Lookback Period/Sorting

• 10/19/2020 at 10:38 PM #147807
  Guacamole2020

  Is it possible to add a look-back period to scanner?

  p1=9 p2=26 REM Tenkan-Sen = (Highest High + Lowest Low) / 2, for the past 9 days Upper1 = HIGHEST[p1](HIGH) Lower1 = LOWEST[p1](LOW) Tenkan = (Upper1 + Lower1) / 2 REM Kijun-Sen = (Highest High + Lowest Low) / 2, for the past 26 days Upper2 = HIGHEST[p2](HIGH) Lower2 = LOWEST[p2](LOW) Kijun = (Upper2 + Lower2) / 2 TENLESSKIJUN = (Tenkan < Kijun) //TENGREATKIJUNPAST = Tenkan[7] > Kijun[7] CLOSEVAL = (close < 1100 AND close > 50) VOL = (volume > 1000000) //Screener((TENLESSKIJUN AND TENGREATKIJUNPAST AND CLOSEVAL AND VOL)) Screener[TENLESSKIJUN AND CLOSEVAL AND VOL ]

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  p1=9 p2=26     REM Tenkan-Sen = (Highest High + Lowest Low) / 2, for the past 9 days Upper1 = HIGHEST[p1](HIGH) Lower1 = LOWEST[p1](LOW) Tenkan = (Upper1 + Lower1) / 2   REM Kijun-Sen = (Highest High + Lowest Low) / 2, for the past 26 days Upper2 = HIGHEST[p2](HIGH) Lower2 = LOWEST[p2](LOW) Kijun = (Upper2 + Lower2) / 2     TENLESSKIJUN = (Tenkan < Kijun) //TENGREATKIJUNPAST = Tenkan[7] > Kijun[7] CLOSEVAL = (close < 1100 AND close > 50) VOL = (volume > 1000000)     //Screener((TENLESSKIJUN AND TENGREATKIJUNPAST AND CLOSEVAL AND VOL)) Screener[TENLESSKIJUN AND CLOSEVAL AND VOL ]

  Above is a very simple TK cross over detection screener, however , this will output anything where a TK cross has taken place (and valid). Is it possible to bracket this by only running the script for a time period i.e last 7 days?

  Secondly is it possible to have the results of screener sorted by the time? By time , i mean , not the scan time , but rather , if asset_1 had a TK-cross on 1st October and asset_2 on 2nd October , is there a way i can list asset_2 before asset_1 in sorting criteria?

   

  Thanks!

  

  Guacamole2020

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  10/20/2020 at 7:44 AM #147813
  Nicolas

  In this version of the code, i’m checking if a crosses have occurred in the last 7 periods:

  p1=9 p2=26 REM Tenkan-Sen = (Highest High + Lowest Low) / 2, for the past 9 days Upper1 = HIGHEST[p1](HIGH) Lower1 = LOWEST[p1](LOW) Tenkan = (Upper1 + Lower1) / 2 REM Kijun-Sen = (Highest High + Lowest Low) / 2, for the past 26 days Upper2 = HIGHEST[p2](HIGH) Lower2 = LOWEST[p2](LOW) Kijun = (Upper2 + Lower2) / 2 TENLESSKIJUN = (Tenkan crosses under Kijun) if TENLESSKIJUN then lastcross = barindex //save the barindex of the event endif CLOSEVAL = (close < 1100 AND close > 50) VOL = (volume > 1000000) last = barindex-lastcross <=7 //last cross was less than 7 periods from now Screener[last AND CLOSEVAL AND VOL](barindex-lastcross as "x bars ago")

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  p1=9 p2=26     REM Tenkan-Sen = (Highest High + Lowest Low) / 2, for the past 9 days Upper1 = HIGHEST[p1](HIGH) Lower1 = LOWEST[p1](LOW) Tenkan = (Upper1 + Lower1) / 2   REM Kijun-Sen = (Highest High + Lowest Low) / 2, for the past 26 days Upper2 = HIGHEST[p2](HIGH) Lower2 = LOWEST[p2](LOW) Kijun = (Upper2 + Lower2) / 2     TENLESSKIJUN = (Tenkan crosses under Kijun)   if TENLESSKIJUN then lastcross = barindex //save the barindex of the event endif   CLOSEVAL = (close < 1100 AND close > 50) VOL = (volume > 1000000) last = barindex-lastcross <=7 //last cross was less than 7 periods from now   Screener[last AND CLOSEVAL AND VOL](barindex-lastcross as "x bars ago")

  I also added the bars difference for the sorting criteria, as you required. This code has not been tested.

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  Guacamole2020

  

  Nicolas

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  10/20/2020 at 11:06 AM #147882
  Guacamole2020

  thanks! i’ll give it a spin!

  

  Guacamole2020

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