Help Debugging Range Compression in Screener

• 06/25/2025 at 6:19 PM #248540
  David1998P

  Hello everyone,

  I’m struggling with implementing a proper range compression check in my screener. The requirement is:

  Current candle’s range (high and low) must be fully contained within the range established by bars 5-14 ago (10 bars total).

  I’ve tried several approaches but stocks making new highs are still appearing in results:

  // Attempt 1: Using built-in functions startIdx = 5 length = 10 windowHigh = Highest[length](High[startIdx]) windowLow = Lowest[length](Low[startIdx]) rangeCompression = High <= windowHigh AND Low >= windowLow

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  // Attempt 1: Using built-in functions   startIdx = 5   length = 10   windowHigh = Highest[length](High[startIdx])   windowLow = Lowest[length](Low[startIdx])   rangeCompression = High <= windowHigh AND Low >= windowLow

  // Attempt 2: Manual FOR loop windowStart = 5 windowEnd = 14 windowHighestHigh = High[windowStart] windowLowestLow = Low[windowStart] FOR i = windowStart TO windowEnd DO IF High[i] > windowHighestHigh THEN windowHighestHigh = High[i] ENDIF IF Low[i] < windowLowestLow THEN windowLowestLow = Low[i] ENDIF NEXT rangeCompression = High <= windowHighestHigh AND Low >= windowLowestLow

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  // Attempt 2: Manual FOR loop   windowStart = 5   windowEnd = 14   windowHighestHigh = High[windowStart]   windowLowestLow = Low[windowStart]      FOR i = windowStart TO windowEnd DO       IF High[i] > windowHighestHigh THEN           windowHighestHigh = High[i]       ENDIF              IF Low[i] < windowLowestLow THEN           windowLowestLow = Low[i]       ENDIF   NEXT      rangeCompression = High <= windowHighestHigh AND Low >= windowLowestLow

  What am I missing? I’ve confirmed that stocks breaking to new highs (where current High > any High from 5-14 bars ago) are somehow passing this filter.

  Could anyone spot an issue with my implementation or suggest a bulletproof way to ensure the current candle is ENTIRELY contained within the historical range?

  Thanks in advance!

  David

  

  David1998P

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  06/25/2025 at 7:59 PM #248541
  JS

  Hi David,
  I tested your first version of the screener on the U.S. stock market, and the results were in line with the screener itself…
  Do you have an example of where things are going wrong on your end?

  

  JS

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  07/01/2025 at 6:39 AM #248603
  Iván

  Hi, I have tried it too and it works correctly.
  Is it possible that you have tested it with the market open on assets that you don’t have real time? In that case you have to look at the previous candle.

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  David1998P

  

  Iván

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  07/07/2025 at 5:59 PM #248708
  David1998P

  Yes exactly this, thanks

  

  David1998P

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