StockFetcher Forums · General Discussion · volatility<< >>Post Follow-up
cch99what
1 posts
msg #40208
Ignore cch99what
1/12/2006 9:00:52 PM

Im looking for a filter that will search for very volatile stocks????????

Also, is there any way to shorten the time horizon - as in only looking at the last trading day?


yepher
353 posts
msg #40214
Ignore yepher
1/12/2006 10:21:19 PM

This should yield some really volatile stocks:

Fetcher[
bollinger(20) width at 6 month high
AND volume above 1000000
AND close above .1
]



This is also one I used to use a lot when I did day trading. It only returns a few symols a week.

Fetcher[
open below the median bollinger(20)
AND close above the upper bollinger(20)
AND day point range is above 2.00
AND price between 1 and 10
AND volume above 91000
]






rtucker
318 posts
msg #40215
Ignore rtucker
1/12/2006 10:27:25 PM

Here is how I do it but also see day range, day change, historical volatility indicators

/*1 day volatility */

Fetcher[set{a, close - close 1 day ago}
set{b, a/close}
set{c, b * 100}
set{vola,abs(c)}
and cema(vola,1) > 20%
]



/* pretty volatile stocks consistently*/
cema(vola,99) > 2.5%

/* recent change in volatility*/
cema(vola,10) is 50% above cema(vola,10) 20 days ago

/* recent absolute volatility*/
count(cema(vola,1) > 7%,10 ) > 6

and so on...



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

*** Disclaimer *** StockFetcher.com does not endorse or suggest any of the securities which are returned in any of the searches or filters. They are provided purely for informational and research purposes. StockFetcher.com does not recommend particular securities. StockFetcher.com, Vestyl Software, L.L.C. and involved content providers shall not be liable for any errors or delays in the content, or for any actions taken based on the content.


Copyright 2016 - Vestyl Software L.L.C.Terms of Service | License | Questions or comments? Contact Us
EOD Data sources: DDFPlus & CSI Data Quotes delayed during active market hours. Delay times are at least 15 mins for NASDAQ, 20 mins for NYSE and Amex. Delayed intraday data provided by DDFPlus