Scanning for a specific bar (4am and 9:30am)

[AssassinAR15]

Good afternoon. I have been searching for a way to scan for specific bars.

For example, If I wanted to scan for all relative volume values over 5 at 9:30a on the 5minute timeframe, how would I do that?

I am able to use the "offset" and "Bars" functions, but I am looking for a more specialized scan.

I was able to find this snippet of code below, but I have not been able to get any further. @generic (thank you for all your help)

declare lower;
input startTime = 930;
input endTime = 935;
def startOfScan = SecondsFromTime(startTime) > 0;
def endOfScan = SecondsTillTime(endTime) > 0;
plot scanPeriod = startOfScan or endOfScan;

 

[generic]

@ProfessorAR15 I don't understand the request. Are you looking to scan during the 5 minutes or scan sometime after, ie. 10:00 am, and want to know what stocks had rvol higher than 5 during the first 5 minute. I won't be able to help until tomorrow after market close so I'll check back at that time.

 

[AssassinAR15]

@ProfessorAR15 I don't understand the request. Are you looking to scan during the 5 minutes or scan sometime after, ie. 10:00 am, and want to know what stocks had rvol higher than 5 during the first 5 minute. I won't be able to help until tomorrow after market close so I'll check back at that time.

Thank you, and absolutely no rush.

Going back to the rVOL example........lets say I start trading at 8am, and I have a watchlist of 75 stocks. What I want to know, is which ones had rVOL scores over 5 on the 4am bar, and ONLY the 4am bar. If a stock had a rVOL value of 5 at 4:30am, this scan would not pick it up as it's out of scope.

This can be done using standard settings if I were to do the scan at 4:05am for the last bar, but it's much more difficult do to it during regular trading hours, as the bar would need to be changed every 5 minutes in order to keep the scan at the specific time that I want.

I hope this makes more sense, please let me know if not. Thank you again!

 

[generic]

@ProfessorAR15 I think this is what you want.

input time = 930;
input length = 60;
input numDev = 5.0;

def rawRelVol = (volume - Average(volume, length)) / StDev(volume, length);
def timer = SecondsFromTime(time) == 0;
def over = if timer then if rawrelVol > numDev then 1 else 0 else over[1];

plot scan = over == 1;

 

[wtan]

Hey, is there a way to scan for the first 5 mins of the day? Thanks.

 

[generic]

@wtan What are you trying to scan? If you're the scanning the code above then set the agg to 5 min and it'll be the first 5 mins of the day.