volume screener to 15 minutes

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  • #169878 quote
    cc267
    Participant
    Average

    hello, is there anyway to make this volume screener into a 15min one? thankyou

    MinDailyCapital=100000000
    // The minimum total capital traded today, yesterday or the day before.  Capital is calculated as price*volume.
    
    MinPrice=0.5
    // The minimum price of each security.
    
    PriceCond = 0
    IF close >= 0.5 AND close <= 4 THEN
    PriceCond = 1
    ENDIF
    
    SCREENER [(volume[2]*DClose(2)>MinDailyCapital or volume[1]*DClose(1) > MinDailyCapital or volume*DClose(0)>MinDailyCapital) AND close>MinPrice AND PriceCond] (abs(1-close/Dclose(1))*100 AS "var")
    // Sorting criteria of results: highest variations in price  today (gains or losses).
    
    
    // You can include this code in any of your custom scans to use as a filter to exclude securities with low volatility and price.
    #169883 quote
    robertogozzi
    Moderator
    Master

    As any screener, you can use it on any TF you want (among those in the ProScreener dropdown list).

    To tie it to a 15-munute TF you can add the TIMEFRAME keyword:

    Timeframe(15 minutes)
    MinDailyCapital=100000000
    // The minimum total capital traded today, yesterday or the day before.  Capital is calculated as price*volume.
     
    MinPrice=0.5
    // The minimum price of each security.
     
    PriceCond = 0
    IF close >= 0.5 AND close <= 4 THEN
    PriceCond = 1
    ENDIF
    Timrframe(deafult)
    SCREENER [(volume[2]*DClose(2)>MinDailyCapital or volume[1]*DClose(1) > MinDailyCapital or volume*DClose(0)>MinDailyCapital) AND close>MinPrice AND PriceCond] (abs(1-close/Dclose(1))*100 AS "var")
    // Sorting criteria of results: highest variations in price  today (gains or losses).
     
     
    // You can include this code in any of your custom scans to use as a filter to exclude securities with low volatility and price.

    Beware of the 254-bar limit of ProScreener, it might not return valid results when more than 254 bars are used.

    If you plan to use the above screener, please check results as DCLOSE refers to the close of a Daily bar and DCLOSE(2) to the bar of the day before yesterday. Each day is made by roughly 24*4 (=96 candles, it depends on trading hours) so it could easily exceed the above said limit (1 minute will, for sure!).

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volume screener to 15 minutes


ProScreener: Market Scanners & Detection

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cc267 @cc267 Participant
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This topic contains 1 reply,
has 2 voices, and was last updated by robertogozzi
4 years, 10 months ago.

Topic Details
Forum: ProScreener: Market Scanners & Detection
Language: English
Started: 05/17/2021
Status: Active
Attachments: No files
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