Is it possible to create a scanner for new daily highs?



Lately, I've been trading low flat, high volatility stocks as discussed here. These stocks have crazy intraday rallies followed by multiple days of price retracements.

Would it be possible to create a scanner to follow such stocks, wait a minimum of 3 days then start to scan for the first day bar to make a new high?

It's basically like as if your trading the 1-minute candle but it's really the Day candle. Once I get notified of a bullish reversal I can then go intraday in the stock and make some trades. If that's not possible I guess I would have to export every stock that pops up on my Relative Volume scanner and browse them each day.

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