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Hi Pete, Is there a way to write a scan to see how many times a close X above/below the VWAP over X period? I would like custom inputs on both the aggregation and time frame. Ideally, I’d like to see the stats for 5 and 15 minutes. Thank you!
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No, a scan cannot display values. A scan is only able to return a list of stocks meeting a specified criteria. So perhaps you left something out in your description. Because we already provided a solution for you that displays the number of bars above or below the VWAP. https://www.hahn-tech.com/ans/column-to-show-number-of-bars-above-or-below-vwap/ If you wanted to scan for all stocks that had a count above or below a specified number. Well then that would be a scan. You can use that code from the previous solution and simply remove the last two lines and build your scan based on the data variable:
If this is what you are requesting then let me know so I can fix the title of your question. A properly worded title to this question may have helped me understand your request more clearly. Marked as spam
 Posted by Pete Hahn (Questions: 37, Answers: 4086) Answered on July 10, 2020 3:16 pm
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