ATR14 Lowest in 3 years

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  • #207197 quote
    marco7630
    Participant
    New

    Hello,

    Can somebody help me with following.

    <span class=”elementToProof”>I would like to see all the assets that fit the following requirements:</span>
      <li class=”elementToProof”>Marketcap above one billion usd
      <li class=”elementToProof”>Average daily tradingvolume is above 1 million
      <li class=”elementToProof”>The ATR (14) has hit somewhere in the last 30 days the lowest value in 3 years
      <li class=”elementToProof”>The current price is above 5 usd

    Gr Marco

    #207200 quote
    JS
    Participant
    Veteran

    MarketCapital information is not present in PRT.

    You can optionally determine a kind of MarketCap by Volume * Close…

    #207366 quote
    marco7630
    Participant
    New
    Hi JS, Thanks. Then i skip this requirement and add a different one:
    I would like to see all the assets that fit the following requirements:
    Average daily tradingvolume is above 1 million for last 30 days
    The ATR (14) has hit somewhere in the last 30 days the lowest value in 3 years
    The current price is above 5 usd
    The ATR (14) value of the current price is at least 25% higher then yesterday price
    Thanks aleady
    gr Marco
    #207397 quote
    JS
    Participant
    Veteran

    Hi @marco7630

    Here is the screener…

    The chance that the ATR in the last 30 days touches the lowest values over the last three years is very small…

    The current ATR14 will never be 25% higher than yesterday’s… the ATR is an average and an average don’t change 25% per day…

    ATR14=AverageTrueRange[14](Close) //14 days Average True Range of Close
    LowestATR14=Lowest[200](ATR14) //Lowest ATR14 in 756 days (3 years)
    
    c1=Average[30](Volume)>1000000 //30 days average daily volume > 1M
    c2=Summation[30](ATR14<=LowestATR14)=1 //ATR14 hit, in the last 30 days, the lowest value in 3 years
    c3=Close>5 //Price is above 5 (USD)
    c4=ATR14 > 1.1 * ATR14[1] //ATR14 is 1.25 times higher than yesterdays ATR14
    SCREENER[c1 and c2 and c3 and c4](LowestATR14 as "Lowest ATR14")
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ATR14 Lowest in 3 years


ProScreener: Market Scanners & Detection

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marco7630 @marco7630 Participant
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This topic contains 3 replies,
has 2 voices, and was last updated by JS
3 years, 2 months ago.

Topic Details
Forum: ProScreener: Market Scanners & Detection
Language: English
Started: 01/10/2023
Status: Active
Attachments: No files
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