Formula Scanner lets you write a price/volume rule, find every day in a
symbol's history where that rule was true, and see what typically happened next.
- Pick a symbol — type a ticker into the Symbol box.
- Write an expression — use
O, H, L, C, V (with offsets
like C[-2]) and functions such as avg, sum, min, max, ref,
between. Example: (C > avg(C, 20)) and (V > 1.5 * avg(V, 10)).
Click Show Examples for ready-made rules.
- Set the windows — Horizons are the forward periods to
measure (e.g. 1,3,5,10 days); Lookahead caps how far ahead run-up and
drawdown are tracked; Bars Limit restricts to the most recent N bars
(0 = all history).
- Run Formula — the chart marks every matching event, and the
Event Stats panel shows the hit rate plus average/median forward return
for each horizon, with best/worst run-up and drawdown.
- Review the hits — the Example Events table lists individual
matches with their forward returns.
Tip: save a formula from the menu above to reuse or share
it — it remembers your symbol, expression, horizons and lookahead.