lower study to upper study

[nktkobby]

Hello guys,
really need assistance on how to convert lower study to upper study. Thanks

 

[halcyonguy]

hard to help you change code, when you don't post the code.

in edit studies, try dragging the lower study name up into the upper chart section and see what happens.

add a # in front of
declare lower;
to disable it. then the study will default to be an upper study.

the next thing to do is figure out if the formulas for plotted objects, need to be changed.
usually a lower study plots lines and shapes at small price levels. if you add it to a chart , say with amazon, the amazon candles will appear as a squished line at the top of chart and the lower as a squished line at the bottom.

 

[nktkobby]

hard to help you change code, when you don't post the code.

in edit studies, try dragging the lower study name up into the upper chart section and see what happens.

add a # in front of
declare lower;
to disable it. then the study will default to be an upper study.

the next thing to do is figure out if the formulas for plotted objects, need to be changed.
usually a lower study plots lines and shapes at small price levels. if you add it to a chart , say with amazon, the amazon candles will appear as a squished line at the top of chart and the lower as a squished line at the bottom.

Sorry, wanted to take a shot at it myself before posting it for the community. please see the code below;

declare lower;
declare zerobase;

def length = 20; # volume moving average lenth in days

input volumeSymbol = {default NYSE, NASDAQ, SPX};

def volCl;
def volHi;
def findSymbol;

# To make volume differences more visible, use a base volume number
# The subtracted volume number is then magnified to present a bigger difference
def volMin; # base number for volume

switch (volumeSymbol) {

# It was found there may be erratic volume data on close values
# On 2/19/2020, NYSE volume close values were 0 on 2/18 & 2/12
case NYSE:
volCl = if close("$TVOL") == 0 then high("$TVOL") else close("$TVOL");
#volCl = close("$TVOL");
volHi = high("$TVOL");
# use SPX volume change percentage to replace erratic NYSE volume
findSymbol = if volCl == 0 then volCl[1] * (1+ (close("$TVOLSPC") - close("$TVOLSPC")[1])/close("$TVOLSPC")[1]) else volCl;
volMin = 40000;
case NASDAQ:
volcl = if close("$TVOL/Q") == 0 then high("$TVOL/Q") else close("$TVOL/Q");
#volCl = close("$TVOL/Q");
volHi = high("$TVOL/Q");
# use SPX volume change percentage to replace erratic NASDAQ volume
findSymbol = if volCl == 0 then volCl[1] * (1+ (close("$TVOLSPC") - close("$TVOLSPC")[1])/close("$TVOLSPC")[1]) else volCl;
volMin = 30000;
case SPX:
volcl = if close("$TVOLSPC") == 0 then high("$TVOLSPC") else close("$TVOLSPC");
#volCl = close("$TVOLSPC");
volHi = high("$TVOLSPC");
# use NYSE volume change percentage to replace erratic SPX volume
findSymbol = if volCl == 0 then volCl[1] * (1+ (close("$TVOL") - close("$TVOL")[1])/close("$TVOL")[1]) else volCl;
volMin = 10000;
#case Other:
# findSymbol = close; #No plots if volume() is used here!?
}


def cls = close;

def lastBar = HighestAll(if (IsNaN(cls), Double.NaN, BarNumber()));
def volumes = if IsNaN(findSymbol) and BarNumber() == lastBar then volumes[1] else findSymbol;

plot Vol = 3 * (volumes - volMin);
plot VolAvg = 3 * (Average(volumes, length) - volMin);

Vol.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
Vol.SetLineWeight(3);
Vol.DefineColor("Up", Color.UPTICK);
Vol.DefineColor("Down", Color.DOWNTICK);
Vol.AssignValueColor(if cls > cls[1] then Vol.color("Up")
else if cls < cls[1] then Vol.color("Down")
else GetColor(1));
VolAvg.SetDefaultColor(GetColor(8));

# Display useful texts starting at upper left corner
# End of Day volume change
def VolChangePercentDay = if (IsNaN(volumes[1]), 0,
100 * (volumes - volumes[1])/volumes[1]);

# InvalidDay was added since volume on 2019/11/29 (after Thanksgiving) was N/A.
addLabel( yes, if volChangePercentDay == 0 then "InvalidDay" else "" +
"VolmChg="+ Concat("", round(VolChangePercentDay)) +
"%", if VolChangePercentDay < 0 then
Color.DARK_GRAY else if cls > cls[1] then Color.DARK_GREEN
else Color.DARK_RED);

# Count distributionDay only if market price drops 0.2% or more
def downDay = cls <= (cls[1] * 0.998);

def volIncrease = volumes > volumes[1];

#
# After 25 sessions, a distribution day expires
# Use 25 bar numbers to represent 25 live sessions. GetDay or alike includes weekends.
#

def lastDays = if (BarNumber() > lastBar - 25) then 1 else 0;

# a distribution day can fall off the count if the index rises 6% or more,
# on an intraday basis, from its close on the day the higher-volume loss appears.
# Remove distribution days after prices increases 6% WHEN market is in uptrend.
# Need to fix:
# During market bottomed on 2-28-2020, stock price rose to 9.8% with market still in
# correction. The high volume selloff on 2-28 would still be counted as a distribution.
# The highest date should be after the distribution day

# Get proper high for future 25 days
def prHi = high;
def prLo = low;

def futureHigh = if isNaN(prHi[-25]) then futureHigh[1] else prHi[-25];
def prHighest = Highest(futureHigh, 25);
# Note: This condition disqualifies D-Days after large bear rally
# This is acceptable for now since D-Days in bear market are not really useful
def priceInRange = (cls * 1.06 >= prHighest);


def distributionDay = downDay and volIncrease and LastDays and priceInRange;
#def distributionDay = downDay and volIncrease and LastDays;

# Count valid distribution days in last 25 days
def distDayCount = sum(distributionDay, 25);


# A broad market correction makes the distribution day count irrelevent
# reset distribution count to 0
# Distribution day count should reset after 2nd confirmation day
# To do: automate the reset day when correction or follow-up day appears
# input distributionRstDay = 20191010; a prior 2nd confirmation day
# input distributionRstDay = 20200402; a prior 2nd confirmation day
input distributionRstDay = 20191010;

def newDistributionCycle = GetYYYYMMDD() > distributionRstDay;
# Need to use above variable to restart d-day count
def newDistDays = sum(distributionDay and newDistributionCycle, 25);

# Display bubble red is count > 5, yellow >3, else while
AddChartBubble(distributionDay and !newDistributionCycle, vol, concat("", distDayCount),
if distDayCount < 3 then color.WHITE
else if distDayCount < 5 then color.LIGHT_ORANGE
else color.RED);

# Show D-Day reset line at the reset date input by user
# It appears at the left side of the volume bar
AddVerticalLine( if (GetYYYYMMDD() == distributionRstDay ) then yes
else no,
"2ndCnfm", Color.GREEN, Curve.MEDIUM_DASH);


# to do: Comparison of preholiday data may be invalid.

#------------------------------------------------------------
# Stalling day counts
# 1. market has been rising and price is within 3% of 25 day high
# 2. Price making a high
# current close >= prior 2 day close, or
# current close >= prior day high
# 3. volume >= 95% of prior day volume
# 4. close in lower half of daily range
# 5. small gain within 0.4% for SPX & NASDAQ
# 6. The above IBD criteria disclosed in one article generates too many stalling days
# Additional rules from IBD book are used to further reduce stalling counts
# 6.1 close up smaller than prior 2 days
# 6.2 low is lower than high of prior day (No unfilled gap-up)
# 6.3 there is at least one decent gain in prior 2 days
# 6.4 daily trading range should be similar to last 2 days
# 7. stalling counts are reduced due to time (25 days) and significantly upward
# movement (6%) of the index
# Ex. 2019/11/12 was a stalling day on SPX, 2019/12/18 was stalling for Nasdaq

def priceIsHigh = cls >= cls[2] or cls >= prHi[1];
def priceLowHalf = cls < (prHi - prLo)/2 + prLo;
def priceGainSmall = cls - cls[1] > 0 and
((cls - cls[1] < (cls[1] - cls[2])) or
((cls - cls[1] < cls[2] - cls[3])));

# Added a 0.2% gap from prior day high to allow 2020/05/26 to count
# as a stalling day for NASDAQ
def priceGapFill = prLo < prHi[1] * 1.002;
def priceGainOk = (cls[1] - cls[2] > 0.002 * cls[2]) or
(cls[2] - cls[3] > 0.002 * cls[3]);
# price trading range is the high - low plus the gapup if any
def priceRange = if prLo > prHi[1] then prHi-prHi[1] else prHi -prLo;
def priceRangeBig = priceGainOk and priceRange > 0.8 * min(priceRange[1], priceRange[2]);

def stallDay = cls - cls[25] > 0 and
cls >= 0.97 * Highest( prHi, 25) and
volumes > 0.95 * volumes[1] and
cls - cls[1] > 0 and
cls - cls[1] < 1.004 * cls[1] and
priceIsHigh and priceLowHalf and priceGainSmall and priceGapFill and
priceRangeBig and lastDays;

# Count stalling days
def stallDayCount = sum(stallDay, 25);


# calculate new stalling days after the reset day (e.g. follow-up date)
def newStallDays = sum(StallDay and newDistributionCycle, 25);

# Display final distribution count (incl. stall days)
# red if >= 5, >3: yellow, else green
def totalDdays = distDayCount+stallDayCount;
def totalNdDays = newDistDays+newStallDays;

AddChartBubble(distributionDay and newDistributionCycle, vol,
if volCl == 0 then concat("?", newDistDays) else concat("", newDistDays),
if totalNdDays < 3 then color.WHITE
else if totalNdDays < 5 then color.LIGHT_ORANGE
else color.RED);

AddChartBubble(stallDay AND lastDays, vol,
if volCl == 0 then "?S" + concat("", stallDayCount)
else "S" + concat("", stallDayCount),
if totalNdDays < 3 then color.WHITE
else if totalNdDays < 5 then color.LIGHT_ORANGE
else color.RED);
AddChartBubble(volCl == 0 AND !stallDay AND !distributionDay, vol, "?", color.LIGHT_GRAY);

addLabel(totalDdays != totalNdDays, "AllDdays =" + concat("", totalDdays), Color.GRAY);

#-------------------------------------------------------------------------------------
# Follow-through signals (FTD) are more likely to fail if distribution days
# occur in the first few days of a new uptrend. This is one key red flag.
# Quantification in script is implemented with a concept of critical score (critScore):
# critScore = 3 for the 1st 5 days after FTD
# critScore = 2 on the 6th, critScore = 1 on 7th day, critScore = 0 after 7th day
# Total Distribution days = critScore + regular D-day count
# critScore is used only if there is at least one D-day in the 1st 5th day after FTD
#-------------------------------------------------------------------------------------

def ftdBar = if GetYYYYMMDD() == distributionRstDay then barnumber() else 0;
def lastFtdBar = highestall(ftdBar);
def daysAfterFTD = lastBar - lastFtdBar;

def critScore = if daysAfterFTD <= 0 then 0 else
if daysAfterFTD <= 5 then 3 else
if daysAfterFTD <= 6 then 2 else
if daysAfterFTD <= 7 then 1 else 0;

def totalNdDaysC = totalNdDays + if totalNdDays > 0 then critScore else 0;

# Actual distribution day count is shown but color depends on totalNdDaysC
addLabel(yes, "NewDdays =" + concat("",totalNdDays ),
if totalNdDaysC <=2 then Color.Green
else if totalNdDaysC <= 4 then Color.ORANGE
else Color.RED);

# Add an indication of 1st rally day to start FTD count
# in a market correction period
# pink rally day is a day satisfying the following conditions:
# 1). Close above ½ of daily TRUE range and below prior day close
# 2). Low is the lowest during the market correction,
# including future lows if available

# resolution of each 1st rally day is set to about 2 weeks
def rDayInterval = round(25/2, 0);

def futureLow = if isNaN(prLo[-rDayInterval]) then futureLow[1]
else prLo[-rDayInterval];
def futureCls = if isNaN(cls[-rDayInterval]) then futureCls[1]
else cls[-rDayInterval];

# market correction is currently defined as down 8% from top
def mktCr = prLo <= highest(high, 25) * .92;
def prRng = TrueRange(prHi, cls, prLo); #prHi - prLo;
def pinkRday = cls > (prLo + (prHi - prLo)/2) and cls < cls[1] and
prLo <= lowest(prLo[1],rDayInterval) and
prLo <= lowest(futureLow, rDayInterval);
def realRday = cls > cls[1] and
cls <= lowest(futureCls, rDayInterval) and
cls[1] <= lowest(cls[1], rDayInterval) and
sum(pinkRday[1], rDayInterval) == 0;
def RallyDay1 = (mktCr or mktCr[1]) and (pinkRday or realRday);

AddChartBubble(RallyDay1, vol, "R1", color.LIGHT_GREEN);

 

[halcyonguy]

Sorry, wanted to take a shot at it myself before posting it for the community. please see the code below;
declare lower;
declare zerobase;

def length = 20; # volume moving average lenth in days

input volumeSymbol = {default NYSE, NASDAQ, SPX};

def volCl;
def volHi;
def findSymbol;

# To make volume differences more visible, use a base volume number
# The subtracted volume number is then magnified to present a bigger difference
def volMin; # base number for volume

switch (volumeSymbol) {

# It was found there may be erratic volume data on close values
# On 2/19/2020, NYSE volume close values were 0 on 2/18 & 2/12
case NYSE:
volCl = if close("$TVOL") == 0 then high("$TVOL") else close("$TVOL");
#volCl = close("$TVOL");
volHi = high("$TVOL");
# use SPX volume change percentage to replace erratic NYSE volume
findSymbol = if volCl == 0 then volCl[1] * (1+ (close("$TVOLSPC") - close("$TVOLSPC")[1])/close("$TVOLSPC")[1]) else volCl;
volMin = 40000;
case NASDAQ:
volcl = if close("$TVOL/Q") == 0 then high("$TVOL/Q") else close("$TVOL/Q");
#volCl = close("$TVOL/Q");
volHi = high("$TVOL/Q");
# use SPX volume change percentage to replace erratic NASDAQ volume
findSymbol = if volCl == 0 then volCl[1] * (1+ (close("$TVOLSPC") - close("$TVOLSPC")[1])/close("$TVOLSPC")[1]) else volCl;
volMin = 30000;
case SPX:
volcl = if close("$TVOLSPC") == 0 then high("$TVOLSPC") else close("$TVOLSPC");
#volCl = close("$TVOLSPC");
volHi = high("$TVOLSPC");
# use NYSE volume change percentage to replace erratic SPX volume
findSymbol = if volCl == 0 then volCl[1] * (1+ (close("$TVOL") - close("$TVOL")[1])/close("$TVOL")[1]) else volCl;
volMin = 10000;
#case Other:
# findSymbol = close; #No plots if volume() is used here!?
}


def cls = close;

def lastBar = HighestAll(if (IsNaN(cls), Double.NaN, BarNumber()));
def volumes = if IsNaN(findSymbol) and BarNumber() == lastBar then volumes[1] else findSymbol;

plot Vol = 3 * (volumes - volMin);
plot VolAvg = 3 * (Average(volumes, length) - volMin);

Vol.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
Vol.SetLineWeight(3);
Vol.DefineColor("Up", Color.UPTICK);
Vol.DefineColor("Down", Color.DOWNTICK);
Vol.AssignValueColor(if cls > cls[1] then Vol.color("Up")
else if cls < cls[1] then Vol.color("Down")
else GetColor(1));
VolAvg.SetDefaultColor(GetColor(8));

# Display useful texts starting at upper left corner
# End of Day volume change
def VolChangePercentDay = if (IsNaN(volumes[1]), 0,
100 * (volumes - volumes[1])/volumes[1]);

# InvalidDay was added since volume on 2019/11/29 (after Thanksgiving) was N/A.
addLabel( yes, if volChangePercentDay == 0 then "InvalidDay" else "" +
"VolmChg="+ Concat("", round(VolChangePercentDay)) +
"%", if VolChangePercentDay < 0 then
Color.DARK_GRAY else if cls > cls[1] then Color.DARK_GREEN
else Color.DARK_RED);

# Count distributionDay only if market price drops 0.2% or more
def downDay = cls <= (cls[1] * 0.998);

def volIncrease = volumes > volumes[1];

#
# After 25 sessions, a distribution day expires
# Use 25 bar numbers to represent 25 live sessions. GetDay or alike includes weekends.
#

def lastDays = if (BarNumber() > lastBar - 25) then 1 else 0;

# a distribution day can fall off the count if the index rises 6% or more,
# on an intraday basis, from its close on the day the higher-volume loss appears.
# Remove distribution days after prices increases 6% WHEN market is in uptrend.
# Need to fix:
# During market bottomed on 2-28-2020, stock price rose to 9.8% with market still in
# correction. The high volume selloff on 2-28 would still be counted as a distribution.
# The highest date should be after the distribution day

# Get proper high for future 25 days
def prHi = high;
def prLo = low;

def futureHigh = if isNaN(prHi[-25]) then futureHigh[1] else prHi[-25];
def prHighest = Highest(futureHigh, 25);
# Note: This condition disqualifies D-Days after large bear rally
# This is acceptable for now since D-Days in bear market are not really useful
def priceInRange = (cls * 1.06 >= prHighest);


def distributionDay = downDay and volIncrease and LastDays and priceInRange;
#def distributionDay = downDay and volIncrease and LastDays;

# Count valid distribution days in last 25 days
def distDayCount = sum(distributionDay, 25);


# A broad market correction makes the distribution day count irrelevent
# reset distribution count to 0
# Distribution day count should reset after 2nd confirmation day
# To do: automate the reset day when correction or follow-up day appears
# input distributionRstDay = 20191010; a prior 2nd confirmation day
# input distributionRstDay = 20200402; a prior 2nd confirmation day
input distributionRstDay = 20191010;

def newDistributionCycle = GetYYYYMMDD() > distributionRstDay;
# Need to use above variable to restart d-day count
def newDistDays = sum(distributionDay and newDistributionCycle, 25);

# Display bubble red is count > 5, yellow >3, else while
AddChartBubble(distributionDay and !newDistributionCycle, vol, concat("", distDayCount),
if distDayCount < 3 then color.WHITE
else if distDayCount < 5 then color.LIGHT_ORANGE
else color.RED);

# Show D-Day reset line at the reset date input by user
# It appears at the left side of the volume bar
AddVerticalLine( if (GetYYYYMMDD() == distributionRstDay ) then yes
else no,
"2ndCnfm", Color.GREEN, Curve.MEDIUM_DASH);


# to do: Comparison of preholiday data may be invalid.

#------------------------------------------------------------
# Stalling day counts
# 1. market has been rising and price is within 3% of 25 day high
# 2. Price making a high
# current close >= prior 2 day close, or
# current close >= prior day high
# 3. volume >= 95% of prior day volume
# 4. close in lower half of daily range
# 5. small gain within 0.4% for SPX & NASDAQ
# 6. The above IBD criteria disclosed in one article generates too many stalling days
# Additional rules from IBD book are used to further reduce stalling counts
# 6.1 close up smaller than prior 2 days
# 6.2 low is lower than high of prior day (No unfilled gap-up)
# 6.3 there is at least one decent gain in prior 2 days
# 6.4 daily trading range should be similar to last 2 days
# 7. stalling counts are reduced due to time (25 days) and significantly upward
# movement (6%) of the index
# Ex. 2019/11/12 was a stalling day on SPX, 2019/12/18 was stalling for Nasdaq

def priceIsHigh = cls >= cls[2] or cls >= prHi[1];
def priceLowHalf = cls < (prHi - prLo)/2 + prLo;
def priceGainSmall = cls - cls[1] > 0 and
((cls - cls[1] < (cls[1] - cls[2])) or
((cls - cls[1] < cls[2] - cls[3])));

# Added a 0.2% gap from prior day high to allow 2020/05/26 to count
# as a stalling day for NASDAQ
def priceGapFill = prLo < prHi[1] * 1.002;
def priceGainOk = (cls[1] - cls[2] > 0.002 * cls[2]) or
(cls[2] - cls[3] > 0.002 * cls[3]);
# price trading range is the high - low plus the gapup if any
def priceRange = if prLo > prHi[1] then prHi-prHi[1] else prHi -prLo;
def priceRangeBig = priceGainOk and priceRange > 0.8 * min(priceRange[1], priceRange[2]);

def stallDay = cls - cls[25] > 0 and
cls >= 0.97 * Highest( prHi, 25) and
volumes > 0.95 * volumes[1] and
cls - cls[1] > 0 and
cls - cls[1] < 1.004 * cls[1] and
priceIsHigh and priceLowHalf and priceGainSmall and priceGapFill and
priceRangeBig and lastDays;

# Count stalling days
def stallDayCount = sum(stallDay, 25);


# calculate new stalling days after the reset day (e.g. follow-up date)
def newStallDays = sum(StallDay and newDistributionCycle, 25);

# Display final distribution count (incl. stall days)
# red if >= 5, >3: yellow, else green
def totalDdays = distDayCount+stallDayCount;
def totalNdDays = newDistDays+newStallDays;

AddChartBubble(distributionDay and newDistributionCycle, vol,
if volCl == 0 then concat("?", newDistDays) else concat("", newDistDays),
if totalNdDays < 3 then color.WHITE
else if totalNdDays < 5 then color.LIGHT_ORANGE
else color.RED);

AddChartBubble(stallDay AND lastDays, vol,
if volCl == 0 then "?S" + concat("", stallDayCount)
else "S" + concat("", stallDayCount),
if totalNdDays < 3 then color.WHITE
else if totalNdDays < 5 then color.LIGHT_ORANGE
else color.RED);
AddChartBubble(volCl == 0 AND !stallDay AND !distributionDay, vol, "?", color.LIGHT_GRAY);

addLabel(totalDdays != totalNdDays, "AllDdays =" + concat("", totalDdays), Color.GRAY);

#-------------------------------------------------------------------------------------
# Follow-through signals (FTD) are more likely to fail if distribution days
# occur in the first few days of a new uptrend. This is one key red flag.
# Quantification in script is implemented with a concept of critical score (critScore):
# critScore = 3 for the 1st 5 days after FTD
# critScore = 2 on the 6th, critScore = 1 on 7th day, critScore = 0 after 7th day
# Total Distribution days = critScore + regular D-day count
# critScore is used only if there is at least one D-day in the 1st 5th day after FTD
#-------------------------------------------------------------------------------------

def ftdBar = if GetYYYYMMDD() == distributionRstDay then barnumber() else 0;
def lastFtdBar = highestall(ftdBar);
def daysAfterFTD = lastBar - lastFtdBar;

def critScore = if daysAfterFTD <= 0 then 0 else
if daysAfterFTD <= 5 then 3 else
if daysAfterFTD <= 6 then 2 else
if daysAfterFTD <= 7 then 1 else 0;

def totalNdDaysC = totalNdDays + if totalNdDays > 0 then critScore else 0;

# Actual distribution day count is shown but color depends on totalNdDaysC
addLabel(yes, "NewDdays =" + concat("",totalNdDays ),
if totalNdDaysC <=2 then Color.Green
else if totalNdDaysC <= 4 then Color.ORANGE
else Color.RED);

# Add an indication of 1st rally day to start FTD count
# in a market correction period
# pink rally day is a day satisfying the following conditions:
# 1). Close above ½ of daily TRUE range and below prior day close
# 2). Low is the lowest during the market correction,
# including future lows if available

# resolution of each 1st rally day is set to about 2 weeks
def rDayInterval = round(25/2, 0);

def futureLow = if isNaN(prLo[-rDayInterval]) then futureLow[1]
else prLo[-rDayInterval];
def futureCls = if isNaN(cls[-rDayInterval]) then futureCls[1]
else cls[-rDayInterval];

# market correction is currently defined as down 8% from top
def mktCr = prLo <= highest(high, 25) * .92;
def prRng = TrueRange(prHi, cls, prLo); #prHi - prLo;
def pinkRday = cls > (prLo + (prHi - prLo)/2) and cls < cls[1] and
prLo <= lowest(prLo[1],rDayInterval) and
prLo <= lowest(futureLow, rDayInterval);
def realRday = cls > cls[1] and
cls <= lowest(futureCls, rDayInterval) and
cls[1] <= lowest(cls[1], rDayInterval) and
sum(pinkRday[1], rDayInterval) == 0;
def RallyDay1 = (mktCr or mktCr[1]) and (pinkRday or realRday);

AddChartBubble(RallyDay1, vol, "R1", color.LIGHT_GREEN);

nothing to be sorry about.
wow, ok, that is 5x longer than i was expecting... i understand the code, just will take me a couple days to look it over.
i guess i should have asked how/what the lower does and what you want to see it do in the upper.

 

[nktkobby]

nothing to be sorry about.
wow, ok, that is 5x longer than i was expecting... i understand the code, just will take me a couple days to look it over.
i guess i should have asked how/what the lower does and what you want to see it do in the upper.

Yes Sir, and possibly a scan option for the "R" signal. Btw, is there a manual for TOS scripts. Really would like to learn, can you help?

 

[halcyonguy]

Yes Sir, and possibly a scan option for the "R" signal. Btw, is there a manual for TOS scripts. Really would like to learn, can you help?

here is the TD site for thinkscript
https://tlc.thinkorswim.com/center/reference/thinkScript

tutorials section on this site
https://usethinkscript.com/forums/tutorials.4/

a massive collection of info
need onenote app installed https://tinyurl.com/tsCommunity

 

[nktkobby]

here is the TD site for thinkscript
https://tlc.thinkorswim.com/center/reference/thinkScript

tutorials section on this site
https://usethinkscript.com/forums/tutorials.4/

a massive collection of info
need onenote app installed https://tinyurl.com/tsCommunity

Thanks