Intraday Indicator Functions

Intraday Indicator Functions allow you to calculate common technical indicators at specific times or at the point when another data point reaches its maximum or minimum. These functions are designed for flexible intraday analysis, letting you choose the time interval, reference times, and number of periods to include in the calculation. By combining these indicators with other intraday data points, you can build precise filters and columns that capture market conditions within pre-market, regular, or after-hours sessions.

INTRADAY_SMA

Returns the intraday simple moving average (SMA) of a requested data point for a specific time.

[INTRADAY_SMA(requested_data, offset_days, requested_time, bar_minutes, periods)]

Parameters

requested_data - Data point to calculate the SMA for. Accepts any intraday price data point.
offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.
requested_time - Time for which to return the SMA value. Accepts any daily time data point or a user-entered time.
bar_minutes - Time interval, in minutes, of each intraday bar used in the calculation. Accepts 1, 5, 15, 30, 60.
periods - Number of periods to include in the calculation. Must be a whole number between 2 and 250.

[INTRADAY_SMA(price_close_adj, 0, time_high, 1, 50)]

This example returns the 50-period SMA of the adjusted closing price for the time of the highest price during regular trading hours, calculated using 1-minute bars.

INTRADAY_EMA

Returns the intraday exponential moving average (EMA) of a requested data point for a specific time.

[INTRADAY_EMA(requested_data, offset_days, requested_time, bar_minutes, periods)]

Parameters

requested_data - Data point to calculate the EMA for. Accepts any intraday price data point.
offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.
requested_time - Time for which to return the EMA value. Accepts any daily time data point or a user-entered time.
bar_minutes - Time interval, in minutes, of each intraday bar used in the calculation. Accepts 1, 5, 15, 30, 60.
periods - Number of periods to include in the calculation. Must be a whole number between 2 and 250.

[INTRADAY_EMA(price_close_adj, 0, 10:30, 1, 20)]

This example returns the 20-period EMA of the adjusted closing price for 10:30 AM, calculated using 1-minute bars.

[INTRADAY_EMA(price_close_adj, 0, time_high, 5, 20)]

This example returns the 20-period EMA of the adjusted closing price for the time of the highest price during regular trading hours, calculated using 5-minute bars.

INTRADAY_RSI

Returns the intraday relative strength index (RSI) for a specific time.

[INTRADAY_RSI(requested_data, offset_days, requested_time, bar_minutes, periods)]

Parameters

requested_data - Data point to calculate the RSI for. Accepts any intraday price data point.
offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.
requested_time - Time for which to return the RSI value. Accepts any daily time data point or a user-entered time.
bar_minutes - Time interval, in minutes, of each intraday bar used in the calculation. Accepts 1, 5, 15, 30, 60.
periods - Number of periods to include in the calculation. Must be a whole number between 2 and 250.

[INTRADAY_RSI(price_close_adj, 0, time_low, 1, 14)]

This example returns the 14-period RSI for the time of the lowest price during regular trading hours, calculated using 1-minute bars.

INTRADAY_ATR

Returns the intraday average true range (ATR) for a specific time.

[INTRADAY_ATR(offset_days, requested_time, bar_minutes, periods)]

Parameters

offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.
requested_time - Time for which to return the ATR value. Accepts any daily time data point or a user-entered time.
bar_minutes - Time interval, in minutes, of each intraday bar used in the calculation. Accepts 1, 5, 15, 30, 60.
periods - Number of periods to include in the calculation. Must be a whole number between 2 and 50.

[INTRADAY_ATR(0, 3:59 PM, 1, 14)]

This example returns the 14-period ATR for 3:59 PM, calculated using 1-minute bars.

INTRADAY_VWAP_ADJ

Returns the adjusted volume weighted average price (VWAP) for a specific time.

[INTRADAY_VWAP_ADJ(offset_days, requested_time, bar_minutes, anchor_time)]

Parameters

offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.
requested_time - Time for which to return the VWAP value. Accepts any daily time data point or a user-entered time.
bar_minutes - Time interval, in minutes, of each intraday bar used in the calculation. Accepts 1, 5, 15, 30, 60.
anchor_time - Start time for the VWAP calculation.

[INTRADAY_VWAP_ADJ(0, time_high, 1, 4:00)]

This example finds the time of the highest price during regular trading hours, then returns the adjusted VWAP for that time, calculated using 1-minute bars starting at 4:00 AM.

INTRADAY_VWAP_UNADJ

Returns the unadjusted volume weighted average price (VWAP) for a specific time.

[INTRADAY_VWAP_UNADJ(offset_days, requested_time, bar_minutes, anchor_time)]

Parameters

offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.
requested_time - Time for which to return the VWAP value. Accepts any daily time data point or a user-entered time.
bar_minutes - Time interval, in minutes, of each intraday bar used in the calculation. Accepts 1, 5, 15, 30, 60.
anchor_time - Start time for the VWAP calculation.

[INTRADAY_VWAP_UNADJ(0, time_low, 1, 4:00)]

This example finds the time of the lowest price during regular trading hours, then returns the unadjusted VWAP for that time, calculated using 1-minute bars starting at 4:00 AM.

INTRADAY_SMA_AT_MAX

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

[INTRADAY_SMA_AT_MAX(requested_data, max_data, offset_days, start_time, end_time, bar_minutes, periods)]

Parameters

requested_data - Data point to calculate the SMA for. Accepts any intraday price data point.
max_data - Data point to evaluate for the maximum value. Accepts intraday price and volume data points.
offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.
start_time - Start of the intraday time range to evaluate. Must be a time between 4:00 AM and 7:59 PM.
end_time - End of the intraday time range to evaluate. Must be a time between 4:00 AM and 7:59 PM.
bar_minutes - Time interval, in minutes, of each intraday bar used in the calculation. Accepts 1, 5, 15, 30, 60.
periods - Number of periods to include in the calculation. Must be a whole number between 2 and 250.

[INTRADAY_SMA_AT_MAX(price_close_unadj, price_high_unadj, 0, 9:30, 15:59, 1, 20)]

This example finds the time of the highest price during regular trading hours, then returns the 20-period SMA of the unadjusted closing price for that time, calculated using 1-minute bars.

[INTRADAY_SMA_AT_MAX(price_close_unadj, price_high_unadj, 0, 4:00, 19:59, 5, 10)]

This example finds the 5-minute bar with the highest price across all sessions (pre-market, regular, after-hours) and returns its 10-period SMA of the unadjusted closing price, calculated using 5-minute bars.

INTRADAY_SMA_AT_MIN

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

[INTRADAY_SMA_AT_MIN(requested_data, min_data, offset_days, start_time, end_time, bar_minutes, periods)]

Parameters

requested_data - Data point to calculate the SMA for. Accepts any intraday price data point.
min_data - Data point to evaluate for the minimum value. Accepts intraday price and volume data points.
offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.
start_time - Start of the intraday time range to evaluate. Must be a time between 4:00 AM and 7:59 PM.
end_time - End of the intraday time range to evaluate. Must be a time between 4:00 AM and 7:59 PM.
bar_minutes - Time interval, in minutes, of each intraday bar used in the calculation. Accepts 1, 5, 15, 30, 60.
periods - Number of periods to include in the calculation. Must be a whole number between 2 and 250.

[INTRADAY_SMA_AT_MIN(price_close_unadj, price_low_unadj, 0, 9:30, 15:59, 1, 20)]

This example finds the time of the lowest price during regular trading hours, then returns the 20-period SMA of the unadjusted closing price for that time, calculated using 1-minute bars.

[INTRADAY_SMA_AT_MIN(price_close_unadj, price_low_unadj, 0, 4:00, 19:59, 5, 20)]

This example finds the 5-minute bar with the lowest price across all sessions (pre-market, regular, after-hours) and returns its 20-period SMA of the unadjusted closing price, calculated using 5-minute bars.

INTRADAY_EMA_AT_MAX

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

[INTRADAY_EMA_AT_MAX(requested_data, max_data, offset_days, start_time, end_time, bar_minutes, periods)]

Parameters

requested_data - Data point to calculate the EMA for. Accepts any intraday price data point.
max_data - Data point to evaluate for the maximum value. Accepts intraday price and volume data points.
offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.
start_time - Start of the intraday time range to evaluate. Must be a time between 4:00 AM and 7:59 PM.
end_time - End of the intraday time range to evaluate. Must be a time between 4:00 AM and 7:59 PM.
bar_minutes - Time interval, in minutes, of each intraday bar used in the calculation. Accepts 1, 5, 15, 30, 60.
periods - Number of periods to include in the calculation. Must be a whole number between 2 and 250.

[INTRADAY_EMA_AT_MAX(price_close_unadj, price_high_unadj, 0, 9:30, 15:59, 1, 20)]

This example finds the time of the highest price during regular trading hours, then returns the 20-period EMA of the unadjusted closing price for that time, calculated using 1-minute bars.

[INTRADAY_EMA_AT_MAX(price_close_unadj, price_high_unadj, 0, 4:00, 19:59, 5, 10)]

This example finds the 5-minute bar with the highest price across all sessions (pre-market, regular, after-hours) and returns its 10-period EMA of the unadjusted closing price, calculated using 5-minute bars.

INTRADAY_EMA_AT_MIN

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

[INTRADAY_EMA_AT_MIN(requested_data, min_data, offset_days, start_time, end_time, bar_minutes, periods)]

Parameters

requested_data - Data point to calculate the EMA for. Accepts any intraday price data point.
min_data - Data point to evaluate for the minimum value. Accepts intraday price and volume data points.
offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.
start_time - Start of the intraday time range to evaluate. Must be a time between 4:00 AM and 7:59 PM.
end_time - End of the intraday time range to evaluate. Must be a time between 4:00 AM and 7:59 PM.
bar_minutes - Time interval, in minutes, of each intraday bar used in the calculation. Accepts 1, 5, 15, 30, 60.
periods - Number of periods to include in the calculation. Must be a whole number between 2 and 250.

[INTRADAY_EMA_AT_MIN(price_close_unadj, price_low_unadj, 0, 9:30, 15:59, 1, 20)]

This example finds the time of the lowest price during regular trading hours, then returns the 20-period EMA of the unadjusted closing price for that time, calculated using 1-minute bars.

[INTRADAY_EMA_AT_MIN(price_close_unadj, price_low_unadj, 0, 4:00, 19:59, 5, 20)]

This example finds the 5-minute bar with the lowest price across all sessions (pre-market, regular, after-hours) and returns its 20-period EMA of the unadjusted closing price, calculated using 5-minute bars.

INTRADAY_RSI_AT_MAX

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

[INTRADAY_RSI_AT_MAX(requested_data, max_data, offset_days, start_time, end_time, bar_minutes, periods)]

Parameters

requested_data - Data point to calculate the RSI for. Accepts any intraday price data point.
max_data - Data point to evaluate for the maximum value. Accepts intraday price and volume data points.
offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.
start_time - Start of the intraday time range to evaluate. Must be a time between 4:00 AM and 7:59 PM.
end_time - End of the intraday time range to evaluate. Must be a time between 4:00 AM and 7:59 PM.
bar_minutes - Time interval, in minutes, of each intraday bar used in the calculation. Accepts 1, 5, 15, 30, 60.
periods - Number of periods to include in the calculation. Must be a whole number between 2 and 250.

[INTRADAY_RSI_AT_MAX(price_close_unadj, price_high_unadj, 0, 9:30, 15:59, 1, 14)]

This example finds the time of the highest price during regular trading hours, then returns the 14-period RSI for that time, calculated using 1-minute bars.

[INTRADAY_RSI_AT_MAX(price_close_unadj, price_high_unadj, 0, 4:00, 19:59, 5, 14)]

This example finds the 5-minute bar with the highest price across all sessions (pre-market, regular, after-hours) and returns its 14-period RSI, calculated using 5-minute bars.

INTRADAY_RSI_AT_MIN

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

[INTRADAY_RSI_AT_MIN(requested_data, min_data, offset_days, start_time, end_time, bar_minutes, periods)]

Parameters

requested_data - Data point to calculate the RSI for. Accepts any intraday price data point.
min_data - Data point to evaluate for the minimum value. Accepts intraday price and volume data points.
offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.
start_time - Start of the intraday time range to evaluate. Must be a time between 4:00 AM and 7:59 PM.
end_time - End of the intraday time range to evaluate. Must be a time between 4:00 AM and 7:59 PM.
bar_minutes - Time interval, in minutes, of each intraday bar used in the calculation. Accepts 1, 5, 15, 30, 60.
periods - Number of periods to include in the calculation. Must be a whole number between 2 and 250.

[INTRADAY_RSI_AT_MIN(price_close_unadj, price_low_unadj, 0, 9:30, 15:59, 1, 14)]

This example finds the time of the lowest price during regular trading hours, then returns the 14-period RSI for that time, calculated using 1-minute bars.

[INTRADAY_RSI_AT_MIN(price_close_unadj, price_low_unadj, 0, 4:00, 19:59, 5, 10)]

This example finds the 5-minute bar with the lowest price across all sessions (pre-market, regular, after-hours) and returns its 14-period RSI, calculated using 5-minute bars.

INTRADAY_ATR_AT_MAX

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

[INTRADAY_ATR_AT_MAX(max_data, offset_days, start_time, end_time, bar_minutes, periods)]

Parameters

max_data - Data point to evaluate for the maximum value. Accepts intraday price and volume data points.
offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.
start_time - Start of the intraday time range to evaluate. Must be a time between 4:00 AM and 7:59 PM.
end_time - End of the intraday time range to evaluate. Must be a time between 4:00 AM and 7:59 PM.
bar_minutes - Time interval, in minutes, of each intraday bar used in the calculation. Accepts 1, 5, 15, 30, 60.
periods - Number of periods to include in the calculation. Must be a whole number between 2 and 250.

[INTRADAY_ATR_AT_MAX(price_high_unadj, 0, 9:30, 15:59, 1, 14)]

This example finds the time of the highest price during regular trading hours, then returns the 14-period ATR for that time, calculated using 1-minute bars.

[INTRADAY_ATR_AT_MAX(price_high_unadj, 0, 4:00, 19:59, 5, 14)]

This example finds the 5-minute bar with the highest price across all sessions (pre-market, regular, after-hours) and returns its 14-period ATR, calculated using 5-minute bars.

INTRADAY_VWAP_ADJ_AT_MAX

Returns the adjusted volume weighted average price (VWAP) for the time another data point reaches its maximum within a specified intraday time range.

[INTRADAY_VWAP_ADJ_AT_MAX(max_data, offset_days, start_time, end_time, bar_minutes, anchor_time)]

Parameters

max_data - Data point to evaluate for the maximum value. Accepts intraday price and volume data points.
offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.
start_time - Start of the intraday time range to evaluate. Must be a time between 4:00 AM and 7:59 PM.
end_time - End of the intraday time range to evaluate. Must be a time between 4:00 AM and 7:59 PM.
bar_minutes - Time interval, in minutes, of each intraday bar used in the calculation. Accepts 1, 5, 15, 30, 60.
anchor_time - Start time for the VWAP calculation.

[INTRADAY_VWAP_ADJ_AT_MAX(price_high_unadj, 0, 9:30, 15:59, 1, 4:00)]

This example finds the time of the highest price during regular trading hours, then returns the adjusted VWAP for that time, calculated using 1-minute bars starting at 4:00 AM.

[INTRADAY_VWAP_ADJ_AT_MAX(price_high_unadj, 0, 4:00, 19:59, 5, 9:30)]

This example finds the 5-minute bar with the highest price across all sessions (pre-market, regular, after-hours) and returns its adjusted VWAP, calculated using 5-minute bars starting at 9:30 AM.

INTRADAY_VWAP_ADJ_AT_MIN

Returns the adjusted volume weighted average price (VWAP) for the time another data point reaches its minimum within a specified intraday time range.

[INTRADAY_VWAP_ADJ_AT_MIN(min_data, offset_days, start_time, end_time, bar_minutes, anchor_time)]

Parameters

min_data - Data point to evaluate for the minimum value. Accepts intraday price and volume data points.
offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.
start_time - Start of the intraday time range to evaluate. Must be a time between 4:00 AM and 7:59 PM.
end_time - End of the intraday time range to evaluate. Must be a time between 4:00 AM and 7:59 PM.
bar_minutes - Time interval, in minutes, of each intraday bar used in the calculation. Accepts 1, 5, 15, 30, 60.
anchor_time - Start time for the VWAP calculation.

[INTRADAY_VWAP_ADJ_AT_MIN(price_low_unadj, 0, 9:30, 15:59, 1, 4:00)]

This example finds the time of the lowest price during regular trading hours, then returns the adjusted VWAP for that time, calculated using 1-minute bars starting at 4:00 AM.

[INTRADAY_VWAP_ADJ_AT_MIN(price_low_unadj, 0, 4:00, 19:59, 5, 9:30)]

This example finds the 5-minute bar with the lowest price across all sessions (pre-market, regular, after-hours) and returns its adjusted VWAP, calculated using 5-minute bars starting at 9:30 AM.

INTRADAY_VWAP_UNADJ_AT_MAX

Returns the unadjusted volume weighted average price (VWAP) for the time another data point reaches its maximum within a specified intraday time range.

[INTRADAY_VWAP_UNADJ_AT_MAX(max_data, offset_days, start_time, end_time, bar_minutes, anchor_time)]

Parameters

max_data - Data point to evaluate for the maximum value. Accepts intraday price and volume data points.
offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.
start_time - Start of the intraday time range to evaluate. Must be a time between 4:00 AM and 7:59 PM.
end_time - End of the intraday time range to evaluate. Must be a time between 4:00 AM and 7:59 PM.
bar_minutes - Time interval, in minutes, of each intraday bar used in the calculation. Accepts 1, 5, 15, 30, 60.
anchor_time - Start time for the VWAP calculation.

[INTRADAY_VWAP_UNADJ_AT_MAX(price_high_unadj, 0, 9:30, 15:59, 1, 4:00)]

This example finds the time of the highest price during regular trading hours, then returns the unadjusted VWAP for that time, calculated using 1-minute bars starting at 4:00 AM.

[INTRADAY_VWAP_UNADJ_AT_MAX(price_high_unadj, 0, 4:00, 19:59, 5, 9:30)]

This example finds the 5-minute bar with the highest price across all sessions (pre-market, regular, after-hours) and returns its unadjusted VWAP, calculated using 5-minute bars starting at 9:30 AM.

INTRADAY_VWAP_UNADJ_AT_MIN

Returns the unadjusted volume weighted average price (VWAP) for the time another data point reaches its minimum within a specified intraday time range.

[INTRADAY_VWAP_UNADJ_AT_MIN(min_data, offset_days, start_time, end_time, bar_minutes, anchor_time)]

Parameters

min_data - Data point to evaluate for the minimum value. Accepts intraday price and volume data points.
offset_days - Number of trading days to offset from the scan date. Must be a whole number between -2,520 and 2,520.
start_time - Start of the intraday time range to evaluate. Must be a time between 4:00 AM and 7:59 PM.
end_time - End of the intraday time range to evaluate. Must be a time between 4:00 AM and 7:59 PM.
bar_minutes - Time interval, in minutes, of each intraday bar used in the calculation. Accepts 1, 5, 15, 30, 60.
anchor_time - Start time for the VWAP calculation.

[INTRADAY_VWAP_UNADJ_AT_MIN(price_low_unadj, 0, 9:30, 15:59, 1, 4:00)]

This example finds the time of the lowest price during regular trading hours, then returns the unadjusted VWAP for that time, calculated using 1-minute bars starting at 4:00 AM.

[INTRADAY_VWAP_UNADJ_AT_MIN(price_low_unadj, 0, 4:00, 19:59, 5, 9:30)]

This example finds the 5-minute bar with the lowest price across all sessions (pre-market, regular, after-hours) and returns its unadjusted VWAP, calculated using 5-minute bars starting at 9:30 AM.

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INTRADAY_SMA

INTRADAY_EMA

INTRADAY_RSI

INTRADAY_ATR

INTRADAY_VWAP_ADJ

INTRADAY_VWAP_UNADJ

INTRADAY_SMA_AT_MAX

INTRADAY_SMA_AT_MIN

INTRADAY_EMA_AT_MAX

INTRADAY_EMA_AT_MIN

INTRADAY_RSI_AT_MAX

INTRADAY_RSI_AT_MIN

INTRADAY_ATR_AT_MAX

INTRADAY_VWAP_ADJ_AT_MAX

INTRADAY_VWAP_ADJ_AT_MIN

INTRADAY_VWAP_UNADJ_AT_MAX

INTRADAY_VWAP_UNADJ_AT_MIN