Down on Big Volume

Category: Screeners By: Nicolas Created: January 16, 2016, 6:07 PM
January 16, 2016, 6:07 PM
Screeners
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This stock screener returns stocks where the close is more than 10% below the close of 1 day ago and volume is more than 200% above the average volume over its 30 recent periods.

Quiet effective to retrieve possible big move on bearish side.

 

avgv = average[30](volume)

condition = variation(close)<-10 AND volume>avgv*2

SCREENER [condition](variation(close))

 

Download
Filename: Down-on-Big-Volume.itf
Downloads: 152
Nicolas Legend
I created ProRealCode because I believe in the power of shared knowledge. I spend my time coding new tools and helping members solve complex problems. If you are stuck on a code or need a fresh perspective on a strategy, I am always willing to help. Welcome to the community!
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