Post Market Gappers

There are several posts in the forum that provide nearly this exact solution you have requested. Please search the forum for solutions before posting a new question.

Here is a directly link to the search results you get when you enter the term "gap" in the search box of the Stock Scanners topic:

https://www.hahn-tech.com/ans/cat/scans/?question_type=all&search=gap

Regarding your claim that you need to use "mark" in your formula, that is not correct at all. You will find many examples of pre and post market scans in this forum and all of them use the close price and none of them use mark or last. For some reason there is a common misconception about this. Folks are lead to believe that the close is not operable for pre and post markets. However it works in every example we have published so far.

Edit: Here are some solutions I pulled from that list of results in the search linked above:

First we'll create the custom watchlist column:

https://www.hahn-tech.com/ans/after-hours-gap-scanner/

In the code from this post, I only had to change the final line to compute the value you requested for your custom watchlist column.

input marketClose = 1600;
def closeCounter = SecondsTillTime(marketClose);
def regSessEnd = closeCounter[-1] == 0;
rec priorDayClose = if regSessEnd then close else priorDayClose[1];
plot data = close / priorDayClose;

Next we'll build the scan. For that we'll grab the code from this post:

https://www.hahn-tech.com/ans/help-making-pre-market-gap-scanner-more-efficient/

def percent_change = -2.00;
input marketClose = 1600;
def closeCounter = SecondsTillTime(marketClose);
def regSessEnd = closeCounter[-1] == 0;
rec priorDayClose = if regSessEnd then close else priorDayClose[1];
# comment out yest_closing_price and replace with priorDayClose
#def yest_closing_price = close[500];
def afterhours_percent_change = 100 * ((close - priorDayClose) / priorDayClose ) ;
# comment out scan for greater than and replace with scan for less than
#plot scan = afterhours_percent_change >= percent_change;
plot scan = afterhours_percent_change <= percent_change;

For this one, we don't have to make any changes at all. The default value for percent_change can be set to zero. Then use whichever of the two scan plots you need. The first one is commented out, but that will scan for current close greater than previous day close. The second one is active, that will be used to scan for current close less than previous day close.

Gap scans are the signal most often requested item in the forum. Sorting all the search results can be a bit overwhelming. Problem is that there is only one way to do it. So every post on a gap scanner can be used in place of any other (with some minor tweaks).