Crash scan

proconsul

Building a crash scan. How can I specify that the 5 year high precedes the 5 year low? Thanks.

markd

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.

proconsul

Thank you very much