Help on 10 day daily range break intraday filter

April 23rd, 2017, 04:34 PM

I am looking for some help on an intraday filter that will tell me if a stock has broken its 10 day range on the daily chart. I am an intraday trader so it should be updating throughout the day with new tickers as they break this range. I'm not sure if TOS can do it real-time vs. after the fact and at the close. So far I have the following filters: Last > 5, Average Volume 50 SMA > 1M, current volume on the daily has increased 75% from its 20 period average, and the following code in thinkscript:

Code

def highrange = highest(high,10)[1];

def lowrange = lowest(low,10)[1];

input length = 14;
input averageType = AverageType.WILDERS;

def ATR = MovingAverage(averageType, TrueRange(high, close, low), length);

plot example = (high>highrange or low<lowrange) and (ATR > 0.5);

I defined the high and low point for the past 10 days and am using the daily timeframe when scanning. I also want stocks to have an ATR of at least 0.5.

Is what I have done correct and will TOS update this as the day goes? I want a blank list when the day starts and then new tickers that meet my criteria to populate it as the day goes on.

Thanks and any help is most appreciated.

Help on 10 day daily range break intraday filter

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Help on 10 day daily range break intraday filter