StockFetcher Forums · Filter Exchange · Volume spike<< >>Post Follow-up
nrd1exr
14 posts
msg #26668
Ignore nrd1exr
5/31/2003 12:38:34 AM

Anyone knows how to find stocks that had
a volume spike for one or several days in
the past?
Thanks


gruender
101 posts
msg #26669
Ignore gruender
5/31/2003 2:06:19 AM

Here is Gruender's volume spike filter that you can adjust to meet your desired outcome:
Fetcher[Show stocks where volume gained more than 400 percent over Average Volume(10) and volume is above 50000 and close is between 5 and 25 and add column average volume(10) {AV10}]



I hope that this is what you need?

Enjoy, Joe


nrd1exr
14 posts
msg #26676
Ignore nrd1exr
5/31/2003 11:34:39 AM

I was interested in the volume spike that happend in the past. Like 1-2 months ago.
Thanks


gruender
101 posts
msg #26677
Ignore gruender
5/31/2003 12:45:13 PM

nrd1exr,

To give you what you want, all that you have to do is add an "offset" date. By this I mean, if you want to go back 1 month, you need to insert the number "20" since there are approximately 20 trading days in the month. If you want to go back 2 months, use "40" since there are approximately 40 trading days in two months, etc.

Give this a try:
Fetcher[Show stocks where volume gained more than 400 percent over Average Volume(10) and volume is above 50000 and close is between 5 and 25 and add column average volume(10) {AV10}
and date offset is 20
]



Does this give you what you want?

Joe




nrd1exr
14 posts
msg #26690
Ignore nrd1exr
6/1/2003 12:00:50 PM

This would give you stocks that had a volumr spike just 20
days ago. I need to get stocks that had one or more volume
spikes in the last 30 days.
Thanks


zfetch
16 posts
msg #26691
Ignore zfetch
6/1/2003 2:53:10 PM

For volume spikes, look for a high ratio of volume vs short-term avg. volume.
Use a value for the ratio, that's below the period for the average volume.
If the ratio is greater than the avgvol period, the filter typically returns 0 matches.

Examples using criteria in the previous posts,
Filter for a crossover of volume vs avgvol(10), within an x day period, or
filter for a crossover of volume vs avgvol(10), within an x day period with a date offset y days ago.

Volume increase vs short-term avgvol(10), ratio of 5
30 day period
Fetcher[and volume divided by avgvol(10) crossed above 5 within the last 30 days
and volume is above 50000 and close is between 5 and 25 and add column average volume(10) {AV10}
]



Volume increase vs short-term avgvol(10), ratio of 5
30 day period, 20 days ago
Fetcher[and volume divided by avgvol(10) crossed above 5 within the last 30 days
and volume is above 50000 and close is between 5 and 25 and add column average volume(10) {AV10}
and date offset is 20
]




Note: Use a value for the ratio, that's below the period for the average volume. If the ratio is greater than the avgvol period, the filter typically returns 0 matches. Filtering for 5x volume vs avgvol(5) returns 0 matches.



zfetch
16 posts
msg #26692
Ignore zfetch
6/1/2003 2:54:46 PM

Sorry for the repeated note in that last post, about values for the volume ratio.


dsafari
43 posts
msg #26767
Ignore dsafari
6/7/2003 12:40:42 AM

Hi guys,

Thanks for those that posted example fetcher phrases for this filter. I tried using one of those but it doesn't seem to work properly all the time. Does anyone have any idea what the problem is?

Fetcher[show stocks where volume gained more then 300% above average volume(10) and add column average volume(10) {AV10}]



There are some incorrect stocks returned. For example I get JNPR returned when todays volume was 19857500 and the average volume(10) was 16860226. Clearly the volume is not 300% above the average - something subtle must be missing.

Thanks in advance for any replies.


StockFetcher Forums · Filter Exchange · Volume spike<< >>Post Follow-up

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