Does this achieve your aims? --8<------------------------- HiVolDay:=ValueWhen(1,V=LastValue(Highest(V)),Cum(1)); HiVolClose:=ValueWhen(1,V=LastValue(Highest(V)),C); HiVolHigh:=ValueWhen(1,V=LastValue(Highest(V)),H); C<HiVolClose AND Cum(H<HiVolHigh)<=(LastValue(Cum(1))-HiVolDay) --8<------------------------- Use with EXTREME CAUTION - it contains LastValues! wabbit :D

All the code needed to do this is inmy reply to your first query: To find the high on the day of the highest volume: HiVolHigh:=ValueWhen(1,V=LastValue(Highest(V)),H); Now all you have to do is find a high above or near this price: H=HiVolHigh; Or you can extend the trigger over, say, 5 days: Alert(H=HiVolHigh,5); Does this work for you, or were you looking for something different? wabbit :D P.S. I fail to see the logic in this system? Although volume is important in my own trading systems, it is not the basis of it. In this system of yours, the volume triggers can be easily corrupted by abnormal volume days, such as the days when options are exercised etc. On these days, volumes can be vastly different to normal trading days, and the price not affected. Massive voumes can also be found on days when institutions buy on/off the market, when a company enters/leaves an index and the managed funds buy/sell to reflect etc There are many instances when spikes in volume are not triggered by "normal" market influences. Just a thought.