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tdbroker
Posted : Tuesday, April 1, 2008 11:18:33 AM
Registered User
Joined: 1/28/2008
Posts: 19
Good morning Guys
I am hoping that you guys could help me out. I am trying to create a formula were the volume for the past 10 days is the highest it has been over the last 6 months. I have tried different formulas.
V10 > V125
AVGV10 > AVGV125
(V10 >AVGV125)*1.2
V10 = MAXV125
But somehow I get mix results, I get stocks that also show an spike of volume before the 6 months or sometimes I get stocks were the volume of the last 10 days is just the average no higher no lower. I also tried to use the 5 day volume surge and I rank it close to 80%.
Am I using the wrong formulas or am I approaching it the wrong way.
As always your input will be appreciated.
Andrew

StockGuy
Posted : Tuesday, April 1, 2008 11:28:54 AM

Administration

Joined: 9/30/2004
Posts: 9,187
AVGV10 = MAX(AVGV10, 125)
Bruce_L
Posted : Tuesday, April 1, 2008 11:29:49 AM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138
I guess the formula depends on what you really want to find. Do you want to find symbols where the Average Volume for the past 10 Trading Days is higher than the Average Volume for the 115 Trading Days ending 10-Trading Days Ago?

AVGV10 > AVGV115.10

You you want to find symbols where the Maximum Volume during the past 10 Trading Days is higher than the Maximum Volume for the 115 Trading Days ending 10-Trading Days Ago?

MAXV10 > MAXV115.10

Do you want to find symbols where the Average Volume during the past 10 Trading Days is higher than the Maximum Volume for the 115 Trading Days ending 10-Trading Days Ago?

AVGV10 > MAXV115.10

Do you want to find symbols where the Average Volume during the past 10 Trading Days is higher than the Average Volume during any of the other 10-Trading Day periods completely contained within the last 125 Trading Days?

AVGV10 > MAX(AVGV10.1,114)

I'm sure there are other possible interpretations I have not even touched upon. You may wish to review the following:

PCF Formula Descriptions
How to create a Personal Criteria Forumula (PCF)
Handy PCF example formulas to help you learn the syntax of PCFs!

-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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