StockFetcher Forums · General Discussion · Help with volume filter<< >>Post Follow-up
parabol64
11 posts
msg #77587
Ignore parabol64
8/15/2009 5:01:06 PM

Hi all,
I'm new to StockFetcher.
Trying to write a filter to alert an unusual increase in volume for a stock.
I can easily code it for an entire day, (eg where volume gained more than 500 percent over the last 1 day ), however I'm interested in that information on an intraday basis.

Is there a way, say, to show stocks where the volume in the first hour is ten times greater than the first hour volume the previous day?

Any help appreciated,
thanks.



parabol64
11 posts
msg #77588
Ignore parabol64
8/15/2009 5:16:42 PM

Just read this about stockfetcher:

StockFetcher is based on end-of-day data that is updated shortly after the market closes each day. We do not perform any intraday delayed or real-time updates during the day. However, our filters are dynamic so once we have performed the end-of-day update, all filters will use the latest information.


Sounds like nothing is updated intraday?

Is anyone familiar with another tool that provides such functionality?

Thanks.

moby
314 posts
msg #77590
Ignore moby
8/16/2009 1:12:43 AM

http://forums.stockfetcher.com/sfforums/?q=view&fid=1004&tid=47052&qrid=

intraday updates delayed data

dwiggains
391 posts
msg #77595
Ignore dwiggains
8/16/2009 2:39:27 PM

Hi

Fetcher[
volume gained > 900%
]



this is a start.
You would have to check after 1 hour or two hours and it will show you what has happen up to that point
with a 15 or 20 minute delay.

The above filter needs to add average volume (90) greater than say 50,000 or you get a lot of junk.

See ya

David

dwiggains
391 posts
msg #77596
Ignore dwiggains
8/16/2009 2:57:14 PM

this is probably more than you want

Fetcher[
set {v, volume / average volume (90)} add column v and V > 10
close > .01 and
sort column 5 descending and
volume > 90,000
and add column average volume (90)
and add column market
]



Most of these are OTCBB
If you want them taken out -----add the phase----- and market is not OTCBB

See ya
David

parabol64
11 posts
msg #77597
Ignore parabol64
8/16/2009 5:16:43 PM

Thanks David,
the issue I'm having with this filter, is that basically in the first hour of trading, I'll be comparing the volume for 60 minutes with the average volume of the previous 90 days.
The indicator would work better if I could compare it with, say, the average volume in the first hour of trading of each of the previous 90 days. Is there a way of achieving that?



chetron
2,817 posts
msg #77598
Ignore chetron
8/16/2009 5:20:08 PM

nope

parabol64
11 posts
msg #77610
Ignore parabol64
8/17/2009 3:54:09 AM

thanks

StockFetcher Forums · General Discussion · Help with volume filter<< >>Post Follow-up

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