Hi Bruce

Is there any way to get an indicator that  I can use to rank by volume buzz YESTERDAY..?

Thanks

The Volume Buzz at the end of yesterday would be the following using a daily time frame:

100 * (V1 / AVGV100.2 - 1)

Definition of Volume Buzz

thx

Bruce..When I look at volume buzz after the market close TODAY, and I rank by largest vol buzz.am I lookinng at what is effectively the Volume buzz for the last time period of the day ( eg  1 min etc) or am I looking at the volume buzz based on end of day/ daily time period?.

I want the volume buzz at the close of today to match the sort when I run it tomorrow using the indicator above that you just wrote for me for ranking by volume buzz yesterday. ( in other words I m trying to backtest a little)

So I need to make sure I know what the volume buzz after the close or at the close today represents.

Clear as mud?

Thanks

No intraday data is used in the calculation of Volume Buzz unless you count the time of day as intraday data. You only need daily data and the time of day to calculate Volume Buzz.

Volume Buzz is based on the 100-Period Simple Moving Average of Volume over the previous 100 days (so not including today).

The current Volume is compared to a percentage of the average volume which is directly proportional to the percentage of the trading day which has already passed. So at 10:15 AM ET, the current volume would be compared to about 11.54% of the 100-Day Simple Moving Average of Volume ending yesterday. If the result is +25%, it would mean that current Volume is about 14.42% of the average volume instead of 11.54% of the average volume.

So at the end of the day, you could approximate Volume Buzz using a formula like:

100 * (V / AVGV100.1 - 1)

This formula would also have the same or a similar order to Volume Buzz over the course of the day even though the values would not match.

Volume Buzz can be used as a WatchList Column and sort, but cannot be used as an EasyScan Condition.

so then if I look at volume buzz sort after the close today

those stocks should MATCH the ones on a sort I run tomorrow

for volume buzz 1 day ago..?

At the end of the day, Volume Buzz in going to be or at least be very close to:

100 * (V / AVGV100.1 - 1)

Once the bar starts forming for the next day, then this would be converted by adding 1 to all of the bars ago parameters to give you the formula for the Volume Buzz from yesterday I provided originally.

100 * (V1 / AVGV100.2 - 1)

So I think the answer to your question is yes, but I'm not actually sure I completely understand your most recent question.

Ok .so here is what I need.. Today I want to run the volume buzz sort( worden version) after market close

I take the top 4 stocks ABC&D and write them down.. That is my watchlist

If I forget to do it,and wake up tomorrow morning after the market opens,,

can I use the VOLUME BUZZ yesterday formula that you gave me to recreate that list

so that I can get the same stocks showing up as the top 4  ABC &D as would have showed up yesterday after the close.?

Yes, you would use the first formula given in the topic. As long as the market has already opened, it should be the exact same top four symbols.

100 * (V1 / AVGV100.2 - 1)

thx

You're welcome.