gap up/down screener

• 11/02/2020 at 12:07 PM #149282
  ossebosse

  Greetings!

  Im using this gap screener to get access the daily gap ups/downs, and trade them 30 minutes after the market opens. Therefore I need the list of stocks sorted between 0-100 %, in that way where 0 is the most prioritized. “Priority”in the code below gives how many % the close is from either the low or high (whichever of the two has the shortest distance) of the 09:00 – 09:30 candlestick.

  It doesnt work as intended, some stocks sometimes show priority=0 when the high != close for example. Can you see my mistake?

  Thank you

   

  Screener

  Timeframe(daily) Filter = (open>high[1]) or (open<low[1]) timeframe(30 minutes) if time => 090000 and time < 093000 then priority = 100 * min((ABS(high-close)/close),(ABS(close-low)/close)) endif SCREENER[ filter ](priority as "priority")

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  Timeframe(daily)   Filter = (open>high[1]) or (open<low[1])   timeframe(30 minutes)   if time => 090000 and time < 093000 then   priority = 100 * min((ABS(high-close)/close),(ABS(close-low)/close))   endif     SCREENER[ filter ](priority as "priority")

   

  

  ossebosse

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  11/02/2020 at 6:17 PM #149306
  robertogozzi

  Because between 9 and 9:30 you only select priority, not the filter which is on a daily TF.
  Try this one:

  Timeframe(daily) Filter = (open>high[1]) or (open<low[1]) timeframe(30 minutes) TimeOK = 0 if time => 090000 and time < 093000 then TimeOK = 1 priority = 100 * min((ABS(high-close)/close),(ABS(close-low)/close)) endif SCREENER[ Filter AND TimeOK ](priority as "priority")

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  Timeframe(daily) Filter = (open>high[1]) or (open<low[1]) timeframe(30 minutes) TimeOK = 0 if time => 090000 and time < 093000 then    TimeOK = 1    priority = 100 * min((ABS(high-close)/close),(ABS(close-low)/close)) endif SCREENER[ Filter AND TimeOK ](priority as "priority")

   

   

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  ossebosse

  

  robertogozzi

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