Intraday range scan?

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chrismhouston

New member
Hi all,

Is it possible to create a script that filters for intraday candles? I'm trying to create a scan where the $ change between the high and the low of the last 12 candles is less than x, say $.25c (using 5 minute bars). If anyone could give me some pointers on how I could accomplish this it'd be greatly appreciated
 
C

chrismhouston

New member
Said differently, Max high last 12 bars minus max low last 12 bars is less than .25c and current bar is greater than the max low previous 12 bars and current bar is less than the max high previous 12 bars
 

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