Crash scan

proconsul
proconsul ✭
edited April 2018 in Scanning
Building a crash scan. How can I specify that the 5 year high precedes the 5 year low? Thanks.

Best Answer

  • markd
    markd mod
    Answer ✓
    I think it would be hard to write one scan that would capture all possible situations to fit that description, so you have to make some decisions.

    Here's a scan that finds instances where the 5 year low occurred in the past year (52 weeks) and the 5 year high occurred at least a year ago:

    // the current 1 year low is the same as the current 5 year low
    and [weekly min(52, weekly low) = weekly min(260, weekly low)]

    // the current 1 year high is below the 5 year high
    and [weekly max(52, weekly high) < weekly max(260, weekly high)]

    You can vary the parameters to find different configurations.

Answers