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TOS scan for inside days
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TOS scan for inside days

  #1 (permalink)
Elite Member
Richmond Virginia
 
Futures Experience: Intermediate
Platform: Ninja Trader
Favorite Futures: ES
 
Posts: 244 since Feb 2013
Thanks: 217 given, 106 received

TOS scan for inside days

I would like to build a scan that will scan for inside days, inside days with the narrowest range in 4 days, inside days with the narrowest range in 7 days.

Does such a scan exist? I am new to TOS and not sure how i could do this or if it does exist how I would import this into my scans.

I want to run this scan late in the trading day to see which stocks on my custom watchlist fit any of these criteria so that i may enter them before the close of the day.


Thank you

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  #2 (permalink)
Elite Member
Trubchevsk
 
Futures Experience: Beginner
Platform: tos
Favorite Futures: stocks
 
Posts: 48 since May 2011
Thanks: 34 given, 64 received

Here it ts:

 
Code
                            
def count 4;
def range high low;
def inside_bar high <=high[1] and low >= low[1];
plot s inside_bar && lowest(range,count); 
there's a setting "count" in first line. This is the number of bars to search lowest range from

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The following user says Thank You to growex for this post:
 
  #3 (permalink)
Elite Member
Richmond Virginia
 
Futures Experience: Intermediate
Platform: Ninja Trader
Favorite Futures: ES
 
Posts: 244 since Feb 2013
Thanks: 217 given, 106 received


thank you very much

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