Screening trade ideas

[hdge4u]

I am looking for instruments that are making 20 day highs or lows. How can I set up a filter, or Alert for this?

[NinjaTrader_Manfred]

Hello hdge4u,

The Market Analyzer would let you add "Calendar Year", "52 weeks", and "Current Day" high and low values. However, these would be specific to these timeframes and cannot be adjusted/limited to 20 days.

While it would also be possible to set this up with an alert, it would likely be a rather convoluted setup that would have to be repeated for each individual instrument.

The best option I see would be to create a custom script that pulls and compares this information. Please let me know if you would be interested in further information about programming such a script or having someone do it on your behalf, as our NinjaScript Team would be the best contact in this regard.