timeframe(default) for i=0 to 255 do    if intradaybarindex[i]=0 then       LastClose = close[i+1]       break    endif next diff = (close-LastClose)/LastClose * 100 screener[cap>Mincap](diff as "%", LastClose as "LastC")

  you can add to the screener condition of diff. screener[diff>4 or diff<-4]

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  robertogozzi

  

  Iván

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  10/15/2025 at 4:03 PM #252637
  jevin

  Thank you !

  

  jevin

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