StockFetcher Forums · General Discussion · Beta<< >>Post Follow-up
2 posts
msg #97732
Ignore yhedge
12/2/2010 5:26:34 PM

I dislike low volatility stocks, how can I filter out stocks with low volatility ?


469 posts
msg #97735
Ignore straken
12/2/2010 7:39:33 PM

Use Beta > 2 or an ATR filter like so..

set{R10,R1 *100}
add column R10
set{R20,R2 *100}
add column R20

ATR(10) > 2
R10 crossed R20
Price > 5
Average Volume(30) > 500000

StockFetcher Forums · General Discussion · Beta<< >>Post Follow-up

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