StockFetcher Forums · General Discussion · Stocks showing avg vol of 0?<< >>Post Follow-up
parabol64
11 posts
msg #98551
Ignore parabol64
1/13/2011 6:10:50 AM

Stocks with trading history of less than 90 days for instance, are showing a zero for average volume(90).
Is that a bug? Is there a way to circumvent that?

I'm trying to write a filter to retrieve stocks where the average volume(2) is %100 (or more) greater than the average volume(90).

Thanks.

dwiggains
391 posts
msg #98555
Ignore dwiggains
modified
1/13/2011 9:16:50 AM

Hi

Fetcher[
set {VOL, average volume (2) / average volume (90)} add column VOL
close > 1 and average volume (90) >50,000
sort column 5 descending and VOL > 2
]



Good luck
See ya
David

parabol64
11 posts
msg #98563
Ignore parabol64
1/13/2011 3:44:21 PM

Thanks for this, however, for companies with trading history less than 90 days, the average volume(90) seems to return zero, rather than being clever and calculating the average since inception.
That is the problem I'm trying to avoid.

dwiggains
391 posts
msg #98564
Ignore dwiggains
1/13/2011 4:55:42 PM

Hi
Have you tried average volume(30) ??

See ya
David

parabol64
11 posts
msg #98628
Ignore parabol64
1/18/2011 4:49:00 AM

Wont work if the stock started trading 29 days ago :)

Kevin_in_GA
4,538 posts
msg #98629
Ignore Kevin_in_GA
1/18/2011 6:48:28 AM

Then don't buy that stock. Your filter probably gives you a lot of hits, and you can't invest in all of them anyway.

My suggestion - stick to the S&P 500 or Russell 2000 as your market and you'll be fine. Plenty of good stocks, no liquidity issues.

parabol64
11 posts
msg #98642
Ignore parabol64
1/18/2011 5:10:25 PM

Thanks for the advice.
If anyone has an answer to the technical question I posted please let me know.

StockFetcher Forums · General Discussion · Stocks showing avg vol of 0?<< >>Post Follow-up

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