StockFetcher Forums · General Discussion · Average change from prior close?<< >>Post Follow-up
TraderBert
22 posts
msg #36462
Ignore TraderBert
6/25/2005 12:40:43 PM

Howdy,
Some stocks close a fair amount more up or down from their prior day's close than other stocks do. I'm looking for a list of stocks that change an average of at least 1.5% per day (from their prior close) over a 20-day period (the # of days here can be flexible) , regardless of whether they go up or down.

Can anyone help? Thanks a lot in advance.


AMSERVE
9 posts
msg #36469
Ignore AMSERVE
6/25/2005 10:47:17 PM

Show stocks where Average Day Range(20) is above 1.50%.

This give you stocks that have averaged 1.50%+ between their daily highs and lows for the last 20 days. This is a fairly narrow range (30 cents on a $20.00 stock). I use 2.00% or 2.50% myself.


TraderBert
22 posts
msg #36472
Ignore TraderBert
6/26/2005 10:26:03 AM

Thank you. And I would agree if you're using intraday high-low spread that 1.5% is too low. Do you (or anyone else) know of a measure/filter that can be used to determine day-to-day change from the prior close?


TraderBert
22 posts
msg #36473
Ignore TraderBert
6/26/2005 10:48:48 AM

AMSERVE--further along the lines of your criteria, is there a way to omit those stocks that have had one particularly large range day that distorts the average? Using your filter, I've noticed a number of stocks already thru the first several that maybe had one big day and the rest traded narrowly.
Thanks again!


manabu
7 posts
msg #36499
Ignore manabu
6/26/2005 7:45:37 PM

Try this,

day range 20 day high < 5

Change the 5 to 6 or 10 or whatever to ignore a large day.


TraderBert
22 posts
msg #36500
Ignore TraderBert
6/26/2005 8:25:36 PM

Nice! Thanks, Manabu.


TheRumpledOne
6,358 posts
msg #36509
Ignore TheRumpledOne
6/27/2005 1:45:39 AM

Fetcher[

Show stocks where Average Day Range(20) is above 1.50%
day range 20 day high below 5

add column Average Day Range(20)
add column day range 20 day high

add column rsi(2)
add column weekly rsi(2)

sort column 5 descending
]



Highest ranges pop to the top.

MAY ALL YOUR FILLS BE COMPLETE.


TraderBert
22 posts
msg #36529
Ignore TraderBert
6/27/2005 8:38:45 PM

Thanks, TRO!


StockFetcher Forums · General Discussion · Average change from prior close?<< >>Post Follow-up

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