Hi,

I want to have a scan that, among other critereia, excludes any stock that has 0 volume for two consecutive bars during day trading up to and including the current bar, using one-minute bars.

At any time during the trading day, if a stock has two consecutive bars with 0 volume, then such a stock would be excluded from the scan for the remainder of the day.

The purpose is to exclude stocks with 0 volume from the scan as they might not have enough liquidity to get in or get out of a postition at favorable pricing, or to avoid stocks which have been suspended from trading during the day for whatever reason.

Example would be to scan for stocks having a price range of $2 to $20 and also exclude any symbol which had two or or more consecutive bars with zero volume during the day and up to the current bar.

How to do this?

Steve

There is not a good reliable way of doing this as there is no built in syntax for identifying the first bar of the trading day.