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
JSParticipant
Veteran
MarketCapital information is not present in PRT.
You can optionally determine a kind of MarketCap by Volume * Close…
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
JSParticipant
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")