[isatrader]

You are doing this manually in Excel? I'm surprised if you've not torn your hair out. I wonder if there is a way to automate it? What is your data source?

Yep, I use stockcharts excellent scanner to do all my custom scans like this. No where else that I know of can do accurate P&F scans of the whole US market with properly adjusted data except dorseywright, but that's very expensive compared to stockcharts.

So no way to automate it at the level I'm doing it at, but I'm sure a hedgefund with bloomberg terminal etc could set it up, as it's a very basic scan that just registers the amount of P&F double top breakouts each day using the traditional P&F scaling method, and the amount of P&F double bottom breakdowns and then minus the breakdowns from the breakouts to get the total figure for the day, which will be a positive or a negative number. These are then added up cumulatively each day.

So a very basic process, which anyone could do with the correct data. But with P&F charts that is rare, as most charting programs don't use the correct scaling methods etc. Hence the manual approach.