gap up/down screener

ossebosse · 2020-11-02T11:07:14+00:00

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 Timeframe(daily) Filter = (open>high[1]) or (open 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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11/02/2020 at 12:07 PM #149282 quote
ossebosse
Participant

Junior
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
```
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")
```
11/02/2020 at 6:17 PM #149306 quote
robertogozzi
Moderator

Legend
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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