StockFetcher Forums · Filter Exchange · Filtering by volatility<< >>Post Follow-up
pauljkimkr
5 posts
msg #147664
Ignore pauljkimkr
5/2/2019 11:13:23 PM

How can I find stocks based on daily % change? I've tried the Historical Volatility one but can't figure it out.

Let's say stocks that have increased (or decreased) by 10% over the past 5 days.

four
5,003 posts
msg #147666
Ignore four
5/2/2019 11:54:34 PM

try...
https://www.stockfetcher.com/forums/Filter-Phrases/dropped-or-gained/24006

pauljkimkr
5 posts
msg #147669
Ignore pauljkimkr
modified
5/3/2019 8:05:51 AM

Ah thank you, I must've missed this one.

Edit: Hmm, this one seems limited to showing net gain/loss over a certain period. I'd also like to see stocks that move 5% each day over a certain time period, regardless of net gain/loss over that time period. The movement should include highs and lows as well, instead of being limited to open/close prices.

xarlor
15 posts
msg #147678
Ignore xarlor
modified
5/3/2019 12:58:55 PM

Paul is this what you're looking for?

Fetcher[

/* Stocks who's daily range trades above a certain percentage over a given period */

close > 10
average volume(30) > 1234567

set{Pdiff,high-low}
set{PDR,Pdiff/high}

PDR > 0.05
set{Freq,count(PDR > 0.05,30)}

add column PDR
add column Freq
sort by column 6 descending
]



You can change the percent daily range (PDR) and length you're looking for by altering these two lines:

PDR > 0.05
set{Freq,count(PDR > 0.05,30)}

miketranz
766 posts
msg #147684
Ignore miketranz
5/3/2019 9:26:05 PM

Fetcher[set{volatility,atr (5) / atr (100)}
add column volatility
close > 2
average volume (20) > 999000
sort column 5 descending
]


Also ck out "Run Forest Run" plenty of good stats....

pauljkimkr
5 posts
msg #147686
Ignore pauljkimkr
5/4/2019 12:40:54 AM

Thank you both for the filters.

xarlor, I like what I see with yours, will try it out and let you know if I have any questions.

mike, I'll have a look at that, thanks.

Mactheriverrat
1,973 posts
msg #147694
Ignore Mactheriverrat
modified
5/5/2019 4:21:08 AM

and Average Day Range(30) is above 4.00

or higher.

StockFetcher Forums · Filter Exchange · Filtering by volatility<< >>Post Follow-up

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