Hi there,
I have a couple of questions about the availability of variables in the ProScreener:
- To measure the volatility of a stock, the Average Daily Range (ADR) is frequently used. Usually, the higher the ADR (in %), the more volatile a stock is. Is there a way to incorporate this variable in the ProScreener, so that you will only see stocks which have an ADR that is >2%? Based on the last 7 days, for instance. I would like to use the ADR to filter out stocks that are not very volatile.
- The pre-market is from 04:00 – 09:30. Is there a way to incorporate only the pre-market volume (so the volume from 0400-09:30) in the ProScreener, so that you will only see stocks which have >150.000 volume during the pre-market? The volume starting from the regular hours should not be included. I would like to use this to filter out stocks which do not have very high pre-market volume.
- Is there any information as to when more fundamental data will be made available in ProRealTime? More specifically “float” and “market capitalization” information?
Thanks in advance!
Regards,
Michael.
Do not double post. Ask your question only once and only in one forum. All double posts will be deleted anyway so posting the same question multiple times will just be wasting your own time and will not get you an answer any quicker. Double posting just creates confusion in the forums.
Thank you 🙂
Hi Roberto,
Apologies! I wasn’t sure whether I posted my question in the correct forum. But I will wait untill I receive an answer!
Regards,
Michael.
- average of variation (which is the variation of a stock in percent), so the result is the average percent:
timeframe(daily)
adrpercent = average[10](variation(close))
return adrpercent
2.
only see stocks which have >150.000 volume during the pre-market?
You mean cumulative volume between those hours?
Hi Nicolas,
Thank you for your response.
1. Thank you for the calculation with respect to how to calculate the volatility of a stock! It’s much appreciated.
2. Yes, I mean the cumulative volume during the pre-market hours (from 04:00 – 09:30).
Regards,
Michael.
Hi Nicholas,
If I would like to only see stocks which have moved, on average, >2.5% during the last 10 days, how/what should I fill in in the ProScreener? Using the text you sent below.
timeframe(daily)
adrpercent = average[10](variation(close))
return adrpercent
Furthermore, is there any chance that the cumulative volume during the pre-market hours (form 04:00 – 09:30) can be filtered in the ProScreener? So that you will only see stocks which have >150.000 volume during the pre-market?
Kind regards & thankyou for your help,
Michael.
You can give a try with this code (launch on 5 minutes timeframe = intraday timeframe in order to catch the pre-market hours data)
timeframe(daily)
adrpercent = average[10](variation(close))
timeframe(default)
ctime = time>=040000 and time<093000
if time<040000 then
volcum=0
endif
if ctime then
volcum = volcum+volume
endif
c1 = adrpercent>2.5
c2 = volcum >150000
screener[c1 and c2](adrpercent as "ADR percent")
I will try that, thankyou Nicolas!
