Detect variation between auction closing price and last traded price

Viewing 3 posts - 1 through 3 (of 3 total)

Author

Posts
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

Legend
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 !
Author

Posts

Viewing 3 posts - 1 through 3 (of 3 total)

You must be logged in to reply to this topic.

Login your account

New

Stuck on this ProBuilder code?

Describe what this topic is trying to build, in plain English, and ProRealAI writes the ProRealTime™ indicator, screener or system for you.

Available in 7 languages

Detect variation between auction closing price and last traded price

ProScreener: Market Scanners & Detection

New Reply

Author

jevin @jevin Participant

Summary

This topic contains 2 replies,
has 2 voices, and was last updated by jevin
11 months, 1 week ago.

Topic Details

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

Loading...