exceed 50% of daily ATR within first 15 to 30 minutes of open

[yahalomi3]

Hello to everyone, I'm trying to get an alert / create a scanner that scans for stocks that exceeds 50% percent of its daily ATR within 15 to 30 minutes of the opening (up or down) let me know if something like that exists
Thanks

 

[mashume]

This should get you going. I don't have it set to go all time based for alerts, but it has most of the pieces in place. Good luck!

declare upper;

input ATR_Lookback = 30;
input ATR_Multiplier = 0.50;


def ATR_day = MovingAverage(AverageType.WILDERS, TrueRange(high(period = AggregationPeriod.DAY), close(period = AggregationPeriod.DAY), low(period = AggregationPeriod.DAY)), ATR_Lookback);

def opening = if secondsFromTime(0930) >= 0 and secondsFromTime(0930)[1] < 0 then open else opening[1];

plot day_open = opening;
plot day_minus_one_atr_lower = opening - (ATR_Day * ATR_Multiplier);
plot day_plus_one_atr_higher = opening + (ATR_Day * ATR_Multiplier);

day_open.SetPaintingStrategy(PaintingStrategy.HORIZONTAL);
day_minus_one_atr_lower.SetPaintingStrategy(PaintingStrategy.HORIZONTAL);
day_plus_one_atr_higher.SetPaintingStrategy(PaintingStrategy.HORIZONTAL);

day_open.SetDefaultColor(color.gray);
day_minus_one_atr_lower.SetDefaultColor(color.red);
day_plus_one_atr_higher.SetDefaultColor(color.green);

AddVerticalLine(secondsFromTime(1000) == 0, "half-hour mark", color.plum);

plot exceeded_upward = if close crosses above day_plus_one_atr_higher then low else double.nan;
plot exceeded_downward = if close crosses below day_minus_one_atr_lower then high else double.nan;

exceeded_upward.SetPaintingStrategy(PaintingStrategy.ARROW_UP);
exceeded_upward.SetDefaultColor(color.green);
exceeded_downward.SetPaintingStrategy(PaintingStrategy.ARROW_DOWN);
exceeded_downward.SetDefaultColor(color.red);

-mashume