How To Scan On Past Dates

[VR555]

I'm struggling to figure how to use this scan
https://usethinkscript.com/threads/useful-indicators-for-swing-trading-with-thinkorswim.15068/
on past dates. Is there a way to 'look back'?

 

[antwerks]

When I copy and paste the first script above, the thinkScript Editor rejects it because it has the word 'scan' in it twice. Please add in what's needed for a look back to the following Momentum Curl script, as an example for me to use:

def lowestLow = Lowest(low, 4);
def highestHigh = Highest(high, 4);
def rangea = highestHigh - lowestLow;

def kRaw =
if rangea != 0
then 100 * (close - lowestLow) / rangea
else 0;

def kSlow = WildersAverage(kRaw, 10);
def dLine = WildersAverage(kSlow, 10);

plot scan =
dLine > dLine[1] and
dLine[1] <= dLine[2];

Try this:

input lookbackBars = 7;

def c = close;

def liquidityOk =
    c > 20 and
    Average(volume, 50) > 1000000;

def ema10 = ExpAverage(c, 10);
def ema21 = ExpAverage(c, 21);

def trendOk =
    c > ema10 and
    c > ema21 and
    ema10 > ema21 and
    ema10 > ema10[3] and
    ema21 > ema21[3];

def h63 = Highest(high, 63);
def l63 = Lowest(low, 63);
def l20 = Lowest(low, 20);

def range63 = h63 - l63;
def rangePos63 = if range63 != 0 then (c - l63) / range63 else 0;
def pctOff20Low = if l20 != 0 then (c / l20) - 1 else 0;
def pctBelow63High = if h63 != 0 then (h63 - c) / h63 else 0;

def locationOk =
    pctOff20Low > 0.10 and
    pctBelow63High > 0.06 and
    pctBelow63High < 0.20 and
    rangePos63 > 0.45 and
    rangePos63 < 0.78;

def repairSetup =
    liquidityOk and
    trendOk and
    locationOk;

def lowestLow = Lowest(low, 4);
def highestHigh = Highest(high, 4);
def rangeA = highestHigh - lowestLow;

def kRaw =
    if rangeA != 0
    then 100 * (c - lowestLow) / rangeA
    else 0;

def kSlow = WildersAverage(kRaw, 10);
def dLine = WildersAverage(kSlow, 10);

def turnUpNow =
    dLine > dLine[1] and
    dLine[1] <= dLine[2];

def recentTurnUp =
    Highest(if turnUpNow then 1 else 0, lookbackBars) > 0;

plot scan =
    repairSetup and
    recentTurnUp;

if too many reduce lookback - too few increase lookback

 

[VR555]

Try this:

input lookbackBars = 7;

def c = close;

def liquidityOk =
    c > 20 and
    Average(volume, 50) > 1000000;

def ema10 = ExpAverage(c, 10);
def ema21 = ExpAverage(c, 21);

def trendOk =
    c > ema10 and
    c > ema21 and
    ema10 > ema21 and
    ema10 > ema10[3] and
    ema21 > ema21[3];

def h63 = Highest(high, 63);
def l63 = Lowest(low, 63);
def l20 = Lowest(low, 20);

def range63 = h63 - l63;
def rangePos63 = if range63 != 0 then (c - l63) / range63 else 0;
def pctOff20Low = if l20 != 0 then (c / l20) - 1 else 0;
def pctBelow63High = if h63 != 0 then (h63 - c) / h63 else 0;

def locationOk =
    pctOff20Low > 0.10 and
    pctBelow63High > 0.06 and
    pctBelow63High < 0.20 and
    rangePos63 > 0.45 and
    rangePos63 < 0.78;

def repairSetup =
    liquidityOk and
    trendOk and
    locationOk;

def lowestLow = Lowest(low, 4);
def highestHigh = Highest(high, 4);
def rangeA = highestHigh - lowestLow;

def kRaw =
    if rangeA != 0
    then 100 * (c - lowestLow) / rangeA
    else 0;

def kSlow = WildersAverage(kRaw, 10);
def dLine = WildersAverage(kSlow, 10);

def turnUpNow =
    dLine > dLine[1] and
    dLine[1] <= dLine[2];

def recentTurnUp =
    Highest(if turnUpNow then 1 else 0, lookbackBars) > 0;

plot scan =
    repairSetup and
    recentTurnUp;

if too many reduce lookback - too few increase lookback

Using the above that you posted a few minutes ago resulted in "No matching symbols' when I ran it with lookback set at 1. I ran it on All ETF's, All Stocks & All Symbols with all three showing 0 resulting symbols even though I pasted the exact setup above.

Any suggestions?

 

[antwerks]

Using the above that you posted a few minutes ago resulted in "No matching symbols' when I ran it with lookback set at 1. I ran it on All ETF's, All Stocks & All Symbols with all three showing 0 resulting symbols even though I pasted the exact setup above.

Any suggestions?

run it on 5 or 7 there may not be any that fit the bill on just 1 day look back

https://imgur.com/lbs4ngI

 

[VR555]

Putting in higher numbers gives a few results. What I'd really like is a script I can add to each of the existing scans I'm using to allow me to lookback a week, a month and 3 months so I can evaluate the scanners using StockCharts.

 

[antwerks]

Putting in higher numbers gives a few results. What I'd really like is a script I can add to each of the existing scans I'm using to allow me to lookback a week, a month and 3 months so I can evaluate the scanners using StockCharts.

gotcha... Yes, but the key constraint is this, You cannot make one universal top-box wrapper that magically applies lookback to whatever is inside Intersect. So, you will have to do the "def setup =" and plug in the scanner logic code into the look back prompt from above. what you are wanting would be cool but...

 

[antwerks]

Putting in higher numbers gives a few results. What I'd really like is a script I can add to each of the existing scans I'm using to allow me to lookback a week, a month and 3 months so I can evaluate the scanners using StockCharts.

The simplest copy-paste placeholders, use these:​

Placeholder A: simple lookback​

input lookbackBars = 5;

def setup =
    0;  # replace with event logic

plot scan =
    Highest(if setup then 1 else 0, lookbackBars) > 0;

Placeholder B: still-valid lookback​

input lookbackBars = 5;

def event =
    0;  # replace with trigger logic

def stillValidNow =
    0;  # replace with current-hold logic

def recentEvent =
    Highest(if event then 1 else 0, lookbackBars) > 0;

plot scan =
    stillValidNow and
    recentEvent;

Placeholder C: structure now + recent trigger​

input lookbackBars = 5;

def structureNow =
    0;  # replace with structural conditions

def triggerNow =
    0;  # replace with event trigger

def recentTrigger =
    Highest(if triggerNow then 1 else 0, lookbackBars) > 0;

plot scan =
    structureNow and
    recentTrigger;

Placeholder D: exactly N bars ago​

input barsAgo = 3;

def event =
    0;  # replace with event logic

plot scan =
    if barsAgo >= 0
    then event[barsAgo]
    else 0;

 

[VR555]

I'm still running into the problem that having the word "Scan" a second time in the script causes thinkScript to reject the second instance of it. For example: "Identifier Already Used..." shows up at the bottom of the Filter screen and "Already assigned..." does too.

Is there something I can do to the script, that a dummy like me can do, to make the additional lookback wording work?