How to test intraday scan on a past date

• 04/16/2018 at 11:22 AM #68466
  alpha1902

  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

  

  alpha1902

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  04/16/2018 at 11:29 AM #68469
  robertogozzi

  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.

   

  

  robertogozzi

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  04/16/2018 at 11:43 AM #68477
  alpha1902

  Excellent – Thank you very much for the prompt response.

  Giu

  

  alpha1902

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