StockFetcher Forums · Filter Exchange · Help with indicators for narrow daily range fluctuations<< >>Post Follow-up
guru_trader
485 posts
msg #40107
Ignore guru_trader
1/10/2006 6:36:04 PM

What indicators/filters can I use to identify stocks whose prices, from one day to the next, have not fluctuated significantly? I don't care if the general trend/slope of prices over time moves up, down or sideways, I'm only interested in identifying a narrow movement of price over time. In other words, no gap up or down movements, daily ranges overlap each other and daily ranges (high-low) are similar in size. How could this be done?


dangreene
133 posts
msg #40121
Ignore dangreene
1/10/2006 10:18:14 PM

guru_trader,

This might be close to what you are looking for.

Fetcher[/* ADC l/t 1.00% for 3 days */
Show stocks where market is NASDAQ
and Average Volume(22) is above 150000
and Absolute Day Change has been below 1.00 percent for the last 3 days
and Bollinger Width(20) is less than 0.15
and close is between 0.20 and 8.00
offset 0
]





guru_trader
485 posts
msg #40129
Ignore guru_trader
1/11/2006 2:41:59 AM

Thanks for the quick reply, Dan. I'll check it out.


nikoschopen
2,824 posts
msg #40196
Ignore nikoschopen
1/12/2006 4:13:20 PM

set{ADR, Average Day Range(10)}
ADR below .5


This filter will find stocks with an average daily range of 0.4% or less over a 10 day period. You may change the numbers as you see fit.


nikoschopen
2,824 posts
msg #40197
Ignore nikoschopen
1/12/2006 4:15:27 PM

Oops, forgot the fetcher thang...

Fetcher[
set{ADR, Average Day Range(10)}
ADR below .5
]



This filter will find stocks with an average daily range of 0.4% or less over a 10 day period.


StockFetcher Forums · Filter Exchange · Help with indicators for narrow daily range fluctuations<< >>Post Follow-up

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