StockFetcher Forums · Filter Exchange · HV reverting to the mean- cause explosive moves in stocks<< >>Post Follow-up
MARY4MONEY
806 posts
msg #76041
Ignore MARY4MONEY
7/5/2009 1:27:06 PM

stock have a great tendency to revert back to their 50 to 100 day hv-- so i used one of the most famous onews of all to develope as explosion or implsoion point on a stocks--simply put-----set{vm,historical volatility(5)/historical volatility(50)} and add column vm--------what this gives you is a value that shows you the relationship between the 50 day hv and the 5 day hv-- once thwe 5hv becomes less than 50% of the 50day hv- you start watching a stock-- most of the big financiAL STOCKS are showing values--10-45% right now-- i know one of the best programs use s different hv s to find stock ready to move fast-- perhaps we could make an hv cascade like 50 - 40 -30 -20-10-5- and 2 hvs to look for cetrain patterns--does anybody have a filter to screen for nrb c and low volumes

chetron
2,817 posts
msg #76042
Ignore chetron
7/5/2009 2:16:06 PM

CLICKABLE....


Fetcher[
set{vm,historical volatility(5)/historical volatility(50)}
add column vm

]



Eman93
4,659 posts
msg #76049
Ignore Eman93
modified
7/5/2009 9:34:30 PM




Fetcher[
set{vm,historical volatility(5)/historical volatility(50)}

vm < .50
add column vm
add column ind
sort column 5 descending
]



mystiq
650 posts
msg #76055
Ignore mystiq
modified
7/6/2009 5:41:58 AM

code? vm < .10 within 10 days AND vm crossed over 2 -- could find explosive stocks? OR 15 day vm slope above 0?

mystiq
650 posts
msg #76060
Ignore mystiq
modified
7/6/2009 8:00:16 AM

AND weekly vm < .10 within last 10 days (-.-)

mystiq
650 posts
msg #76091
Ignore mystiq
7/7/2009 1:48:46 AM

Fetcher[ set{vm,historical volatility(5)/historical volatility(50)}
vm crossed over .20 from below within last 2 days
add column vm
add column ind
sort column 5 descending
volume > 5000000
vm > .90
]



Fetcher[ set{vm,historical volatility(5)/historical volatility(50)}
20 day slope of vm above 0
volume > 5000000
]




StockFetcher Forums · Filter Exchange · HV reverting to the mean- cause explosive moves in stocks<< >>Post Follow-up

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