Calculation Examples

The Advanced Scanner supports a set of arithmetic functions that can be applied to available data points. Available functions include Average, Sum, Max, Min, First, and Last. Each function is evaluated directly within the scan, allowing you to construct filters and columns that return calculated results. This article provides examples of how to use each function.

Average

This example creates a column that returns the average volume over the previous 5 trading days.

Sum

This example creates a column that returns the total volume for the first 30 minutes of trading.

In this example, Bar Size is set to 30 minutes, but using 1, 5, 15, or 30 minutes will all produce the same result.

Max

This example creates a column that returns the highest price during the first 15 minutes of trading.

Min

This example creates a column that returns the lowest price during the first 15 minutes of trading.

First

This example creates a column that returns the first traded price between 7:00 AM and 9:29 AM.

Last

This example created a column that returns the last traded price between 7:00 AM and 7:59 AM.

Tip: You can use these same selections to create a filter instead of a column.