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Can someone help creating scan code in ThinkorSwim?
here's how I would do this... for example your SHORT scan would look like this
I didn't test this as a scan, only as a normal study .. and AFAIK, TOS scans don't allow calling a secondary aggregation, so although the bold line would work in a plot study, it may/should not work in a scan.. so it may need to be separated in a different scan "column"
the successful short candidates will show max score in the scan (in this case a 7), the non-candidates will have lower values, including a 0 if they fail the volume condition .. but that last "plot" line can be changed to show only these ones with a full score and ignore all others, with an IF statement (if the sum is 7 show a "SHORT!" otherwise a blank.
the Long scan would be similar after changing the logical operators ">" and "<"
an interesting exercise thanks for sharing, and hope this helps,