Assigning Multiple Variables Inside Loop

Hi Pete, Fold loops in TOS can be a pain to work with, but here’s what I’m dealing with.

Problem: Looking to assign multiple variables upon successful condition within for loop

Example Scan: The below scan finds a day in the past year that had 5x the daily average volume

def average_daily_volume = Average(data = VOLUME, length = 251)[1];

def bars_ago = fold n =1 to 251 with high_volume_day = double.nan while isnan(high_volume_day) do if volume[n] >= (average_daily_volume * 5) then n else double.nan;

The intent was to take bars_ago and create new variables:

bars_ago_high = high[bars_ago];
bars_ago_volume = high[bars_ago];

The problem is that I cannot use “bars_ago” in the [ ] because it is a double and not an integer, unable to convert.

Another solution is to assign multiple variables in the loop, but since I’m defining “bars_ago”,  I do not have the luxury of assigning other variables.

Currently my solution is to run the same loop various times for the amount of variables I have – clearly not efficient.

Thanks!