Prior Year VWAP scanner

[BrianPaul]

Hi. Can anyone create a prior year vwap scanner. I just wanna see any stock that has touched the prior year vwap in the current year. So basically for 2023 i want to see stocks that are hitting 2022 vwap each day. Basically the idea here is after doing some backtesting I realized BUYINS.net considers short squeeze triggers as high time frame vwap as this is where the potential cumulative net position of shorts would be at breakeven or underwater on average. Would really like ability to even pull multi year vwap if possible. Not sure if anyone can couple this with a vwap horizontal line showing yearly vwap or a label etc but figured if you get the logic of a net short positions based on vwap you might have some ideas to get these levels in an indicators and subsequently create a scanner based on it. I know time based scanners can be difficult.
Thanks

 

[MerryDay]

Hi. Can anyone create a prior year vwap scanner. I just wanna see any stock that has touched the prior year vwap in the current year. So basically for 2023 i want to see stocks that are hitting 2022 vwap each day. Basically the idea here is after doing some backtesting I realized BUYINS.net considers short squeeze triggers as high time frame vwap as this is where the potential cumulative net position of shorts would be at breakeven or underwater on average. Would really like ability to even pull multi year vwap if possible. Not sure if anyone can couple this with a vwap horizontal line showing yearly vwap or a label etc but figured if you get the logic of a net short positions based on vwap you might have some ideas to get these levels in an indicators and subsequently create a scanner based on it. I know time based scanners can be difficult.
Thanks

The ToS platform does not provide for MTF scans.
You can scan on a yearly aggregation:
close[1] crosses VWAP()[1] finds stocks that crossed prior year vWAP overall for the year.

but no, you cannot scan for stocks that crossed prior year vwap on a daily basis.