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

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

This should yield some really volatile stocks:

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.

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

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}
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

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