Daily Indicator Functions

Daily Indicator Functions allow you to calculate technical indicators using daily market data. These functions can be applied directly to a specific date or to the date when a security reaches its highest or lowest value within a given range. By combining these indicators with other daily data points, you can create precise filters and columns to analyze market trends, volatility, and momentum.

DAILY_SMA

Returns the daily simple moving average (SMA) of a requested data point.

[DAILY_SMA(requested_data, offset_days, periods)]

Parameters

requested_data - Data point to calculate the SMA for. Must be a daily price data point.
offset_days - Starting point for the calculation, specified as trading days relative to the scan date. Must be a whole number between -2,520 and 2,520.
periods - Number of trading days to include in the calculation. Must be a whole number between 2 and 250.

[DAILY_SMA(price_close_adj, 0, 20)]

This example returns the 20-day SMA of the adjusted closing price for the scan date.

DAILY_EMA

Returns the daily exponential moving average (EMA) of a requested data point.

[DAILY_EMA(requested_data, offset_days, periods)]

Parameters

requested_data - Data point to calculate the EMA for. Must be a daily price data point.
offset_days - Starting point for the calculation, specified as trading days relative to the scan date. Must be a whole number between -2,520 and 2,520.
periods - Number of trading days to include in the calculation. Must be a whole number between 2 and 250.

[DAILY_EMA(price_close_adj, 0, 20)]

This example returns the 20-day EMA of the adjusted closing price for the scan date.

DAILY_RSI

Returns the daily relative strength index (RSI).

[DAILY_RSI(requested_data, offset_days, periods)]

Parameters

requested_data - Data point to calculate the RSI for. Must be a daily price data point.
offset_days - Starting point for the calculation, specified as trading days relative to the scan date. Must be a whole number between -2,520 and 2,520.
periods - Number of trading days to include in the calculation. Must be a whole number between 2 and 50.

[DAILY_RSI(price_close_adj, 0, 14)]

This example returns the 14-day RSI for the scan date.

DAILY_ATR

Returns the daily average true range (ATR).

[DAILY_ATR(offset_days, periods)]

Parameters

offset_days - Starting point for the calculation, specified as trading days relative to the scan date. Must be a whole number between -2,520 and 2,520.
periods - Number of trading days to include in the calculation. Must be a whole number between 2 and 50.

[DAILY_ATR(0, 14)]

This example returns the 14-day ATR for the scan date.

DAILY_SMA_AT_MAX

Returns the daily simple moving average (SMA) of a requested data point for the date another data point reaches its maximum within a specified date range.

[DAILY_SMA_AT_MAX(requested_data, max_data, start_offset_days, end_offset_days, periods)]

Parameters

requested_data - Data point to calculate the SMA for. Must be a daily price data point.
max_data - Data point to evaluate for the maximum value. SMA will be returned for the date when max_data reaches its highest value. Accepts any available daily data point.
start_offset_days - Start of the date range to evaluate, specified as trading days relative to the scan date. Must be a whole number between -2,520 and 2,520.
end_offset_days - End of the date range to evaluate, specified as trading days relative to the scan date. Must be a whole number between -2,520 and 2,520.
periods - Number of trading days to include in the calculation. Must be a whole number between 2 and 250.

[DAILY_SMA_AT_MAX(price_close_adj, price_high_adj, -10, -1, 20)]

This example finds the date with the highest price from the previous 10 trading days, then returns the 20-day SMA of the adjusted closing price for that date.

DAILY_SMA_AT_MIN

Returns the daily simple moving average (SMA) of a requested data point for the date another data point reaches its minimum within a specified date range.

[DAILY_SMA_AT_MIN(requested_data, min_data, start_offset_days, end_offset_days, periods)]

Parameters

requested_data - Data point to calculate the SMA for. Must be a daily price data point.
min_data - Data point to evaluate for the minimum value. SMA will be returned for the date when min_data reaches its lowest value. Accepts any available daily data point.
start_offset_days - Start of the date range to evaluate, specified as trading days relative to the scan date. Must be a whole number between -2,520 and 2,520.
end_offset_days - End of the date range to evaluate, specified as trading days relative to the scan date. Must be a whole number between -2,520 and 2,520.
periods - Number of trading days to include in the calculation. Must be a whole number between 2 and 250.

[DAILY_SMA_AT_MIN(price_close_adj, price_low_adj, -20, -1, 50)]

This example finds the date with the lowest price from the previous 20 trading days, then returns the 50-day SMA of the adjusted closing price for that date.

DAILY_EMA_AT_MAX

Returns the daily exponential moving average (EMA) of a requested data point for the date another data point reaches its maximum within a specified date range.

[DAILY_EMA_AT_MAX(requested_data, max_data, start_offset_days, end_offset_days, periods)]

Parameters

requested_data - Data point to calculate the EMA for. Must be a daily price data point.
max_data - Data point to evaluate for the maximum value. EMA will be returned for the date when max_data reaches its highest value. Accepts any available daily data point.
start_offset_days - Start of the date range to evaluate, specified as trading days relative to the scan date. Must be a whole number between -2,520 and 2,520.
end_offset_days - End of the date range to evaluate, specified as trading days relative to the scan date. Must be a whole number between -2,520 and 2,520.
periods - Number of trading days to include in the calculation. Must be a whole number between 2 and 250.

[DAILY_EMA_AT_MAX(price_close_adj, price_high_adj, -10, -1, 20)]

This example finds the date with the highest price from the previous 10 trading days, then returns the 20-day EMA of the adjusted closing price for that date.

DAILY_EMA_AT_MIN

Returns the daily exponential moving average (EMA) of a requested data point for the date another data point reaches its minimum within a specified date range.

[DAILY_EMA_AT_MIN(requested_data, min_data, start_offset_days, end_offset_days, periods)]

Parameters

requested_data - Data point to calculate the EMA for. Must be a daily price data point.
min_data - Data point to evaluate for the minimum value. EMA will be returned for the date when min_data reaches its lowest value. Accepts any available daily data point.
start_offset_days - Start of the date range to evaluate, specified as trading days relative to the scan date. Must be a whole number between -2,520 and 2,520.
end_offset_days - End of the date range to evaluate, specified as trading days relative to the scan date. Must be a whole number between -2,520 and 2,520.
periods - Number of trading days to include in the calculation. Must be a whole number between 2 and 250.

[DAILY_EMA_AT_MIN(price_close_adj, price_low_adj, -20, -1, 9)]

This example finds the date with the lowest price from the previous 20 trading days, then returns the 9-day EMA of the adjusted closing price for that date.

DAILY_RSI_AT_MAX

Returns the daily relative strength index (RSI) for the date another data point reaches its maximum within a specified date range.

[DAILY_RSI_AT_MAX(requested_data, max_data, start_offset_days, end_offset_days, periods)]

Parameters

requested_data - Data point to calculate the RSI for. Must be a daily price data point.
max_data - Data point to evaluate for the maximum value. RSI will be returned for the date when max_data reaches its highest value. Accepts any available daily data point.
start_offset_days - Start of the date range to evaluate, specified as trading days relative to the scan date. Must be a whole number between -2,520 and 2,520.
end_offset_days - End of the date range to evaluate, specified as trading days relative to the scan date. Must be a whole number between -2,520 and 2,520.
periods - Number of trading days to include in the calculation. Must be a whole number between 2 and 50.

[DAILY_RSI_AT_MAX(price_close_adj, price_high_adj, -10, -1, 14)]

This example finds the date with the highest price from the previous 10 trading days, then returns the 14-day RSI for that date.

DAILY_RSI_AT_MIN

Returns the daily relative strength index (RSI) for the date another data point reaches its minimum within a specified date range.

[DAILY_RSI_AT_MIN(requested_data, min_data, start_offset_days, end_offset_days, periods)]

Parameters

requested_data - Data point to calculate the RSI for. Must be a daily price data point..
min_data - Data point to evaluate for the minimum value. RSI will be returned for the date when min_data reaches its lowest value. Accepts any available daily data point.
start_offset_days - Start of the date range to evaluate, specified as trading days relative to the scan date. Must be a whole number between -2,520 and 2,520.
end_offset_days - End of the date range to evaluate, specified as trading days relative to the scan date. Must be a whole number between -2,520 and 2,520.
periods - Number of trading days to include in the calculation. Must be a whole number between 2 and 50.

[DAILY_RSI_AT_MIN(price_close_adj, price_low_adj, -20, -1, 14)]

This example finds the date with the lowest price from the previous 20 trading days, then returns the 14-day RSI for that date.

DAILY_ATR_AT_MAX

Returns the daily average true range (ATR) for the date another data point reaches its maximum within a specified date range.

[DAILY_ATR_AT_MAX(max_data, start_offset_days, end_offset_days, periods)]

Parameters

max_data - Data point to evaluate for the maximum value. ATR will be returned for the date when max_data reaches its highest value. Accepts any available daily data point.
start_offset_days - Start of the date range to evaluate, specified as trading days relative to the scan date. Must be a whole number between -2,520 and 2,520.
end_offset_days - End of the date range to evaluate, specified as trading days relative to the scan date. Must be a whole number between -2,520 and 2,520.
periods - Number of trading days to include in the calculation. Must be a whole number between 2 and 50.

[DAILY_ATR_AT_MAX(price_high_adj, -10, -1, 14)]

This example finds the date with the highest price from the previous 10 trading days, then returns the 14-day ATR for that date.

DAILY_ATR_AT_MIN

Returns the daily average true range (ATR) for the date another data point reaches its minimum within a specified date range.

[DAILY_ATR_AT_MIN(price_low_adj, -10, -1, 14)]

Parameters

min_data - Data point to evaluate for the minimum value. ATR will be returned for the date when min_data reaches its lowest value. Accepts any available daily data point.
start_offset_days - Start of the date range to evaluate, specified as trading days relative to the scan date. Must be a whole number between -2,520 and 2,520.
end_offset_days - End of the date range to evaluate, specified as trading days relative to the scan date. Must be a whole number between -2,520 and 2,520.
periods - Number of trading days to include in the calculation. Must be a whole number between 2 and 50.

[DAILY_ATR_AT_MIN(price_low_adj, -10, -1, 14)]

This example finds the date with the lowest price from the previous 10 trading days, then returns the 14-day ATR for that date.

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DAILY_SMA

DAILY_EMA

DAILY_RSI

DAILY_ATR

DAILY_SMA_AT_MAX

DAILY_SMA_AT_MIN

DAILY_EMA_AT_MAX

DAILY_EMA_AT_MIN

DAILY_RSI_AT_MAX

DAILY_RSI_AT_MIN

DAILY_ATR_AT_MAX

DAILY_ATR_AT_MIN