StockFetcher Forums · General Discussion · Filter for intra-day volatility<< 1 2 >>Post Follow-up
lawdawguw
25 posts
msg #65614
Ignore lawdawguw
7/30/2008 9:01:35 PM

Is it possible to create a scan that lists stocks that have, say ,10% swing in a given day?

guru_trader
485 posts
msg #65678
Ignore guru_trader
8/1/2008 12:45:03 AM

Describe what you mean by 10% swing

lawdawguw
25 posts
msg #65740
Ignore lawdawguw
8/2/2008 4:50:39 PM

For example, a stock opens at $1 and goes down or up 10 cents somewhat regularly.

I guess another way of saying it is, I'm looking for stocks that have heavy intra-day volatility, large candlesticks with a bit of consistency.

Thx

WALLSTREETGENIUS
983 posts
msg #65742
Ignore WALLSTREETGENIUS
modified
8/2/2008 5:53:32 PM

....



lawdawguw
25 posts
msg #65747
Ignore lawdawguw
8/2/2008 6:16:09 PM

THANKS GIRLFRIEND!

WALLSTREETGENIUS
983 posts
msg #65748
Ignore WALLSTREETGENIUS
modified
8/2/2008 6:21:36 PM

YOU'RE WELCOME DICK!

chetron
2,817 posts
msg #65749
Ignore chetron
8/2/2008 8:48:34 PM

ACTUALLY, I ONLY MADE THAT CLICKABLE FOR THE COMMUNITY.

IT IS CUNPARIS' FILTER



lawdawguw
25 posts
msg #65855
Ignore lawdawguw
8/5/2008 6:47:50 PM

Gawd, you're twelve, wallstreet.....

Dano
1 posts
msg #65862
Ignore Dano
8/5/2008 9:42:06 PM

I too am looking for filter criteria that will identify high volatility stocks; e.g. those where the high minus low over last x number of days is at least $1.00. Not sure how to set criteria for this and will be grateful for help.
Dano

guru_trader
485 posts
msg #65896
Ignore guru_trader
modified
8/6/2008 4:16:52 PM

Here's something to get you started ... look at the cma_hilo column

Fetcher[
/* Basic Criteria */
and not otcbbb
and close > 0.50
and avgvol(20) > 543210
and chart-length is 40 days
and sort column 7 descending

and add column separator

/* What was today's high-to-low range */
and set{hilo, high - low}
and add column hilo
and draw hilo

/* What was the average high-to-low range over the last X number of days */
and set{cma_hilo, cma(hilo, 20)}
and add column cma_hilo
and draw cma_hilo on plot hilo

and cma_hilo increasing last 1 day

and add column separator

/* How many times did the daily high-to-low cross above it's X-day moving average */
and set{cnt_up, count(hilo crossed above cma_hilo, 20)}
and add column cnt_up
and draw cnt_up

/* How many times did the daily high-to-low cross below it's X-day moving average */
and set{cnt_dw, count(hilo crossed below cma_hilo, 20)}
and add column cnt_dw
and draw cnt_dw on plot cnt_up

/* How many times did the daily high-to-low cross above and below it's X-day moving average over the last X days */
and set{cnt_cross, cnt_up + cnt_dw}
and add column cnt_cross
and draw cnt_cross

/* What percent of the time did the daily high-to-low cross above AND below it's X-day moving average */
and set{cnt_cross_pct, cnt_cross / 20}
and add column cnt_cross_pct

and add column separator

/* The daily high-to-low range was what percent of the open for that day */
and set{tmp_open_rng_pct, hilo / open}
and set{open_rng_pct, tmp_open_rng_pct * 100}
and add column open_rng_pct
and draw open_rng_pct

/* What was the average daily high-to-low percent over the last X number of days */
and set{cma_open_rng_pct, cma(open_rng_pct, 20)}
and add column cma_open_rng_pct
and draw cma_open_rng_pct
]



StockFetcher Forums · General Discussion · Filter for intra-day volatility<< 1 2 >>Post Follow-up

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