Trading like a Turtletrader

sectorsailor

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Greetings fellow traders. I'm trying to set up a simple scan to screen for latest all time high on a (daily) to support my swing trading strategy modeled afte the Turtletraders, but I'm not seeing, what seems like would be a simple study/scan to do this. Price Performance study/Highs-Lows doesn't appear to capture desired information. Turtletraders utilize two breakout systems. System One, S1, is a four week price breakout for entry and a two week price breakout in the opposite direction of the entry breakout for an exit. How do I set up a scan to screen for all stocks that hit an all time high at the end of the day that I'm running the screen?
 
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