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scan where i have 2 days of high volume in last 3 days

murthysuresh
murthysuresh ✭
in Scanning
how can i check for scans where i have 2 days of high volume in last 3 days? the one below only filters to high volume today.
[exchange is TSE]

and [today's volume > yesterday's sma(60,volume)*2]

Comments

  • markd
    markd mod
    Well, one way would be to write a series of "or" statements where volume is large on two of the days and not on the remaining day -

    so

    and

    day 1 is large
    and day 2 is large
    and day 3 is less than large

    or

    day 1 is large
    and day 3 is large
    and day 2 is less than large

    or

    day 2 is large
    and day 3 is large
    and day 1 is less than large


    If you mean by high volume, "greater than the moving average x 2), then the first one would be

    [ volume > sma(60, volume) * 2]
    and [ 1 day ago volume > 1 day ago sma(60, volume) * 2]
    and [ 2 days go volume < 2 days ago sma(60, volume) * 2]

    I'll let you work out the rest. Watch your parentheses.

    Or if this is too complicated, re-think whether this is the best way to capture what you are looking for.



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