hello, is there anyway to make this volume screener into a 15min one? thankyou
MinDailyCapital=100000000
// The minimum total capital traded today, yesterday or the day before. Capital is calculated as price*volume.
MinPrice=0.5
// The minimum price of each security.
PriceCond = 0
IF close >= 0.5 AND close <= 4 THEN
PriceCond = 1
ENDIF
SCREENER [(volume[2]*DClose(2)>MinDailyCapital or volume[1]*DClose(1) > MinDailyCapital or volume*DClose(0)>MinDailyCapital) AND close>MinPrice AND PriceCond] (abs(1-close/Dclose(1))*100 AS "var")
// Sorting criteria of results: highest variations in price today (gains or losses).
// You can include this code in any of your custom scans to use as a filter to exclude securities with low volatility and price.
As any screener, you can use it on any TF you want (among those in the ProScreener dropdown list).
To tie it to a 15-munute TF you can add the TIMEFRAME keyword:
Timeframe(15 minutes)
MinDailyCapital=100000000
// The minimum total capital traded today, yesterday or the day before. Capital is calculated as price*volume.
MinPrice=0.5
// The minimum price of each security.
PriceCond = 0
IF close >= 0.5 AND close <= 4 THEN
PriceCond = 1
ENDIF
Timrframe(deafult)
SCREENER [(volume[2]*DClose(2)>MinDailyCapital or volume[1]*DClose(1) > MinDailyCapital or volume*DClose(0)>MinDailyCapital) AND close>MinPrice AND PriceCond] (abs(1-close/Dclose(1))*100 AS "var")
// Sorting criteria of results: highest variations in price today (gains or losses).
// You can include this code in any of your custom scans to use as a filter to exclude securities with low volatility and price.
Beware of the 254-bar limit of ProScreener, it might not return valid results when more than 254 bars are used.
If you plan to use the above screener, please check results as DCLOSE refers to the close of a Daily bar and DCLOSE(2) to the bar of the day before yesterday. Each day is made by roughly 24*4 (=96 candles, it depends on trading hours) so it could easily exceed the above said limit (1 minute will, for sure!).