By the way is Market Sentiment rules New high New Low working ? I am in the trial period for WL6.
Or is this data only for Fidelity customer to use this data code?

CODE:
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I'm pretty sure that the source of your code (WealthScript Programming Guide, WealthLab.Rules Classes > NewHighLow) clearly states that it...

Applies to: Fidelity Wealth-Lab Pro

However, it doesn't mean there's a limitation because Wealth-Lab Developer 6 customers now have their own source of free market sentiment data:

Market Sentiment static data provider

The provider sets up a DataSet with NYSE/NASDAQ/AMEX advancers, decliners and unchanged issues as well as their volume and new highs/lows. Then you can refer to each symbol in your Strategies as with any other external symbol, utilizing this data to your advantage.

The Market Sentiment provider is depreciated. Effective 02/20/2020, MS123 supports the most frequently used market sentiment data through our Wealth-Data provider - the advancing, declining and unchanged issues for AMEX, NASDAQ and NYSE! Here are the symbols:

$AMEX_ADVN (AMEX Advancing Issues)
$AMEX_DECLN (AMEX Declining Issues)
$AMEX_UNCHN (AMEX Unchanged Issues)
$NASDAQ_ADVN (NASDAQ Advancing Issues)
$NASDAQ_DECLN (NASDAQ Declining Issues)
$NASDAQ_UNCHN (NASDAQ Unchanged Issues)
$NYSE_ADVN (NYSE Advancing Issues)
$NYSE_DECLN (NYSE Declining Issues)
$NYSE_UNCHN (NYSE Unchanged Issues)

You can create a W-D DataSet by copying/pasting the symbols or by choosing them from "MS" Classification Group in the New DataSet Wizard > Wealth-Data.

UPDATE:

Effective 03/09/2020, get more market sentiment data using our Wealth-Data provider - the new highs and lows for AMEX, NASDAQ and NYSE! The new symbols are:

$AMEX_newhi (AMEX New Highs)
$AMEX_newlo (AMEX New Lows)
$NYSE_newhi (NYSE New Highs)
$NYSE_newlo (NYSE New Lows)
$NASDAQ_newhi (NASDAQ New Highs)
$NASDAQ_newlo (NASDAQ New Lows)