StockFetcher Forums · General Discussion · $ Volume<< >>Post Follow-up
Johxxn
2 posts
msg #154566
Ignore Johxxn
11/6/2020 9:15:32 PM

Hello Everyone!

Does anybody know how to create a filter based on $Vloume?

for example

Show stock where $volume 1 day ago is more than $1,000,000

thanks




xarlor
561 posts
msg #154567
Ignore xarlor
11/6/2020 9:37:22 PM

Fetcher[
set{DV,cma(volume,10) * close}
DV 1 day ago > 1000000
draw DV line at 1000000
]



Johxxn
2 posts
msg #154568
Ignore Johxxn
11/6/2020 10:45:41 PM

this is awesome... and if I want to use yesterday $volume, I just change the 10 to 1.

set{DV,cma(volume,1) * close}


Thanks

compound_gains
221 posts
msg #154571
Ignore compound_gains
11/7/2020 11:07:01 AM

Fetcher[
/*Dollar volume 1 day ago*/

set{dv, volume 1 day ago * close 1 day ago}
add column dv
]



xarlor
561 posts
msg #154574
Ignore xarlor
11/7/2020 12:43:22 PM

The issue with using the close and the volume of the same day is it doesn't take into account the price swings throughout that day. It only takes the close price. This is not a problem if the day's trading was tight, but if it was wide, the indicator becomes less relevant.

Using a moving average of 10 days attempts to mitigate that somewhat.

StockFetcher Forums · General Discussion · $ Volume<< >>Post Follow-up

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