StockFetcher Forums · General Discussion · how to code lowest volume<< >>Post Follow-up
jake62
2 posts
msg #139777
Ignore jake62
12/4/2017 12:23:47 PM

I need help in finding how to code the lowest volume in last 30 days(or whatever length). I have looked at PVO, PVI and the VMA, but have not found exactly what I want. Mark Minervini uses extreme low volume as part of his stock screens. Volume contraction in a basing stock sometimes signals near breakouts.

Kevin_in_GA
4,599 posts
msg #139780
Ignore Kevin_in_GA
12/4/2017 1:40:39 PM

volume reached a new 30 day low

jake62
2 posts
msg #139781
Ignore jake62
12/4/2017 1:50:21 PM

Simple enough. Thanks, Kevin.

chasS
7 posts
msg #139795
Ignore chasS
modified
12/4/2017 8:17:49 PM

Is there a way to apply this to a variable that is defined on data that spans more than one day ?

In particular, to find if today's close to close range is the smallest in the past 20 days.

Fails:

set { cc, close 0 days ago - close 1 days ago }
count(cc reached a new 20 day low,1) equals 1

Fails:

close 0 days ago - close 1 days ago reached a new 20 day low


Kevin_in_GA
4,599 posts
msg #139803
Ignore Kevin_in_GA
modified
12/4/2017 9:31:58 PM

Fetcher[
S&P 500
Set{var1, close - close 1 day ago}
var1 reached a new 20 day low
]



This seems to work, but as written it gives you the LARGEST drop in absolute $ over the last twenty days. Is that what you are looking for?

I think what you are looking for is that the ABSOLUTE value of the daily difference is the smallest it has been in 20 days.

Fetcher[
S&P 500
Set{var1, close - close 1 day ago}
set{var2, abs(var1)}
var2 reached a new 20 day low
]




chasS
7 posts
msg #139808
Ignore chasS
12/5/2017 12:43:20 AM

Yes, the absolute value !

Kevin, thanks so much for spotting my confounding of a 'low' difference w/ smallest absolute value.

Regards, ChasS



StockFetcher Forums · General Discussion · how to code lowest volume<< >>Post Follow-up

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