% price change

40Flax

Hello, i would like to scan for stocks which have been moving 3% daily (range from low to high of the day) over the last 21 days. Thank you.

markd

I don't know of an indicator that measures this directly. I think you would have to test each of the 21 days individually. So it would begin

and [range > low *.03]
and [1 day ago range > 1 day ago low * .03]
etc.

That doesn't account for gaps, if that matters.

If it doesn't have to be every day's range, this might approximate it:

and [atr(21) > sma(21, low) * .03]

You would get junk with this, too, but it might capture at least a few of what you are looking for.

I haven't tested either one, but hopefully they will get you started.