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09/20/2023 at 10:50 AM #221320 quote
marco7630
Participant

New
Hello,

I would like to see all the stocks that meet this requirement:
- The first half hour volume of trading day is more than 50% of the average daily volume over last 30 days
- The average daily volume of the last 30 days needs to be at least 250000
- The stockprice needs to be above 4
Thanks

gr Marco
09/20/2023 at 11:26 AM #221321 quote
robertogozzi
Moderator

Legend
This is set for the 5-mn TF (you can change N for other TFs):
```
Timeframe(Daily)
VolAvg = average[30,0](volume)
//
Timeframe(default)
N = 6                     //1=30mn-TF, 2=15mn-TF, 3=10mn-TF, 6=5mn-TF, 30=1mn-TF
FirstHalfHour = 093000
IF OpenTime = FirstHalfHour THEN
   c1 = (summation[N](volume)) > (VolAvg / 2)
ENDIF
c2 = close > 4
Cond = c1 AND c2
SCREENER[Cond](VolAvg AS "Vol average")
```
09/20/2023 at 11:36 AM #221322 quote

marco7630
Participant

New

Hi Roberto,

Thanks. Forgot to mention i need if for the nasdaq. Do i need to change something then?

gr Marco

09/20/2023 at 11:44 AM #221324 quote

robertogozzi
Moderator

Legend

At line 6 you must write when the first HALF HOUR ends.

edited

09/20/2023 at 11:46 AM #221325 quote

robertogozzi
Moderator

Legend

Also, in line 7 replace OPENTIME with TIME.

09/20/2023 at 3:12 PM #221338 quote

marco7630
Participant

New

Hi Roberto,

Does not seem to work. Please have a look at screenshot. After 30 minutes this stock had more than 50% of daily average volume but was not showing up in screener.

gr Marco

2023-09-20_16-07-50.png

09/22/2023 at 1:00 PM #221448 quote

marco7630
Participant

New

Hi Roberto,

Any idea why it does not work?

Thanks

Gr Marco

09/23/2023 at 11:07 AM #221467 quote
robertogozzi
Moderator

Legend
There are some issues:
- to work on a 30-minute boundary, you must use a 30-minute (or lower) TF
- it’s (almost) impossible that a 30-minute VOLUME be > the average volume of the last 30 days!
Anyway, the previous code had a few bugs, this the updated code:
```
Timeframe(Daily)
VolAvg = average[30,0](volume)
c1     = VolAvg > 250000
//
Timeframe(default)
N = 1                     //1=30mn-TF, 2=15mn-TF, 3=10mn-TF, 6=5mn-TF, 30=1mn-TF
FirstHalfHour = 153000
c2 = 0
IF OpenTime = FirstHalfHour THEN
   c2 = summation[N](volume) > (VolAvg / 2)
ENDIF
c3 = close > 4
Cond = c1 AND c2 AND c3
SCREENER[Cond](VolAvg AS "Vol average")
```
Selecting ALL the security lists, I was returned just 2 signals.
09/24/2023 at 9:44 AM #221490 quote

marco7630
Participant

New

Hi Roberto,

It is the 30 day average DAILY volume not the 30day average volume.

gr Marco

09/24/2023 at 5:25 PM #221517 quote

robertogozzi
Moderator

Legend

What do you mean, what average is it?

09/25/2023 at 9:31 AM #221545 quote
marco7630
Participant

New
You said:
- it’s (almost) impossible that a 30-minute VOLUME be > the average volume of the last 30 days!
But it needs to be the 30 day average daily volume. Then there will be results each day
09/25/2023 at 3:31 PM #221569 quote

robertogozzi
Moderator

Legend

marco7630 wrote:

Hi Roberto,

It is the 30 day average DAILY volume not the 30day average volume.

I know what I wrote. What I can’t understand is what your quoted sentence means!

You are talking about the SAME average, how can they be different from each other?

09/26/2023 at 8:01 AM #221595 quote

marco7630
Participant

New

Hi Roberto,

Seems miscommunication. I will try the code and see if it works. Thanks

gr Marco

09/26/2023 at 3:28 PM #221617 quote

marco7630
Participant

New

Hi Roberto,

Unfortunately still no results while stock “IMVT” meets all the criteria.

gr Marco

09/27/2023 at 11:00 AM #221665 quote

robertogozzi
Moderator

Legend

Try explaining again your conditions as a list (I may have misunderstood some of them).
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