Welcome Guest, please sign in to participate in a discussion. Search | Active Topics |

Worden Discussion Forum » Customer Training & Support » Ask a Trainer - TC2000 version 7 » Daily Volitility Extreme

Daily Volitility Extreme Rate this Topic:
Previous Topic · Next Topic Watch this topic · Print this topic ·
ccbidwell
Posted : Friday, September 29, 2006 1:26:13 PM
Registered User
Joined: 10/20/2005
Posts: 79
 Greetings,

I'm trying to find stocks that have the widest average daily range between the open and the close on a percentage basis over the last 100 days. This is not (I believe) how volitility is typically measured. Basically I'm looking for stocks with a large intraday swing. Understanding that this is a topic you must address often is there a canned PCF, or video, etc. that will help get me started?

Many thanks!

CB
Back to top
Bruce_L
Posted : Friday, September 29, 2006 1:42:49 PM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138
 I don't know that this is a question we have been asked often. It could be interpreted a variety of ways. Please try the following and we will go from there:

ABS(C / O - 1) + ABS(C1 / O1 - 1) + ABS(C2 / O2 - 1) + ABS(C3 / O3 - 1) + ABS(C4 / O4 - 1) + ABS(C5 / O5 - 1) + ABS(C6 / O6 - 1) + ABS(C7 / O7 - 1) + ABS(C8 / O8 - 1) + ABS(C9 / O9 - 1) + ABS(C10 / O10 - 1) + ABS(C11 / O11 - 1) + ABS(C12 / O12 - 1) + ABS(C13 / O13 - 1) + ABS(C14 / O14 - 1) + ABS(C15 / O15 - 1) + ABS(C16 / O16 - 1) + ABS(C17 / O17 - 1) + ABS(C18 / O18 - 1) + ABS(C19 / O19 - 1) + ABS(C20 / O20 - 1) + ABS(C21 / O21 - 1) + ABS(C22 / O22 - 1) + ABS(C23 / O23 - 1) + ABS(C24 / O24 - 1) + ABS(C25 / O25 - 1) + ABS(C26 / O26 - 1) + ABS(C27 / O27 - 1) + ABS(C28 / O28 - 1) + ABS(C29 / O29 - 1) + ABS(C30 / O30 - 1) + ABS(C31 / O31 - 1) + ABS(C32 / O32 - 1) + ABS(C33 / O33 - 1) + ABS(C34 / O34 - 1) + ABS(C35 / O35 - 1) + ABS(C36 / O36 - 1) + ABS(C37 / O37 - 1) + ABS(C38 / O38 - 1) + ABS(C39 / O39 - 1) + ABS(C40 / O40 - 1) + ABS(C41 / O41 - 1) + ABS(C42 / O42 - 1) + ABS(C43 / O43 - 1) + ABS(C44 / O44 - 1) + ABS(C45 / O45 - 1) + ABS(C46 / O46 - 1) + ABS(C47 / O47 - 1) + ABS(C48 / O48 - 1) + ABS(C49 / O49 - 1) + ABS(C50 / O50 - 1) + ABS(C51 / O51 - 1) + ABS(C52 / O52 - 1) + ABS(C53 / O53 - 1) + ABS(C54 / O54 - 1) + ABS(C55 / O55 - 1) + ABS(C56 / O56 - 1) + ABS(C57 / O57 - 1) + ABS(C58 / O58 - 1) + ABS(C59 / O59 - 1) + ABS(C60 / O60 - 1) + ABS(C61 / O61 - 1) + ABS(C62 / O62 - 1) + ABS(C63 / O63 - 1) + ABS(C64 / O64 - 1) + ABS(C65 / O65 - 1) + ABS(C66 / O66 - 1) + ABS(C67 / O67 - 1) + ABS(C68 / O68 - 1) + ABS(C69 / O69 - 1) + ABS(C70 / O70 - 1) + ABS(C71 / O71 - 1) + ABS(C72 / O72 - 1) + ABS(C73 / O73 - 1) + ABS(C74 / O74 - 1) + ABS(C75 / O75 - 1) + ABS(C76 / O76 - 1) + ABS(C77 / O77 - 1) + ABS(C78 / O78 - 1) + ABS(C79 / O79 - 1) + ABS(C80 / O80 - 1) + ABS(C81 / O81 - 1) + ABS(C82 / O82 - 1) + ABS(C83 / O83 - 1) + ABS(C84 / O84 - 1) + ABS(C85 / O85 - 1) + ABS(C86 / O86 - 1) + ABS(C87 / O87 - 1) + ABS(C88 / O88 - 1) + ABS(C89 / O89 - 1) + ABS(C90 / O90 - 1) + ABS(C91 / O91 - 1) + ABS(C92 / O92 - 1) + ABS(C93 / O93 - 1) + ABS(C94 / O94 - 1) + ABS(C95 / O95 - 1) + ABS(C96 / O96 - 1) + ABS(C97 / O97 - 1) + ABS(C98 / O98 - 1) + ABS(C99 / O99 - 1)
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
Back to top
ccbidwell
Posted : Friday, September 29, 2006 4:27:15 PM
Registered User
Joined: 10/20/2005
Posts: 79
 Bruce... this is an excellent start. It seems to work very well. I'll play around with it and probably check back in for a little tweaking.

Thank you, and have a great weekend!

CB
Back to top
Bruce_L
Posted : Friday, September 29, 2006 4:47:10 PM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138
 You're welcome.
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
Back to top
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.