High volume beginning of session

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  • This topic has 32 replies, 4 voices, and was last updated 7 months ago by avatarJS.
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  • 09/20/2023 at 10:50 AM #221320
    marco7630
    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
    robertogozzi

    This is set for the 5-mn TF (you can change N for other TFs):

     

    09/20/2023 at 11:36 AM #221322
    marco7630

    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
    robertogozzi

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

    edited

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

    Also, in line 7 replace OPENTIME with TIME.

    09/20/2023 at 3:12 PM #221338
    marco7630

    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

    09/22/2023 at 1:00 PM #221448
    marco7630

    Hi Roberto,

     

    Any idea why it does not work?

    Thanks

     

    Gr Marco

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

    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:

    Selecting ALL the security lists, I was returned just 2 signals.

    09/24/2023 at 9:44 AM #221490
    marco7630

    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
    robertogozzi

    What do you mean, what average is it?

     

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

    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
    robertogozzi
    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
    marco7630

    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
    marco7630

    Hi Roberto,

     

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

     

    gr Marco

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

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

     

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