Convert TC2000 Scan to Thinkorswim

Well here is my first crack at it. I only spent about 30 minutes reading up on the TC2000 language reference and this is my best interpretation given my current knowledge. Someone will have to run this on Thinkorswim and compare it to the output of this code on TC2000 to confirm whether this is a match. Please provide screenshots from TC2000 and Thinkorswim so I can dial this in.

#MinL5>MinL20 And MaxH7.1=maxh36 And MaxH3.1MaxH3.1*1.005
declare lower;
def fiveBarLow = Lowest(low, 5);
def twentyBarLow = Lowest(low, 20);
def conditionOne = fiveBarLow > twentyBarLow;
def sevenBarHighExcludingCurrent = Highest(high[1], 1);
def thirtySixBarHigh = Highest(high, 36);
def conditionTwo = sevenBarHighExcludingCurrent == thirtySixBarHigh;
def threeBarHighExcludingCurrent = Highest(high[1], 3);
def thirtySixBarHighExcludingCurrent = Highest(high[1], 36);
def conditionThree = threeBarHighExcludingCurrent < thirtySixBarHighExcludingCurrent;
def conditionFour = threeBarHighExcludingCurrent * 1.005;
plot scan = conditionOne and conditionTwo and conditionThree and conditionFour;

Ok, thanks for checking. I looked over the code I posted and there were some obvious errors. Just typos for the most part. So here is my updated version. I found this description of your scan online in another forum. Your’s is leaving out the Average Volume filter. When I add that volume filter to this version for Thinkorswim I get 29 ticker symbols in the scan results. I ran the scan on a daily time frame, against All Stocks, with 50 day average volume > 500,000.

First, here is the description of your scan I found online:

MINL5 > MINL20
(the minimum low of the last five day is greater than the minimum low of the last 20 days)
AND MAXH7.1 = MAXH36
(the maximum high of the last 7 days as of 1 day ago equals the maximum high of the last 36 days)
AND MAXH3.1 < MAXH36.1
(the maximum high of the last 3 days as of 1 day ago is less than the maximum high of the last 36 days as of 1 day ago)
AND H > MAXH3.1 * 1.005
(today’s high is greater than the (high of the last three bars as of 1 day ago * 1.005))
AND AVGV50 > 5000
(the average volume of the last 50 days is greater than 500000)

And here is my revised version for Thinkorswim:

#MinL5>MinL20 And MaxH7.1=maxh36 And MaxH3.1<MaxH36.1 And H>MaxH3.1*1.005
declare lower;
def fiveBarLow = Lowest(low, 5);
def twentyBarLow = Lowest(low, 20);
def conditionOne = fiveBarLow > twentyBarLow;
def sevenBarHighExcludingCurrent = Highest(high[1], 7);
def thirtySixBarHigh = Highest(high, 36);
def conditionTwo = sevenBarHighExcludingCurrent == thirtySixBarHigh;
def threeBarHighExcludingCurrent = Highest(high[1], 3);
def thirtySixBarHighExcludingCurrent = Highest(high[1], 36);
def conditionThree = threeBarHighExcludingCurrent < thirtySixBarHighExcludingCurrent;
def conditionFour = high > threeBarHighExcludingCurrent * 1.005;
plot scan1 = conditionOne and conditionTwo and conditionThree and conditionFour;

Note: This does not include the Average Volume filter. I applied that as a separate filter criteria when creating my test scan.

Ok, this should be the short side of that scan. Give it a shot and let us know how it works.

#MAXH5 < MAXH20 AND MINL7.1 = MINL36 AND MINL3.1 > MINL36.1 AND L < MINL3.1 * 0.995
declare lower;
def fiveBarHigh = Highest(high, 5);
def twentyBarHigh = Highest(high, 20);
def conditionOne = fiveBarHigh < twentyBarHigh;
def sevenBarLowExcludingCurrent = Lowest(low[1], 7);
def thirtySixBarLow = Lowest(low, 36);
def conditionTwo = sevenBarLowExcludingCurrent == thirtySixBarLow;
def threeBarLowExcludingCurrent = Lowest(low[1], 3);
def thirtySixBarLowExcludingCurrent = Lowest(low[1], 36);
def conditionThree = threeBarLowExcludingCurrent > thirtySixBarLowExcludingCurrent;
def conditionFour = low < threeBarLowExcludingCurrent * 0.995;
plot scan = conditionOne and conditionTwo and conditionThree and conditionFour;

John Campbell, do you mind giving a brief explanation of your strategy your using with this code? Thanks! ?