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Is it possible to create this scan? $ Change% from 7:00 AM (or any timestamp)


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Mr. Medved, I am trying to create this scan:  $Change% from 7:00 AM (or any other timestamp). 

Symbol.Data.Last - SymbolData.Last(7:00 AM timestamp) / SymbolData.Last(7:00 AM timestamp) * 100

And create a Column for this:  Change7

How do I get SymbolData.Last at specific time? (7:00 AM timestamp)

Thanks, Roger


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The scan, when it runs, does not run only on the very last candle. It runs on every candle first (then, as  the real time data comes in, it keeps running on the last and then new candles).

So something like this will work

int lastdaynum  = -1;
double CloseAt7 = 0;

public void MainCalculation()
    if (TradingDay.DayNumber != lastdaynum)
        CloseAt7   = 0;
        lastdaynum = TradingDay.DayNumber;
    if (CloseAt7 == 0 && Timestamp >= TradingDay.SessionStart.AddHours(3)) // session starts at 4am, so add 3 to get 7am
        CloseAt7 = Close;
    if (CloseAt7 == 0)
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