I’m looking for a scan that can find stocks closing above their 5 period open assuming that I’d be only starting these scans on the weekend when there are 5 full trading days on the market (not including holiday weeks where maybe 1 or 2 days the market is closed).
Below is an example of what I mean, (note: each candle is Monday, Tuesday, Wednesday, Thursday, Friday. You can see how Friday was the day it closed above the highest open price of the week which in this case it was Monday’s open candle):
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