Ok difficult to describe but here goes. What I want to do is write a scan for stocks just coming off a long term base so simplisticly you might have a part of the exploration that looks for stocks that have been flat with low volatility for 60 days and then have had succeessively higher closes for the last three days. (or some such) as the lip of the base starts to form. Only problem is the stock would no longer match the low volatility for 60 days as I am looking for higher volatility in the last 3 days SO: What I need is a way of breaking up the two argunents that mutually exclude each other so I scan I scan for 60 days of low volatility ignoring the last three days and have the last three days subjected todifferent conditions so its low volatility condition 1 for days T-4 to t-63 and then the other condition scanned for for T to t-3. Is there a general way of doing this so I scan for 1 set of conditions for a set period starting at XX bars back and ending at (say) 4 bars back and then another set of conditions for the last few (actually 3) days until today. scanning separately for the last 3 days will probablt throw up a lot of stocks that are not coming off a base and scanning for the base alone will throw up sticks that may base for another 60 days............

It's always a good idea to plot the individual components of a trading strategy to see what they are actually doing. [code:1:dd8e13d240]Std(Log(C/Ref(C,-1)),5)/Std(Log(C/Ref(C,-1)),99)[/code:1:dd8e13d240] Plot the above indicator code below a chart with some large trading gaps, and see if the large volatility values (during & after the gaps) correlate well with the price movements. IMO, Standard Deviation doesn't seem to suit market data that well. Try ATR(). jose '-) http://www.metastocktools.com[/code]

Here is the original breakout code source: http://www.metastocktool...m/MetaStock/Breakout.txt As for consolidation strategies, I don't understand the basic concept so I can't be of much help here. jose '-) http://www.metastocktools.com