Need scan AFL for NR7 weekly high/low breakout (do not want chart plotting and exploration, only scan needed)
Skeleton
1) Find first NR7 in last 6 days excluding today.
2) Find Highest High and Lowest Low in 7 days of NR7.
3) Highest high or lowest low should not be broken out until today from NR7 day.
4) Generate following signals
a) BUY if today close is higher than highest high of NR7.
b) SELL if today close is lower than lowest low of NR7.
Skeleton
1) Find first NR7 in last 6 days excluding today.
2) Find Highest High and Lowest Low in 7 days of NR7.
3) Highest high or lowest low should not be broken out until today from NR7 day.
4) Generate following signals
a) BUY if today close is higher than highest high of NR7.
b) SELL if today close is lower than lowest low of NR7.
