StockFetcher Forums · Filter Exchange · Volatile stocks<< >>Post Follow-up
48 posts
msg #44711
Ignore alichambers
6/7/2006 7:25:00 AM


Does anyone know of a good filter that screens for volatile stocks going up and down? I'm very much into Welles Wilder and his theories - he mentions:

- Commodity Selection Index
- Volatility Index

High CSI values imply trending characteristics - which combined with DI crossovers or SAR can make it a good way to trade the security.

Many thanks,

319 posts
msg #44713
Ignore mktmole
6/7/2006 9:43:18 AM

Hi; for finding stocks with greatest Closing Price Volatility(range) for the past 4 months try,

show stocks where close is above 1
and add column normalized standard deviation(85) {stddev}
and sort column 5 descending and average volume(90) above 300,000

48 posts
msg #44720
Ignore alichambers
6/7/2006 3:37:05 PM

Thanks - I had a look at your filter and I threw out 2000+ matches!

I trade with DMI crosses, so is it possible to find stocks that are going up and down and would trade with DI crosses???


2,824 posts
msg #44721
Ignore nikoschopen
6/7/2006 4:05:14 PM

Take a stab at the Chande Momentum Oscillator. I've included "date offset 20" to show how most of the stocks fared since they were fetched.

date offset 20
Show stocks where the CMO(20) is above 50

6,358 posts
msg #44735
Ignore TheRumpledOne
6/8/2006 3:20:48 AM


ADD COLUMN Day Point Range

ADD COLUMN CMA( Day Point Range ,30)

CMA( Day Point Range ,30) > 1
AVERAGE VOLUME(30) > 1000000

48 posts
msg #44747
Ignore alichambers
6/8/2006 8:13:13 AM

Thanks - I'll have a play around.

Actually - while I do that - I had another thought. If I'm trading DI crosses (typically 8 setting), is it possible to create a filter whereby I can see the average gain for a stock after a DI cross, eg:

(in English)
For each DI cross in the last year, the average stock price moves 5-10% - or something like that.

I use a trailing stop.

Thanks again, alex

2,824 posts
msg #44760
Ignore nikoschopen
6/8/2006 9:05:06 PM

First, take a look at the pertinent info on the "Directional Movement Indcators +DI, -DI, ADX" page (

If you merely want the "performance" statistics of a given stock after +DI/-DI crossover, just tack on the *date offset* feature. For example:

date offset 20
+DI(8) crossed below the -DI(8)

The following filter will give you a 20-day statistics on both bullish (+DI crossing above -DI) and bearish (+DI below -DI) crossovers:

date offset 20
set{up, count(PDI(8) crossed above MDI(8),1)}
set{down, count(PDI(8) crossed below MDI(8),1) * 2}
set{either, up + down}
either above 0
add column either
and draw +DI(8)

When there's a bullish crossover, you will see 1 under the "either" column as its value; if a bearish crossover 2. Of course, you can be as creative as you want. You're only limited by your imagination.

[Here's a complete filter utilizing a combination of DMI crossover and Parabolic SAR]

date offset 20
set{dmiup, count(PDI(8) crossed above MDI(8),1)}
set{up, dmiup * count(Parabolic SAR(0.02,0.2) below low,1)}
set{dmidn, count(PDI(8) crossed below MDI(8),1)}
set{down, dmidn * count(Parabolic SAR(0.02,0.2) above high,1)}
set{downdown, down * -1}
set{dmisar, up + downdown}
set{zero, count(dmisar equals 0,1)}
set{dmi.sar, 1 - zero}
dmi.sar equals 1
price above 20
and avgvol(17) above 500000
add column dmisar
draw +DI(8)
draw sar

Under the "dmi.sar" column, 1 indicates a bullish crossover whereas -1 bearish.

69 posts
msg #44779
Ignore Railwhore
6/9/2006 1:31:39 AM

Lower price huge ATR stocks:

1 year slope of close above 0
price between 1 and 40
atr(90) above 1.3
volume > 500000
average volume > 500000
do not draw 1 year slope of close
do not draw atr(90)

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