I was reading the articles of coding in trading from your official website. I came to one topic that was Price Gap System.
Price Gap Script
# A 2% gap up in price over the previous day on high volume
LOW >REF(HIGH,1) * 1.02 AND VOLUME > SMA(VOLUME, 5) * 2 By sense this formula is quite good but when the market opens n someone run this formula as alert how will this formula works? As total volume can b calculated in d end of the day. So how any company can give more than double volume from previous 5 SMA just at market starts?