Software/Website for finding Max % range of largest range single bar historically

Discussion in 'Technical Analysis' started by mokwit, Sep 11, 2017.

  1. mokwit

    mokwit

    I need to find what the maximum single day sell off in % was for a number of stocks between middle 2014 to present.

    Any ideas for a quick/easy way to do this? - inputting symbols one at a time into a web page would be acceptable.

    SO: Need Software/Website for finding Max percent range of single bar going back to mid 14

    What I want is to find the max daily range in percent including gap from [then] previous day close to [then] current day low over a defined time period e.g back 3 yrs or back to Jun 1 2014 i.e. returns the % range of the largest % range bar over a historical lookback. Percent True Range is an OK alternative but prefer just range.

    Thought TWS had this but has absolute range today or range today as % hist average, TS can program but would need to load a lot of symbols manually into Globalserver (time consuming and tedious) as looking at things don't normally look at.
     
  2. If you know how to use the TWS API you would be able to write the software yourself. Downloading historical OHLC data (3 year of daily bars) from IB is not so complicated. And the analysis you want to do doesn't sound complicated either.