I'm trying to develop a scan for premarket activity in TOS. The script I'm currently using does not return all results as crossed check with esignal. Below is the script I'm currently using. I also change the aggregation to intra-day since there isn’t a daily bar until the market opens. Any thoughts or help on this topic would be greatly appreciated. Thank you in advance.
declare lower;
input YYYYMMDD = 20141015;
plot condition1 = getyyyymmdd()==YYYYMMDD and secondsfromtime(0930)<=0;
