Download software Tutorial videos
Subscription & data-feed pricing Class schedule


New account application Trading resources
Margin rates Stock & option commissions

Attention: Discussion forums are read-only for extended maintenance until further notice.
Welcome Guest, please sign in to participate in a discussion. Search | Active Topics |

vol increase above 6 mo avg. Rate this Topic:
Previous Topic · Next Topic Watch this topic · Print this topic ·
orabox
Posted : Wednesday, December 12, 2012 2:59:34 PM
Gold Customer Gold Customer

Joined: 10/7/2004
Posts: 28

How can I find stocks that have closed three days in a row with volume 200% above the 6 mo avg daily vol.

Bruce_L
Posted : Wednesday, December 12, 2012 3:08:12 PM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138

V >= 3 * AVGV63 AND V1 >= 3 * AVGV63.1 AND V2 >= 3 * AVGV63.2

If you aren't worried about the fact that the average volume is going to change at each bar, you could shorten this to:

MINV3 >= 3 * AVGV63

Personal Criteria Formula Conditions
PCF Formula Descriptions
Handy PCF example formulas to help you learn the syntax of PCFs!



-Bruce
Personal Criteria Formulas
TC2000 Support Articles
orabox
Posted : Wednesday, December 12, 2012 3:33:59 PM
Gold Customer Gold Customer

Joined: 10/7/2004
Posts: 28

This pcf does not  show that  the vol for each of  the last three days  are 200% above the last 63.2.  .  And I should have said the last 120 days instead of six months which you  correctly put at 63.2

orabox
Posted : Wednesday, December 12, 2012 4:36:04 PM
Gold Customer Gold Customer

Joined: 10/7/2004
Posts: 28

would you show pcf for my last post.

Bruce_L
Posted : Wednesday, December 12, 2012 4:48:46 PM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138

V >= 3 * AVGV120 AND V1 >= 3 * AVGV120.1 AND V2 >= 3 * AVGV120.2

If you aren't worried about the fact that the average volume is going to change at each bar, you could shorten this to:

MINV3 >= 3 * AVGV120

If you want the average volume from 2-bars ago, it would be:

MINV3 >= 3 * AVGV120.2



-Bruce
Personal Criteria Formulas
TC2000 Support Articles
traderlady
Posted : Wednesday, December 12, 2012 5:08:43 PM
Registered User
Joined: 10/7/2004
Posts: 1,178

Bruce, is it possible for you to create a PCF for a Custom % True, one that shows when today's Low dips below the bottom Dochian channel (20 days, 2 Standard Deviations). 

Bruce_L
Posted : Thursday, December 13, 2012 8:03:52 AM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138

Are you sure you are looking at a Donchian Channel? I ask because the Donchian Channels in TC2000 do not have a Standard Deviation setting.

In any case, a Condition Formula for the low of the current bar being below a standard 20-Period Donchian Channel (with an Offset of 1) which is Based On High and Low would be:

L < MINL20.1



-Bruce
Personal Criteria Formulas
TC2000 Support Articles
orabox
Posted : Thursday, December 13, 2012 10:50:19 AM
Gold Customer Gold Customer

Joined: 10/7/2004
Posts: 28

I am trying find stocks that have had a considerable increase in volume.  The ones you have written for me so far produce mixed results. First, I do not want to include todays vol.  I want the vol of days prior to today.  I trtied to adjust the last pcf you sent, to take out todays vol., but the scan showed every nasdaq 100 as a hit.  Here is what I tried.  3*V1>=AVGV120.1 AND 3*V2>=AVGV120.2 AND 3*V3>=AVGV120.3  What did I do wrong.  Again I want the  3 days prior to today, not including today, which show an increase of 200%  of the previous 120 average vol.

Bruce_L
Posted : Thursday, December 13, 2012 10:56:58 AM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138

Please try the following instead:

V1 >= 3 * AVGV120.1 AND V2 >= 3 * AVGV120.2 AND V3 >= 3 * AVGV120.3



-Bruce
Personal Criteria Formulas
TC2000 Support Articles
Users browsing this topic
Guest-1

Forum Jump
You cannot post new topics in this forum.
You cannot reply to topics in this forum.
You cannot delete your posts in this forum.
You cannot edit your posts in this forum.
You cannot create polls in this forum.
You cannot vote in polls in this forum.