How to scan hourly while excluding after market


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Hey Pete!  I know this will sound like a silly question but I promise it’s not.  I know when you select the timeframe in ToS you have the option to uncheck EXT but that doesn’t work as intended.

For my hourly scan:

I have a simple scan which says f the current bar is an inside then I want to see it

plot scan = high[1] >= high and low[1] <= low;

 

However, running this search currently at 8:48est on 7/22 returns TGT, and the current bar is not an inside bar.  For more information, I have chosen to not show extended hours trading session under equities so my time frame should begin at 9:30.

 

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Posted by (Questions: 5, Answers: 3)
Asked on July 22, 2020 5:51 am
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Private answer

I can assure you that unchecking the option to include extended hours data absolutely works 100%.

When you run the scan before the market opens and have the extended hours data turned off the scan is looking at the last bar of the previous trading day. The scan is 100% correct, your chart is wrong.

Wait, what? Yes, your chart is wrong. More precisely, the chart setting named "Start aggregation at market open" is set to yes. This needs to be turned off. None of the other tools on the platform have the ability to start aggregation at market open. So when you set your charts to start aggregation at market open your charts will not be aligned with any of the other tools on the platform. (TD Ameritrade developers refuse to acknowledge this despite having been told about this for years. Perhaps if everyone reading this post submits this issue to TD Ameritrade support someone over there will finally open their eyes and realize this is a real problem)

Screenshot below shows where to locate this chart setting. Once you turn that setting off you will find the scan is 100% correct. Your chart was wrong, but after turning that setting off your chart will perfectly match Scans, Cust0m Watchlist Columns, Study Alerts and Conditional Orders.

 

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Posted by (Questions: 37, Answers: 4087)
Answered on July 22, 2020 7:45 am
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Pete - I want that box to be checked. I only want market open aggregation.
( at July 23, 2020 7:39 am)
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Impossible. Sorry, I thought I made that clear. If there was another option or some way to work around this limitation I would have certainly provided that in my answer.
( at July 23, 2020 9:18 am)