nrd1exr
14 posts
msg #26668
- Ignore nrd1exr |
5/31/2003 12:38:34 AM
Anyone knows how to find stocks that had
a volume spike for one or several days in
the past?
Thanks
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gruender
101 posts
msg #26669
- Ignore gruender |
5/31/2003 2:06:19 AM
Here is Gruender's volume spike filter that you can adjust to meet your desired outcome:
I hope that this is what you need?
Enjoy, Joe
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nrd1exr
14 posts
msg #26676
- Ignore nrd1exr |
5/31/2003 11:34:39 AM
I was interested in the volume spike that happend in the past. Like 1-2 months ago.
Thanks
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gruender
101 posts
msg #26677
- Ignore gruender |
5/31/2003 12:45:13 PM
nrd1exr,
To give you what you want, all that you have to do is add an "offset" date. By this I mean, if you want to go back 1 month, you need to insert the number "20" since there are approximately 20 trading days in the month. If you want to go back 2 months, use "40" since there are approximately 40 trading days in two months, etc.
Give this a try:
Does this give you what you want?
Joe
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nrd1exr
14 posts
msg #26690
- Ignore nrd1exr |
6/1/2003 12:00:50 PM
This would give you stocks that had a volumr spike just 20
days ago. I need to get stocks that had one or more volume
spikes in the last 30 days.
Thanks
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zfetch
16 posts
msg #26691
- Ignore zfetch |
6/1/2003 2:53:10 PM
For volume spikes, look for a high ratio of volume vs short-term avg. volume.
Use a value for the ratio, that's below the period for the average volume.
If the ratio is greater than the avgvol period, the filter typically returns 0 matches.
Examples using criteria in the previous posts,
Filter for a crossover of volume vs avgvol(10), within an x day period, or
filter for a crossover of volume vs avgvol(10), within an x day period with a date offset y days ago.
Volume increase vs short-term avgvol(10), ratio of 5
30 day period
Volume increase vs short-term avgvol(10), ratio of 5
30 day period, 20 days ago
Note: Use a value for the ratio, that's below the period for the average volume. If the ratio is greater than the avgvol period, the filter typically returns 0 matches. Filtering for 5x volume vs avgvol(5) returns 0 matches.
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zfetch
16 posts
msg #26692
- Ignore zfetch |
6/1/2003 2:54:46 PM
Sorry for the repeated note in that last post, about values for the volume ratio.
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dsafari
43 posts
msg #26767
- Ignore dsafari |
6/7/2003 12:40:42 AM
Hi guys,
Thanks for those that posted example fetcher phrases for this filter. I tried using one of those but it doesn't seem to work properly all the time. Does anyone have any idea what the problem is?
There are some incorrect stocks returned. For example I get JNPR returned when todays volume was 19857500 and the average volume(10) was 16860226. Clearly the volume is not 300% above the average - something subtle must be missing.
Thanks in advance for any replies.
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