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Would someone please help me write a script on TOS for a scan that would enable me to find stocks that are having its largest 5 minute volume bar of the day.
For example if its 10:30 and I run the scan I would like to find stocks that currently are having their heaviest 5 minute volume bar up to that point in time for the day. Any help is greatly appreciated.
Thanks in advance,
TradingForALiving
Can you help answer these questions from other members on NexusFi?
This might work...just set the aggregation on the scan to 5m. I'd suggest adding other filters such as price and volume to restrict the universe, otherwise it will return a lot of junk.