Volume screener

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  • 01/19/2021 at 2:57 PM #158514 quote
    Alfy
    Participant
    Average

    Hi guys, i was hoping one of you could help me with a simple screener. The aim is on a weekly timeframe to pick up stocks with volume 1.4 times greater than the 10 week average. However my simple code seems not to be doing what i want.

    Best regards 

    timeframe (weekly)
c1=average[10](volume)
c2=volume
c3=c2/c1
result=(c3>1.5)
screener [result]
    01/19/2021 at 3:34 PM #158519 quote
    robertogozzi
    Moderator
    Master

    There you go:

    timeframe (weekly)
c1=average[10](volume)
c2=volume>(c1*1.4)
screener[c2]
    Alfy thanked this post
    01/19/2021 at 3:37 PM #158520 quote
    Alfy
    Participant
    Average

    Thanks so much!!

    01/28/2021 at 8:42 PM #159729 quote
    p3sc4d0r
    Participant
    New

    c3 = Average[40](close*volume) > 3000000

    Hi to everyone. I need some help with this code. Does this mean traded volume of 3000000 stocks (number of stocks traded >3000000) or does this mean 3000000 volume of stock currency in average over last 40 days?

    Best Thanks and greets.

    01/28/2021 at 9:38 PM #159735 quote
    robertogozzi
    Moderator
    Master

    Say DAX today quotes 13000 and its volume traded is 50000, then the expression in parentheses returns 650000000, 650M, then the 40-period average of that value is calculated and compared to the numeric constant 3000000, 3M.

    Is that what you intended to achieve?

    01/28/2021 at 10:20 PM #159742 quote
    p3sc4d0r
    Participant
    New

    Thanks for your answer.  I am looking for a code which searches for average money volume over a certain period (for example money volume was > 3M$ per day in average over the last 40days). So if is not an Index in this example, but a stock (e.g. US-stock) it means that the average volume of money over the past 40 days was >3M$ per day or does it mean that 3M stocks were traded each day in average?

     

    Thanks in advance and best greets.

    01/28/2021 at 10:37 PM #159745 quote
    robertogozzi
    Moderator
    Master

    it means that the average volume of money over the past 40 days was >3M$ per day.

    01/29/2021 at 11:22 PM #159879 quote
    p3sc4d0r
    Participant
    New

    Top. Thank you very much!

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Volume screener


ProScreener: Market Scanners & Detection

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Alfy @alfy Participant
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This topic contains 7 replies,
has 3 voices, and was last updated by p3sc4d0r
5 years, 1 month ago.

Topic Details
Forum: ProScreener: Market Scanners & Detection
Language: English
Started: 01/19/2021
Status: Active
Attachments: No files
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