StockFetcher Forums · Filter Exchange · /* TRO VOLUME STATISTICS DISPLAY */<< >>Post Follow-up
TheRumpledOne
6,411 posts
msg #58452
- Ignore TheRumpledOne
modified		 12/23/2007 8:45:41 PM

Fetcher[
/* TRO VOLUME STATISTICS DISPLAY */

/* VOLUME CALCULATIONS */
set{v, volume 1 day ago}
set{volinc, volume - v}
set{volpc, volinc / v}
set{volpct, volpc * 100}

set{VolZ, days(volume < 1,100)}
set{VolUp, days(volume is below volume 1 day ago,100)}
set{VolDn, days(volume is above volume 1 day ago,100)}
set{VlXvl, VolUp - VolDn}

set{vck1, volume 1 day ago }
set{vck, volume / vck1 }
set{vdbl, days(vck < 2, 100)}

/* Volume Statistics Display */

set{ volmin , count( volume > 250000 , 100) }
set{ B2A , count( vdbl > 0 , 100) }

set{chg, count( vdbl > 0 , 5)}

add column B2A {doubles}

add column chg{(wk)}
add column chg 1 week ago{(-1wk)}
add column chg 2 weeks ago{(-2wk)}
add column chg 3 weeks ago{(-3wk)}
add column chg 4 weeks ago{(-4wk)}
add column chg 5 weeks ago{(-5wk)}
add column chg 6 weeks ago{(-6wk)}
add column chg 7 weeks ago{(-7wk)}
add column chg 8 weeks ago{(-8wk)}

and add column separator
and add column VlXvl
and add column Vdbl
and add column volpct
and add column volmin
and add column separator

draw Vdbl

/* SELECTION CRITERIA */

B2A above 15
volmin > 66

close is between 1 and 15
average volume(10) above 250000

sort column 5 descending
]



I figured running statistics on volume may help out.

Column doubles is the number of times the volume doubled in the last 100 days.

Column volmin is the number of times the volume exceeded the user defined threshold (250000) in the last 100 days.



TheRumpledOne
6,411 posts
msg #58453
- Ignore TheRumpledOne
modified		 12/23/2007 8:58:33 PM

Fetcher[
/* TRO VOLUME STATISTICS DISPLAY */

/* VOLUME CALCULATIONS */
set{v, volume 1 day ago}
set{volinc, volume - v}
set{volpc, volinc / v}
set{volpct, volpc * 100}

set{VolZ, days(volume < 1,100)}
set{VolUp, days(volume is below volume 1 day ago,100)}
set{VolDn, days(volume is above volume 1 day ago,100)}
set{VlXvl, VolUp - VolDn}

set{vck1, volume 1 day ago }
set{vck, volume / vck1 }
set{vdbl, days(vck < 2, 100)}

/* Volume Statistics Display */

set{ volmin , count( volume > 250000 , 100) }
set{ B2A , count( vdbl > 0 , 100) }

set{chg, count( vdbl > 0 , 5)}

add column B2A {doubles}

add column chg{(wk)}
add column chg 1 week ago{(-1wk)}
add column chg 2 weeks ago{(-2wk)}
add column chg 3 weeks ago{(-3wk)}
add column chg 4 weeks ago{(-4wk)}
add column chg 5 weeks ago{(-5wk)}
add column chg 6 weeks ago{(-6wk)}
add column chg 7 weeks ago{(-7wk)}
add column chg 8 weeks ago{(-8wk)}

and add column separator
and add column VlXvl
and add column Vdbl
and add column volpct
and add column volmin
and add column separator

/* SELECTION CRITERIA */

symlist(BIDU,ISRG,POT,RIMM,STP,VIP,AAPL,CMG,FCSX,FSTR,PCLN,VSEC,SNCR,VMW,BUCY,CNH,CF,SID,EDU,TKC,MDR,GIGM,GOOG,TEF,FTK,ATW,ININ,LIFC,NOV,CMED,MR,TTES,BCSI,GME,HDB,HMSY,MA,MICC,WFR,DLB,RRC,HRBN,MBT,TISI,ABB,HOLX,FCX,CTRP,MORN,GRMN,BAP,BLK,ESRX,MEE,KWK,AGU,LKQX,ARD,SLT,AMZN,NDAQ,CPLA,BOOM,ABAX,KOP,LFC,CLB,TDG,GTI,FMCN,PFWD,HURN,ANSS,OXPS,SWN,CCH,ENS,VIVO,OTEX,GMCR,DE,ICE,BBD,CEDC,CHL,CYBS,WGOV,GLDN,GSOL,YGE,BGC,ARGN,TWGP,IRIS,NVDA,ITU,BABY,MTW,WMS,SNHY)

sort column 5 descending

symlist version
]
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