Screener to find ranging and volatile stocks
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I will give that a shot and see how it works out. 🙂
Before your answer I was working on a screener that tried to measure how far away the 100 EMA and the 200 EMA was from each other on average. The idea was that if the distance was less than 2.5% for maybe 70 bars, that could have been one critiera.
ema200 = ExponentialAverage[200] ema100 = ExponentialAverage[100] periodsMatching = 0 FOR i = 0 to 200 DO distance = ema100[i] / ema200[i] IF distance < 1.025 and distance > 0.975 THEN periodsMatching = periodsMatching + 1 ENDIF NEXT SCREENER[periodsMatching > 50](periodsMatching as "bars within range")To my suprise, this screener returned a lot of stocks where the amount of bars that exactly fit the criteria was 56. So I think there’s some kind of bug in my screener code here?
See attached picture.
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Topic Details
| Forum: | ProScreener: Market Scanners & Detection |
| Language: | English |
| Started: | 06/05/2018 |
| Status: | Active |
| Attachments: | 1 files |
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