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High volumes Stocks Screener

Category: Screeners By: Doctrading Created: March 22, 2016, 6:01 PM
March 22, 2016, 6:01 PM
Screeners
7 Comments
High volumes Stocks Screener

The detection of high volumes may be part of the arsenal strategy of many traders, especially swing traders .

This screener detects shares (or others) with high volume in the previous 3 days.

A volume is defined as high if it exceeds 3 times the average of the last 20 volumes .

The actions must have a volume of at least 10,000

The ” freshness signal ” means the age of the signal (from 1 to 3 days).

You are free to change these settings.

I used this screener to detect among other actions “CHARGEURS” , who introduced all the conditions for a nice increase : a bullish gap and a large green candle, with a very strong volume.

Here is the code of the screener. Remember to select the desired market (ie ” Euronext ” ) and timeframe ( for example, ” Daily” ) . In theory, the daily timeframe is best for this type of strategy (swing trading).

fraicheursignal = -1

volumeminimum = 10000

IF fraicheursignal=-1 AND Volume > 3*(Average[20](Volume)) AND volume > volumeminimum THEN

fraicheursignal = 0

ENDIF

IF fraicheursignal=-1 AND Volume[1] > 3*(Average[20](Volume)[1]) AND volume > volumeminimum THEN

fraicheursignal = 1

ENDIF

IF fraicheursignal=-1 AND Volume[2] > 3*(Average[20](Volume)[2]) AND volume > volumeminimum THEN

fraicheursignal = 2

ENDIF

IF fraicheursignal=-1 AND Volume[3] > 3*(Average[20](Volume)[3]) AND volume > volumeminimum THEN

fraicheursignal = 3

ENDIF

c1 = (fraicheursignal>-1)

SCREENER[c1](fraicheursignal AS "Fraîcheur du signal")

Download
Filename: High-volumes-Stocks-Screener.itf
Downloads: 784
Doctrading
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Hello, I'm Marc. Nice to meet you.
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Comments

GABRIELE1976
5 years ago
#

bonjour, je voudrais utiliser ce screener pour trouver les titres qui, à l’ouverture de la journée ont des volumes croissants avec un délai de 10 minutes. Merci de votre aide

davidspain
10 years ago
#

hello doctor!!

amazing job. I would like to ask u if it is possible to create an indicator like this in order to screen shares that have negotiated their maximum volumen of shares per week in THEIR WHOLE HISTORY.

 

Best regards!

RobHansson
10 years ago
#

Thanks for this screener. I would like the tool removed the shares that have been on the list very short time. Otherwise, these are displayed with the screener every day. Example least 200 days backwards, have tried but not succeeded. Could someone help me? / Thanks Robert

Xavier
10 years ago
#

Bonjour Doctrading,

Super code, merci.

Doctrading
10 years ago
#

Bonjour,

La détection de volumes élevés est surtout valable pour le marché actions.
Par exemple, sur le forex ce n'est pas la même chose, c'est le nombre de fois où la valeur change.

Pour les CFD je ne sais pas, je pense que c'est comme pour le forex, car les données des CFD sont détenues par le broker.
Cordialement,

Samsam13
10 years ago
#

Bonjour, oui certains brokers CFD ne "pricent" pas les cours actions, mais reprennent les cours officiels des places d'échanges (et MTF), et donc donnent les volumes.

Pour les autres je ne sais pas, mais c'est le cas pour IG, et donc pour ProrealTimeCFD, les volumes sont dispo. Sont-ils toujours corrects ? Il faudrait leur demander directement

Trading-TPO
10 years ago
#

Merci pour ce Proscreener que je conte essayer des que j'aurais ouvert un compte chez un broker action à moins que les CFD fonctionne aussi sur ce screen?

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