Fiilled Gap Screener

• 12/17/2018 at 2:00 AM #87245
  andy1987

  Hi everybody!

  Could someone help me create a screener that shows:

   

  gap with big volume, formed during the last 3 months?

  and if possible  gaps that are are going to be filled completely?

   

  Thanks

  

  andy1987

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  12/17/2018 at 7:13 AM #87247
  andy1987

  or better, i need this…

  gap with big volume, that are are almost filled ?

  Thanks

   

  

  andy1987

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  12/18/2018 at 11:58 AM #87353
  robertogozzi

  Two questions:

  1. are you using it on a Daily or Weekly TF?
  2. the big volume must be detected on the candle forming the gap?

   

  

  robertogozzi

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  12/19/2018 at 8:10 AM #87414
  andy1987

  Hi, daily timeframe, and yes bigger than average volume on the candle forming the gap.

  Forgot to say that i operate short, but maybe is useful also the long version,  if someone is interested.

   

  I attach down here the code for find out down candles on big volume, but is it possible to extend the search to all the down candles on big volume formed during the last month or week? (daily timeframe)

  DOWN ON BIG VOLUME

  avgv = average[30](volume) condition = variation(close)<-10 AND volume>avgv*2 SCREENER [condition](variation(close))

  1 2 3 4 5

  avgv = average[30](volume)   condition = variation(close)<-10 AND volume>avgv*2   SCREENER [condition](variation(close))

   

  Thank you!

  

  andy1987

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  12/19/2018 at 8:48 AM #87416
  Vonasi

  andy1987 – please use the ‘Insert PRT Code’ button when putting code in your posts to make it more readable. I have tidied up your post for you. 🙂

  

  Vonasi

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  12/19/2018 at 11:50 AM #87431
  robertogozzi

  A screener can only return conditions based on current data, while a candle is forming.

  The condition, to be applied to the current candle, can be any previous combination (with a 254-bar lookback limit) of conditions, but can return just one numeric criterion, so if you want to know whether there have been big volume candles within the last 254 bars it can be done, but if you want to know WHICH previous candle was a big one…. well just one can be returned!

  To recap, please specify what you exactly want.

  

  robertogozzi

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  12/20/2018 at 3:03 AM #87501
  andy1987

  hi! sorry, i don’t need to know which one, i can easily see it, i need only the screener returns me, if, within the selected period, there have been candles with volume.

   

  Not sure if i’m clear but i need 2 separate screener, the one that i explained up here, and another identical for find  gap with volume.

  With the additional condiztion: at least 50% filled, if possible.

   

  thanks

  

  andy1987

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  12/20/2018 at 10:10 AM #87509
  robertogozzi

  This is the screener to detect whether within the last 3 months (65 daily bars approx., but you can easily change this number) there have been BIG VOLUME CANDLES. I also made it as an indicator so that you can put on your charts, beyond scanning markets live:

  Big Volume Candle screener

  TIMEFRAME(Daily) avgvD = average[30](volume) conditionD = variation(close) <= 10 AND volume > avgvD * 2 SCREENER[summation[65](conditionD)]

  1 2 3 4

  TIMEFRAME(Daily) avgvD      = average[30](volume) conditionD = variation(close) <= 10 AND volume > avgvD * 2 SCREENER[summation[65](conditionD)]

  Big Volume Candle indicator

  avgvD = average[30](volume) conditionD = variation(close) <= 10 AND volume > avgvD * 2 RETURN conditionD

  1 2 3

  avgvD      = average[30](volume) conditionD = variation(close) <= 10 AND volume > avgvD * 2 RETURN conditionD

  As to the second screener do you want to see when a GAP is almost filled AND there is a BIG VOLUME CANDLE, what do you exactly mean by “and another identical to (edit: not for) find gap with volume“?

  

  robertogozzi

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