Registered User
Joined: 1/7/2008
Posts: 4
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How do I creat a scan like the Oct 6 report?
Stocks up more than twice their ave daily range on an increase in volume of at least 50% over their 90 day avg volume?
Also, a scan for stocks with the 20 period ex moving average has a positive slope?
Thanks
Tom
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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QUOTE (thoric) Stocks up more than twice their ave daily range on an increase in volume of at least 50% over their 90 day avg volume?
What's the Period and Type of the Moving Average used for calculating the Average Range? Is True Range used? The following uses a 14-Period Wilder's Smoothed Average True Range:
V >= 1.5 * AVGV90 AND (C - C1) / 2 > XAVGH27 - XAVGL27 + .0357480060263825 * (ABS(H - C1) + ABS(L - C1) - H + L + 13 / 14 * (ABS(H1 - C2) + ABS(L1 - C2) - H1 + L1 + 13 / 14 * (ABS(H2 - C3) + ABS(L2 - C3) - H2 + L2 + 13 / 14 * (ABS(H3 - C4) + ABS(L3 - C4) - H3 + L3 + 13 / 14 * (ABS(H4 - C5) + ABS(L4 - C5) - H4 + L4 + 13 / 14 * (ABS(H5 - C6) + ABS(L5 - C6) - H5 + L5 + 13 / 14 * (ABS(H6 - C7) + ABS(L6 - C7) - H6 + L6 + 13 / 14 * (ABS(H7 - C8) + ABS(L7 - C8) - H7 + L7 + 13 / 14 * (ABS(H8 - C9) + ABS(L8 - C9) - H8 + L8 + 13 / 14 * (ABS(H9 - C10) + ABS(L9 - C10) - H9 + L9 + 13 / 14 * (ABS(H10 - C11) + ABS(L10 - C11) - H10 + L10 + 13 / 14 * (ABS(H11 - C12) + ABS(L11 - C12) - H11 + L11 + 13 / 14 * (ABS(H12 - C13) + ABS(L12 - C13) - H12 + L12 + 13 / 14 * (ABS(H13 - C14) + ABS(L13 - C14) - H13 + L13 + 13 / 14 * (ABS(H14 - C15) + ABS(L14 - C15) - H14 + L14 + 13 / 14 * (ABS(H15 - C16) + ABS(L15 - C16) - H15 + L15 + 13 / 14 * (ABS(H16 - C17) + ABS(L16 - C17) - H16 + L16 + 13 / 14 * (ABS(H17 - C18) + ABS(L17 - C18) - H17 + L17 + 13 / 14 * (ABS(H18 - C19) + ABS(L18 - C19) - H18 + L18 + 13 / 14 * (ABS(H19 - C20) + ABS(L19 - C20) - H19 + L19 + 13 / 14 * (ABS(H20 - C21) + ABS(L20 - C21) - H20 + L20 + 13 / 14 * (ABS(H21 - C22) + ABS(L21 - C22) - H21 + L21 + 13 / 14 * (ABS(H22 - C23) + ABS(L22 - C23) - H22 + L22 + 13 / 14 * (ABS(H23 - C24) + ABS(L23 - C24) - H23 + L23 + 13 / 14 * (ABS(H24 - C25) + ABS(L24 - C25) - H24 + L24 + 13 / 14 * (ABS(H25 - C26) + ABS(L25 - C26) - H25 + L25 + 13 / 14 * (ABS(H26 - C27) + ABS(L26 - C27) - H26 + L26 + 13 / 14 * (ABS(H27 - C28) + ABS(L27 - C28) - H27 + L27 + 13 / 14 * (ABS(H28 - C29) + ABS(L28 - C29) - H28 + L28 + 13 / 14 * (ABS(H29 - C30) + ABS(L29 - C30) - H29 + L29 + 13 / 14 * (ABS(H30 - C31) + ABS(L30 - C31) - H30 + L30 + 13 / 14 * (ABS(H31 - C32) + ABS(L31 - C32) - H31 + L31 + 13 / 14 * (ABS(H32 - C33) + ABS(L32 - C33) - H32 + L32 + 13 / 14 * (ABS(H33 - C34) + ABS(L33 - C34) - H33 + L33 + 13 / 14 * (ABS(H34 - C35) + ABS(L34 - C35) - H34 + L34 + 13 / 14 * (ABS(H35 - C36) + ABS(L35 - C36) - H35 + L35 + 13 / 14 * (ABS(H36 - C37) + ABS(L36 - C37) - H36 + L36 + 13 / 14 * (ABS(H37 - C38) + ABS(L37 - C38) - H37 + L37 + 13 / 14 * (ABS(H38 - C39) + ABS(L38 - C39) - H38 + L38 + 13 / 14 * (ABS(H39 - C40) + ABS(L39 - C40) - H39 + L39 + 13 / 14 * (ABS(H40 - C41) + ABS(L40 - C41) - H40 + L40 + 13 / 14 * (ABS(H41 - C42) + ABS(L41 - C42) - H41 + L41 + 13 / 14 * (ABS(H42 - C43) + ABS(L42 - C43) - H42 + L42 + 13 / 14 * (ABS(H43 - C44) + ABS(L43 - C44) - H43 + L43 + 13 / 14 * (ABS(H44 - C45) + ABS(L44 - C45) - H44 + L44 + 13 / 14 * (ABS(H45 - C46) + ABS(L45 - C46) - H45 + L45 + 13 / 14 * (ABS(H46 - C47) + ABS(L46 - C47) - H46 + L46 + 13 / 14 * (ABS(H47 - C48) + ABS(L47 - C48) - H47 + L47 + 13 / 14 * (ABS(H48 - C49) + ABS(L48 - C49) - H48 + L48 + 13 / 14 * (ABS(H49 - C50) + ABS(L49 - C50) - H49 + L49 + 13 / 14 * (ABS(H50 - C51) + ABS(L50 - C51) - H50 + L50 + 13 / 14 * (ABS(H51 - C52) + ABS(L51 - C52) - H51 + L51 + 13 / 14 * (ABS(H52 - C53) + ABS(L52 - C53) - H52 + L52 + 13 / 14 * (ABS(H53 - C54) + ABS(L53 - C54) - H53 + L53 + 13 / 14 * (ABS(H54 - C55) + ABS(L54 - C55) - H54 + L54 + 13 / 14 * (ABS(H55 - C56) + ABS(L55 - C56) - H55 + L55 + 13 / 14 * (ABS(H56 - C57) + ABS(L56 - C57) - H56 + L56 + 13 / 14 * (ABS(H57 - C58) + ABS(L57 - C58) - H57 + L57 + 13 / 14 * (ABS(H58 - C59) + ABS(L58 - C59) - H58 + L58 + 13 / 14 * (ABS(H59 - C60) + ABS(L59 - C60) - H59 + L59 + 13 / 14 * (ABS(H60 - C61) + ABS(L60 - C61) - H60 + L60 + 13 / 14 * (ABS(H61 - C62) + ABS(L61 - C62) - H61 + L61 + 13 / 14 * (ABS(H62 - C63) + ABS(L62 - C63) - H62 + L62 + 13 / 14 * (ABS(H63 - C64) + ABS(L63 - C64) - H63 + L63 + 13 / 14 * (ABS(H64 - C65) + ABS(L64 - C65) - H64 + L64 + 13 / 14 * (ABS(H65 - C66) + ABS(L65 - C66) - H65 + L65 + 13 / 14 * (ABS(H66 - C67) + ABS(L66 - C67) - H66 + L66 + 13 / 14 * (ABS(H67 - C68) + ABS(L67 - C68) - H67 + L67 + 13 / 14 * (ABS(H68 - C69) + ABS(L68 - C69) - H68 + L68 + 13 / 14 * (ABS(H69 - C70) + ABS(L69 - C70) - H69 + L69 + 13 / 14 * (ABS(H70 - C71) + ABS(L70 - C71) - H70 + L70 + 13 / 14 * (ABS(H71 - C72) + ABS(L71 - C72) - H71 + L71 + 13 / 14 * (ABS(H72 - C73) + ABS(L72 - C73) - H72 + L72 + 13 / 14 * (ABS(H73 - C74) + ABS(L73 - C74) - H73 + L73 + 13 / 14 * (ABS(H74 - C75) + ABS(L74 - C75) - H74 + L74 + 13 / 14 * (ABS(H75 - C76) + ABS(L75 - C76) - H75 + L75 + 13 / 14 * (ABS(H76 - C77) + ABS(L76 - C77) - H76 + L76 + 13 / 14 * (ABS(H77 - C78) + ABS(L77 - C78) - H77 + L77 + 13 / 14 * (ABS(H78 - C79) + ABS(L78 - C79) - H78 + L78 + 13 / 14 * (ABS(H79 - C80) + ABS(L79 - C80) - H79 + L79 + 13 / 14 * (ABS(H80 - C81) + ABS(L80 - C81) - H80 + L80 + 13 / 14 * (ABS(H81 - C82) + ABS(L81 - C82) - H81 + L81 + 13 / 14 * (ABS(H82 - C83) + ABS(L82 - C83) - H82 + L82 + 13 / 14 * (ABS(H83 - C84) + ABS(L83 - C84) - H83 + L83 + 13 / 14 * (ABS(H84 - C85) + ABS(L84 - C85) - H84 + L84 + 13 / 14 * (ABS(H85 - C86) + ABS(L85 - C86) - H85 + L85 + 13 / 14 * (ABS(H86 - C87) + ABS(L86 - C87) - H86 + L86 + 13 / 14 * (ABS(H87 - C88) + ABS(L87 - C88) - H87 + L87 + 13 / 14 * (ABS(H88 - C89) + ABS(L88 - C89) - H88 + L88 + 13 / 14 * (ABS(H89 - C90) + ABS(L89 - C90) - H89 + L89 + 13 / 14 * (ABS(H90 - C91) + ABS(L90 - C91) - H90 + L90 + 13 / 14 * (ABS(H91 - C92) + ABS(L91 - C92) - H91 + L91 + 13 / 14 * (ABS(H92 - C93) + ABS(L92 - C93) - H92 + L92 + 13 / 14 * (ABS(H93 - C94) + ABS(L93 - C94) - H93 + L93))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))
QUOTE (thoric) Also, a scan for stocks with the 20 period ex moving average has a positive slope?
Over what period? The following checks for the slope being positive over both one and twenty bars (with twenty bars being checked for both a positive LR Slope and a positive Net Change):
XAVGC20 > XAVGC20.1 AND XAVGC20 > XAVGC20.19 AND 19 * (XAVGC20 - XAVGC20.19) + 17 * (XAVGC20.1 - XAVGC20.18) + 15 * (XAVGC20.2 - XAVGC20.17) + 13 * (XAVGC20.3 - XAVGC20.16) + 11 * (XAVGC20.4 - XAVGC20.15) + 9 * (XAVGC20.5 - XAVGC20.14) + 7 * (XAVGC20.6 - XAVGC20.13) + 5 * (XAVGC20.7 - XAVGC20.12) + 3 * (XAVGC20.8 - XAVGC20.11) + XAVGC20.9 - XAVGC20.10 > 0
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