Filter for intra-day volatility - StockFetcher.com Stock Screener

StockFetcher Forums · General Discussion · Filter for intra-day volatility

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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

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