TraderBert
22 posts
msg #36462
- Ignore TraderBert |
6/25/2005 12:40:43 PM
Howdy,
Some stocks close a fair amount more up or down from their prior day's close than other stocks do. I'm looking for a list of stocks that change an average of at least 1.5% per day (from their prior close) over a 20-day period (the # of days here can be flexible) , regardless of whether they go up or down.
Can anyone help? Thanks a lot in advance.
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AMSERVE
9 posts
msg #36469
- Ignore AMSERVE |
6/25/2005 10:47:17 PM
Show stocks where Average Day Range(20) is above 1.50%.
This give you stocks that have averaged 1.50%+ between their daily highs and lows for the last 20 days. This is a fairly narrow range (30 cents on a $20.00 stock). I use 2.00% or 2.50% myself.
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TraderBert
22 posts
msg #36472
- Ignore TraderBert |
6/26/2005 10:26:03 AM
Thank you. And I would agree if you're using intraday high-low spread that 1.5% is too low. Do you (or anyone else) know of a measure/filter that can be used to determine day-to-day change from the prior close?
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TraderBert
22 posts
msg #36473
- Ignore TraderBert |
6/26/2005 10:48:48 AM
AMSERVE--further along the lines of your criteria, is there a way to omit those stocks that have had one particularly large range day that distorts the average? Using your filter, I've noticed a number of stocks already thru the first several that maybe had one big day and the rest traded narrowly.
Thanks again!
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manabu
7 posts
msg #36499
- Ignore manabu |
6/26/2005 7:45:37 PM
Try this,
day range 20 day high < 5
Change the 5 to 6 or 10 or whatever to ignore a large day.
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TraderBert
22 posts
msg #36500
- Ignore TraderBert |
6/26/2005 8:25:36 PM
Nice! Thanks, Manabu.
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TheRumpledOne
6,411 posts
msg #36509
- Ignore TheRumpledOne |
6/27/2005 1:45:39 AM
Highest ranges pop to the top.
MAY ALL YOUR FILLS BE COMPLETE.
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TraderBert
22 posts
msg #36529
- Ignore TraderBert |
6/27/2005 8:38:45 PM
Thanks, TRO!
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