Distance from Premarket High Watchlist

This one required some additional effort to deal with the request to split the extended hours trading session to include only the premarket data. I had to do this in stages in order to capture the first bar of premarket but exclude regular session and aftermarket hours.

The next challenge was to find a list of stocks that had moved more than +/- 5% from premarket highs. In the screenshot below we see the tickers shaded in white are less than +/- 5% from premarket high. The ones in black are greater than this threshold.

Here is the code:

input percentThreshold = 5.0;
def stageOne = RegularTradingEnd(GetYYYYMMDD());
def premarketStart = stageOne[1] <> stageOne;
def stageTwo = SecondsTillTime(930);
def premarketSession = stageTwo > 0;
rec premarketHigh = if premarketStart and premarketSession then high else if high > premarketHigh[1] and premarketSession then high else premarketHigh[1];
plot percentFromPremarketHigh = 100 * (close / premarketHigh - 1);
percentFromPremarketHigh.AssignValueColor(if AbsValue(percentFromPremarketHigh) < percentThreshold then Color.BLACK else Color.CURRENT);
AssignBackgroundColor(if AbsValue(percentFromPremarketHigh) < percentThreshold then Color.WHITE else Color.CURRENT);