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Find the date of a scanned MAX result

AllanC
AllanC ✭
in Scanning

The MAX scan function only return the maximum value for a designated period. e.g. MAX(30, close) returns the maximum close value within the recent 30 days. Is there a way to get the 'number of days before' of that maximum value at my scan program?

Answers

  • markd
    markd mod
    The scan engine can only return symbols, and pre-selected data associated with the symbol, like sector, industry, SCTR, universe, close and volume AS OF THE SCAN DATE.

    (So, if you run a scan like "and [max(30,close) > 10]" your results will show the close as of the scan date, NOT the max 30 close.)

    You CAN get one additional piece of data in the results if you use a "rank by" statement in your scan, so you might be able to do "rank by max(30, close)" and the max 30 close would appear on the results page (I haven't tried this, though).

    However, as far as I know, you cannot rank by the date of the max close.

    If you have a particular day in mind, you can scan to see if a max close occurred on that date, e.g.

    and [5 days ago close = max(30,close)]

    but that is probably not what you want.

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