High/Low within 5,10, 20 day trading period

[umwolverine09]

Can someone help with writing a script to find stocks with this condition:
- stocks that reached new highs or lows within the last 5, 10 or 20 day trading period.

i want to be able to screen for these stocks to see which stocks within these timeframes have reached a high or low only within these periods.

 

[Joshua]

Are currently hitting the new extreme, or have made the new extreme at any point within the lookback period?