Detect variation between auction closing price and last traded price

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

    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 ?

    10/15/2025 at 10:17 AM #252623 quote
    Iván González
    Moderator
    Master

    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")

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

    robertogozzi thanked this post
    10/15/2025 at 4:03 PM #252637 quote
    jevin
    Participant
    New

    Thank you !

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Detect variation between auction closing price and last traded price


ProScreener: Market Scanners & Detection

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jevin @jevin Participant
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This topic contains 2 replies,
has 2 voices, and was last updated by jevin
4 months, 2 weeks ago.

Topic Details
Forum: ProScreener: Market Scanners & Detection
Language: English
Started: 10/07/2025
Status: Active
Attachments: No files
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