Intraday performance filter
Author: piter99
Creation Date: 2/14/2013 3:12 PM
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Hi forum,

Any ideas how to filter out 1% up stocks today for 5 min intraday trading?
Thank you in advance.
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Compress the series to Daily and use ROC. You'll find code examples in the WealthScript Programming Guide > Multi-Time Frame Analysis and in the QuickRef (SetScale, RestoreScale, Synchronize). Hope that helps.
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That works for "today", but if you want to backtest it, you'd need to stay in the intraday scale.

From any given intraday bar, you can easily find the closing value from last bar yesterday by:
int yestLastBar = bar - Bars.IntradayBarNumber(bar) - 1;

Try this -
* Note! Requires the Community.Components Extension

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