Clicking through to the gtr1 Command Translation is helpful.
[PcntNHC252] is the percent of stocks with a new high price.
[PcntNHC252WMA9] is the weighted average over 9 days (daily weights=9,8,7,6,5,4,3,2,1).

[NHNLDiff] is [PcntNHC252WMA9] minus [PcntNLC252WMA9]

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[NHNLDiff] gtr1 Command Translation:

Create [StockCount]: [# Eligible at step4]

Create [PcntNHC252]: [100*[[Sum [[[Closing g-price; quote_lag=0 days]/[Highest closing g-price over 251 days; lag=1 days]] > 1 ? 1 : 0] at step4]/[StockCount]]]

Create [PcntNHC252WMA9]: [[Weighted Sum of [PcntNHC252] over 9 days (daily weights=9,8,7,6,5,4,3,2,1); lag=0 days]/[Weighted Sum of [1] over 9 days (daily weights=9,8,7,6,5,4,3,2,1); lag=0 days]]

Create [PcntNLC252]: [100*[[Sum [[[Closing g-price; quote_lag=0 days]/[Lowest closing g-price over 251 days; lag=1 days]] < 1 ? 1 : 0] at step4]/[StockCount]]]

Create [PcntNLC252WMA9]: [[Weighted Sum of [PcntNLC252] over 9 days (daily weights=9,8,7,6,5,4,3,2,1); lag=0 days]/[Weighted Sum of [1] over 9 days (daily weights=9,8,7,6,5,4,3,2,1); lag=0 days]]

Create [NHNLDiff]: [1*[PcntNHC252WMA9] - 1*[PcntNLC252WMA9]]

step0: listed on Nasdaq exchange
step1: oridinary stock or REIT
step2: no IPOs
step3: only one ticker per company

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