Is it possible to get the list of New Highs for previous trading day?

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Is it possible to get the list of New Highs for previous trading day?

Laurent Therond

posted Nov 15, 2016

Let's say I want to define my list of candidate stocks by filtering the list of NASDAQ New Highs recorded the previous trading day, is that possible? How?

2 responses

Here is a notebook showing one possibility. It uses a pipeline with a custom factor to check each security for a new n-day high (default is 250 days or roughly 1 year but can be changed). The exchange is added to the pipeline using the exchange_id field from the morningstar.share_class_reference dataset. The results are then filtered by new_high is true AND exchange_ID is NAS.

Hope that helps.

Laurent Therond

Thanks, Dan, that's great!

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.