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Registered User
Joined: 9/1/2006
Posts: 19
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Okay...I am stumped on this one:
Is there way to create a scan to find very volitle stocks? These may include stocks that have large ranges within a defined period of time, or some other criteria to demonstrate volitilty. In a perfect world I would look for stocks with decent volume (over 250K), probably a universe including the Russell 2000, Nazzy 100 and SP 500.
Any ideas here would be greatly appreciated.
Thanks!!!
Randy
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Registered User
Joined: 1/28/2005
Posts: 6,049
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It all depends on how you would like to measure it.
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A high minus low sum:
(H-L)+(H1-L1)+(H2-L2)+(H3-L3) ....and so on.
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Over a range:
MAXH20-MINL20 .....(the highest H in 20 days-the lowest low in 20 days)
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Percent change over a number of days.
(C/C20*100)-100 ......(20 day percent change)
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Absolute change sum:
ABS(C-C1)+ABS(C1-C2)+ABS(C2-C3) ...and so on.
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Thanks
diceman
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Registered User
Joined: 1/28/2005
Posts: 6,049
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You may also be interested in this:
Volitale Stocks
Thanks
diceman
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