Availability ProScreener Variables

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Viewing 8 posts - 1 through 8 (of 8 total)
  • 05/03/2022 at 5:03 PM #192611
    MichaelT

    Hi there,

    I have a couple of questions about the availability of variables in the ProScreener:

    1. 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.
    2. 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.
    3. 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.

    05/06/2022 at 3:45 PM #192824
    robertogozzi

    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 🙂

     

    05/06/2022 at 3:54 PM #192826
    MichaelT

    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.

    05/09/2022 at 3:30 PM #192957
    Nicolas
    1. average of variation (which is the variation of a stock in percent), so the result is the average percent:

    2.

    MichaelT wrote:

    only see stocks which have >150.000 volume during the pre-market?

    You mean cumulative volume between those hours?

     

    05/10/2022 at 10:52 AM #192991
    MichaelT

    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.

    06/09/2022 at 5:07 PM #194994
    MichaelT

    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.

    06/10/2022 at 8:31 AM #195010
    Nicolas

    You can give a try with this code (launch on 5 minutes timeframe = intraday timeframe in order to catch the pre-market hours data)

     

     

    06/14/2022 at 4:20 PM #195273
    MichaelT

    I will try that, thankyou Nicolas!

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