How to test intraday scan on a past date

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  • #68466 quote
    alpha1902
    Participant
    Junior

    Hi
    I want to develop a scan who select stocks based on intraday criteria, for instance a pattern on a 5 minutes chart and I want to test it on a past date.

    How can I specify to the intraday scanner  the specific date in the past to run the scan, different from the default latest market day?

    For instance if I see the signal conditions appeared on stock X last Wednesday at 14:10 on a five minutes candle I would like to be able to specify Wednesday date to the scanner and check that the stock gets actually selected at that time.

    I can easily select the time of the day and it works fine on last day data, but I do not know how to specify a different date in the past.

    To select the time to test the filter on last market day, knowing there was a signal on a 5 minutes candle starting at 14:10, the code is:

    TIMEFRAME(5 minutes)

    EndTime = 141500

    If (Time < EndTime) THEN

    Filter = <your filter on pattern>

    Endif

    SCREENER[Filter](DAY AS “Date”)

    This works fine on default latest market day.

    I would expect there should be an environment variable to place at the beginning of the code that allows to specify a different date to run the scanner.

    Thanks for any suggestion!

    Giu

    #68469 quote
    robertogozzi
    Moderator
    Master

    ProScreener can only work live!

    To scan past data you should use either a strategy (ProOrder) or an indicator (ProBuilder).

    Just convert your screener code to ProOrder/ProBuilder and you will be able to see what you want.

    #68477 quote
    alpha1902
    Participant
    Junior

    Excellent – Thank you very much for the prompt response.

    Giu

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How to test intraday scan on a past date


ProScreener: Market Scanners & Detection

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alpha1902 @alpha1902 Participant
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This topic contains 2 replies,
has 2 voices, and was last updated by alpha1902
7 years, 11 months ago.

Topic Details
Forum: ProScreener: Market Scanners & Detection
Language: English
Started: 04/16/2018
Status: Active
Attachments: No files
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