Scanner: Previous Bar is High Of Day

ARL

Member
Plus
Hello! Could I please get assistance for a scan script that returns results where the previous bar is at the high of the day on a 5 minute chart? I wasn't able to locate anything about this in the forums. Thank you! =A=
 
Solution
Code:
def AggPer =
    GetAggregationPeriod();
def Clock =
    GetTime();
def Date =
    GetYYYYMMDD();;
def Begin =
    RegularTradingStart(Date);
def Finish =
    RegularTradingEnd(Date);
def isOpen =
    Between(Clock, Begin, Finish);
def isFirstBar =
    Clock == (Begin + 1)
    or (isOpen and !isOpen[1])
    or (isOpen and GetDay() != GetDay()[1]);
def isLastBar =
    Clock == (Finish - AggPer + 1)
    or (isOpen and !isOpen[-1])
    or (isOpen and GetDay() != GetDay()[-1]);
def HOD =
    if isFirstBar then High
    else Max(HOD[1],High);
plot Scan =
    High[1] == HOD[1];

I couldn't tell exactly what you wanted from how you worded it, but it's probably one of these.

high[1] == HOD[1]...
Code:
def AggPer =
    GetAggregationPeriod();
def Clock =
    GetTime();
def Date =
    GetYYYYMMDD();;
def Begin =
    RegularTradingStart(Date);
def Finish =
    RegularTradingEnd(Date);
def isOpen =
    Between(Clock, Begin, Finish);
def isFirstBar =
    Clock == (Begin + 1)
    or (isOpen and !isOpen[1])
    or (isOpen and GetDay() != GetDay()[1]);
def isLastBar =
    Clock == (Finish - AggPer + 1)
    or (isOpen and !isOpen[-1])
    or (isOpen and GetDay() != GetDay()[-1]);
def HOD =
    if isFirstBar then High
    else Max(HOD[1],High);
plot Scan =
    High[1] == HOD[1];

I couldn't tell exactly what you wanted from how you worded it, but it's probably one of these.

high[1] == HOD[1];
R53gQ2S.png


high[1] == HOD;
9vJNY3Y.png
 
Solution
You nailed it, thank you. The first illustration is the solution I was after. I was struggling to understand how a script handles 2 time frames, day and 5 mins. I was always getting aggregation errors. Your work clarifies a lot. Much appreciated.
 

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