I have created a scan condition for price closing above and below 2 SD Bollinger Bands on a daily chart.

This picks up only events that happen today. I would like to extend the condition to identify closes that qualify in the last 5 days. Is that possble?

Add a Bollinger Bands %B indicator to the chart with the same settings as your Bollinger Bands. Then add Donchian Channels to the Bollinger Bands %B indicator with the Period of the Donchian Channels set to 5 and the Offset of the Donchian Channels set to 0.

Adding and Moving Indicators

Then click on the Donchian Channels and select Create Scan Condition for Chan Bottom - Less Than: 0.

Create Conditions from Your Chart

You can delete the Bollinger Bands %B indicator and Donchian Channels from the chart once you have created and saved the condition.