Study | KlickAnalytics

Markets Tools AI Stocks Funds Newsroom Economy Commodities FX Crypto My Symbol Resources

Screeners Chart Compare Correlations Spreads Backtest Formula Scanner Custom Formulas Aggregate Time Series Scoring Model Market Events Quant Tools Multi-tab Loader Chat

Market Events

Define a condition over OHLCV data, find every historical day it fired, and back-test a simple buy/sell strategy around each event across a basket of symbols.

You're viewing in preview mode. Saved studies, full historical data, and most symbol details are reserved for signed-in users. Sign up free to unlock.

Define Event

Condition

Example Conditions

Click any row to load it into the form and run. Mix simple price/volume thresholds, regime shifts, and rare catalyst days.

Volatility Shocks

$VIX|C > 40VIX above 40 (extreme fear)

$VIX|C > C[-1] * 1.3VIX jumps 30% in a day

SPY|((C - C[-1]) / C[-1]) * 100 < -3S&P 500 drops more than 3%

SPY|((C - C[-1]) / C[-1]) * 100 > 2S&P 500 rallies more than 2% (relief days)

Trend & Breakouts

QQQ|C > ref(max(C, 252), -1)Nasdaq-100 makes a fresh 52-week high

AAPL|(C > avg(C, 50)) and (C[-1] < avg(C, 50))AAPL reclaims its 50-day moving average

NVDA|(C > ref(max(C, 20), -1)) and (V > 1.5 * avg(V, 20))NVDA breaks 20-day high on heavy volume

SPY|(avg(C, 50) > avg(C, 200)) and (ref(avg(C, 50), -1) <= ref(avg(C, 200), -1))S&P 500 golden cross (50MA crosses above 200MA)

Crypto & Risk

BTCUSD|((C - C[-1]) / C[-1]) * 100 > 5Bitcoin rallies more than 5% in a day

BTCUSD|((C - C[-1]) / C[-1]) * 100 < -7Bitcoin drops more than 7% (capitulation days)

BTCUSD|(C > avg(C, 50)) and (avg(C, 50) > avg(C, 200))Bitcoin in confirmed uptrend (price > 50MA > 200MA)

Earnings & Catalyst Days

AAPL|(V > 2 * avg(V, 20)) and (((C - C[-1]) / C[-1]) * 100 > 3)Apple jumps 3%+ on 2× volume (likely catalyst)

TSLA|(V > 2 * avg(V, 50)) and (((C - C[-1]) / C[-1]) * 100 < -5)Tesla drops 5%+ on heavy volume

META|((C - C[-1]) / C[-1]) * 100 > 10Meta up 10%+ in a day (the rare big moves)

Macro Echoes

GLD|(C > avg(C, 50)) and (C[-1] < avg(C, 50))Gold reclaims its 50-day MA

GLD|((C - C[-1]) / C[-1]) * 100 > 2Gold rallies more than 2% in a day

USO|((C - C[-1]) / C[-1]) * 100 > 5Crude oil ETF up 5%+ in a day

Formula Patterns

Building blocks you can copy, tweak, and combine. Click any pattern to load it as a row.

Price comparisons

Up day

C > C[-1]

Up > 5% in a day

C > C[-1] * 1.05

Close above 20-day MA

C > avg(C, 20)

Above 20MA and 20MA above 50MA

(C > avg(C, 20)) and (avg(C, 20) > avg(C, 50))

Breakouts

20-bar high (excl. today)

C > ref(max(C, 20), -1)

52-bar high (intraday)

C > ref(max(H, 52), -1)

20-bar high on 1.5× volume

(C > ref(max(C, 20), -1)) and (V > 1.5 * avg(V, 20))

Reversals & exhaustion

3 down then 2% bounce

(C[-1] < C[-2]) and (C[-2] < C[-3]) and (C > C[-1] * 1.02)

10-bar low broken intraday but green close

(L < ref(min(L, 10), -1)) and (C > O)

Volatility & range

Range > 2× avg 20-day range

(H - L) > 2 * avg(H - L, 20)

Inside day

(H < H[-1]) and (L > L[-1])

Volume

Volume > 2× 20-day avg

V > 2 * avg(V, 20)

Volume blow-off (3× 50-day)

V > 3 * avg(V, 50)

Combining with `and` / `or`

Above 20MA on rising volume

(C > avg(C, 20)) and (V > 1.5 * avg(V, 10))

Big move day (5% either direction)

(C > C[-1] * 1.05) or (C < C[-1] * 0.95)

Formula DSL Cheat Sheet

Each row's formula uses bar-local variables that reference the row's symbol.
Example: (C > avg(C, 20)) and (V > 1.5 * avg(V, 10))

Bar Variables

Variable	Meaning
`O`	Open
`H`	High
`L`	Low
`C`	Close
`V`	Volume
`C[-1]`, `H[-2]`, …	Prior bars (negative offsets)

Functions

Function	Meaning
`avg(C, 20)` / `mean(C, 20)`	20-bar simple average of close
`sum(V, 10)`	10-bar sum of volume
`min(C, 20)` / `max(C, 20)`	20-bar lowest / highest close
`ref(C, 5)`	Close 5 bars ago
`between(x, lo, hi)`	True if `lo ≤ x ≤ hi`
`least(a, b, …)` / `greatest(a, b, …)`	Min / max of arguments

Operators

Operator	Purpose
`and` / `or` / `not`	Logical
`+` `-` `*` `/`	Arithmetic
`>` `<` `>=` `<=` `==` `!=`	Comparison
`(…)`	Grouping

Quick Examples

Formula	Description
`C > ref(max(C, 20), -1)`	20-bar high break (excl. current bar)
`C < ref(min(C, 20), -1)`	20-bar low break (excl. current bar)
`(C > avg(C, 20)) and (V > 1.5 * avg(V, 10))`	Above 20-day MA on 1.5× volume
`(O > H[-1]) and (C > O)`	Gap up and run
`(O < L[-1]) and (C < O)`	Gap down and run

Custom Event Dates

Date Range

What trading strategy would you like to simulate for each event date?

Buy Assets

Sell Assets

Which Assets you would like to test for events upon?

Custom Symbols

From List