5 minute candle screener

• 11/22/2018 at 10:39 AM #85461
  Yas1311

  Hi guys i was hoping you can help me build a screener for the following scenario.

  Opening 5 minute candle of the day (american market) 2.30pm start time.

  Screener filters only those companies where the first 5 minute candle opens and closes plus 3% or more.

  The candle closes at the high or maximum 15% away from high.

  Only create a list for from 2.30-2.35pm when amercian market opens.

   

  It would be fantastic if you can help!

   

  thanks

  

  Yas1311

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  11/22/2018 at 11:22 AM #85468
  robertogozzi

  This should do

  IF IntradayBarIndex = 0 THEN c1 = 0 c2 = 0 ENDIF IF time = 143500 THEN c1 = min(open,close) >= (max(open[1],close[1]) * 1.03) //open(close 3+% greater than the day before c2 = close >= (high * 0.85) //closing price 15-% away fromn high ENDIF SCREENER[c1 AND c2]

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  IF IntradayBarIndex = 0 THEN    c1 = 0    c2 = 0 ENDIF IF time = 143500 THEN    c1 = min(open,close) >= (max(open[1],close[1]) * 1.03)  //open(close 3+%  greater than the day before    c2 = close >= (high * 0.85)                             //closing price 15-% away fromn high ENDIF SCREENER[c1 AND c2]

   

  

  robertogozzi

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  11/22/2018 at 7:38 PM #85526
  Yas1311

  Wow that was quick thank you So much. I forgot to add one thing. I wanted screener to list those stocks which have gapped up or down minimum plus 3%.

   

  Thanks again I really appreciate your help

  

  Yas1311

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  11/23/2018 at 12:24 AM #85533
  robertogozzi

  This is modified to accomodate -3%, besides +3% already in place:

  IF IntradayBarIndex = 0 THEN c1 = 0 c2 = 0 c3 = 0 ENDIF IF time = 143500 THEN c1 = min(open,close) >= (max(open[1],close[1]) * 1.03) //open(close +3% gap c2 = close >= (high * 0.85) //closing price 15-% away fromn high c3 = max(open,close) <= (min(open[1],close[1]) * 0.97) //open(close -3% gap ENDIF SCREENER[(c1 OR c3) AND c2]

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  IF IntradayBarIndex = 0 THEN    c1 = 0    c2 = 0    c3 = 0 ENDIF IF time = 143500 THEN    c1 = min(open,close) >= (max(open[1],close[1]) * 1.03)  //open(close +3% gap    c2 = close >= (high * 0.85)                             //closing price 15-% away fromn high    c3 = max(open,close) <= (min(open[1],close[1]) * 0.97)  //open(close -3% gap ENDIF SCREENER[(c1 OR c3) AND c2]

   

  

  robertogozzi

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  11/24/2018 at 2:38 PM #85636
  Yas1311

  Hi again I have tested the code out and waited for results at 2.35pm which didn’t trigger. Maybe we have misunderstood.

  I would like the screener to display results of only the opening 5 minute candle of the day 2.30-2.35pm.

  The candle should gap up or down + or – 3 percent from previous day close.

  The 5minute candle should close only UP at least 85percent from the high of the candle.

  I’m only interested in the results for the 2.30-2.35pm candle.

  Thank you

  

  Yas1311

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  11/26/2018 at 4:59 PM #85755
  robertogozzi

  You added a slightly more selective filter (candle 2:30-2:35 must be bullish):

  IF IntradayBarIndex = 0 THEN c1 = 0 c2 = 0 c3 = 0 ENDIF IF time = 143500 THEN c1 = min(open,close) >= (max(open[1],close[1]) * 1.03) //open(close +3% gap c2 = close >= (high * 0.85) AND close > open //closing price 15-% away fromn high c3 = max(open,close) <= (min(open[1],close[1]) * 0.97) //open(close -3% gap ENDIF SCREENER[(c1 OR c3) AND c2]

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  IF IntradayBarIndex = 0 THEN    c1 = 0    c2 = 0    c3 = 0 ENDIF IF time = 143500 THEN    c1 = min(open,close) >= (max(open[1],close[1]) * 1.03)  //open(close +3% gap    c2 = close >= (high * 0.85) AND close > open            //closing price 15-% away fromn high    c3 = max(open,close) <= (min(open[1],close[1]) * 0.97)  //open(close -3% gap ENDIF SCREENER[(c1 OR c3) AND c2]

  if no items are returned maybe there were none to be returned!

  Do you have any name which for sure should have been reported today?

  

  robertogozzi

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