I think this has been discussed before, but it would seem difficult to match Robbie's New High, New Low measures using public or purchased data sources. Here's the NHNL portion of the link lohill had in his weekly posts of GTR1's BCC results:

gtr1.net: GTR1 Backtester

When I click on "Signal Values", run a backtest and download the file, I see a "StockCount" of 2,199 on 11/28/25. (New highs = 90, New lows = 18, for a difference of 72; See columns E, F and M at the very bottom). This total count is much lower than other "NASDAQ" sources, which makes sense since the backtest code and Robbie's past descriptions say he does not include all "stocks" in NASDAQ (e.g., no ETFs, etc., only "styp.a = 10!11!18!48").

The Barron's data source mentioned here shows total "Issues Traded" of 4,961 on 2/27/26, much higher than Robbie's would be if updated. (NH = 197, NL = 157)

The BarCharts link lohill provided recently in this thread shows a "NASDAQ Total Components" of 3,044 (NH = 69, NL = 102). Again, a much higher total count, and the net difference is negative rather than positive.

The Wall Street Journal has a market diary page, wsj.com - Market data, which shows mostly the same data as Barrons, with "Issues Traded" and "New lows" matching, but oddly shows "New highs" = 217, versus Barrons' 197. Seems like these two would match.

I think StockCharts measure of $NAHL was discussed for this in the past also - I see 2/27 net difference shown as 60, with the prior day difference of 87. These match the net difference shown by the Wall Street Journal market diary, but not the others.

Given the inconsistencies of approach and actual counts (total, NH, NL), I'm not sure how to match Robbie's results without his data sources.