StockFetcher Forums · General Discussion · help please<< >>Post Follow-up
shillllihs
3,540 posts
msg #108981
Ignore shillllihs
11/24/2012 7:09:22 PM

Anyone have a site that will determine buying $ compared to seller $ on each stock or etf?

mahkoh
892 posts
msg #108985
Ignore mahkoh
11/25/2012 5:13:57 AM

At advfn it is possible to display ask volume and bid volume if that is what you mean.

Kevin_in_GA
4,548 posts
msg #108986
Ignore Kevin_in_GA
11/25/2012 11:48:10 AM

Here is something I wrote a while back that might be of interest:

Fetcher[


/*START BY BREAKING UP CANDLE PATTERN INTO UP AND DOWN PRESSURE*/
set{direction, close - open}
set{maxpressure, high - low}
set{pressure, abs(direction)}
set{uppressure, high - open}
set{downpressure, open - low}

/*DETERMINE IF DAY ENDS UP HOLLOW (UP) OR FILLED (DOWN)*/
set{filled, count(direction < -0.0,1)}
set{hollow, count(direction > 0.01,1)}

/*ASSIGN UP AND DOWN PRESSURE COMPONENTS - HOLLOW CANDLE GETS EXTRA UP PRESSURE, FILLED CANDLE GETS EXTRA DOWN PRESSURE*/
set{redprice, filled * pressure}
set{greenprice, hollow * pressure}

set{redpressure, redprice + downpressure}
set{greenpressure, greenprice + uppressure}

set{redpct, redpressure / maxpressure}
set{greenpct, greenpressure / maxpressure}

/*MULTIPLY UP AND DOWN PRESSURE PERCENTAGES BY DAILY VOLUME, THEN CALCULATE THE DIFFERENCE*/
set{redvolume, redpct * volume}
set{greenvolume, greenpct * volume}
set{netdifference, greenvolume - redvolume}

add column netdifference
add column redvolume
add column greenvolume

symlist(spy,dia,qqq,iwm,gld,slv)


]



Hard to find sites that give you up and down volumes for individual stocks. So I tried to come up with a way to infer the relative amounts of each from the candlesticks - maybe this will help.

Kevin

duke56468
683 posts
msg #108989
Ignore duke56468
11/25/2012 3:25:59 PM

Thanks Kevin, very nice filter.

03bsbme
20 posts
msg #108991
Ignore 03bsbme
11/25/2012 4:49:07 PM

WSJ has something close. There is info about the uptick/downtick ratio and money flow into/out of the stock.

http://quotes.wsj.com/aapl

I don't think you can get historical money flow for every stock, but you can get historical data on the stocks that have the most inflow or outflow of money on a given day.

http://online.wsj.com/mdc/public/page/2_3022-mflppg-moneyflow.html?mod=topnav_2_3022


shillllihs
3,540 posts
msg #108996
Ignore shillllihs
11/25/2012 9:01:10 PM

thanx. just found that today. this is what i was looking for though don't know how valuable it is.

StockFetcher Forums · General Discussion · help please<< >>Post Follow-up

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