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

Money Flow Rate this Topic:
Previous Topic · Next Topic Watch this topic · Print this topic ·
kbtoys41
Posted : Thursday, April 26, 2012 12:59:54 AM
Registered User
Joined: 10/6/2011
Posts: 8

I'm looking customize the Money Flow Index and be able to scan outflows and inflows intraday & on a daily basis in any security..

Is it possible to scan for large block trades?  signficant volume distribution from a stock?

If possible, I would like to be able to scan significant outflows on stocks underlying strength...

If possible, I would like to be able to scan for buying on stock weakness...

 Chart below to give a better explaination!

Thank you very much!!!

TOTAL MONEY FLOW
BLOCK TRADES
Company Price Chg % Chg 1-wk
% chg
Money Flow Tick
Up
Tick
Down
Up/Down Ratio Money Flow Tick
Up
Tick
Down
Up/Down Ratio
AT&T (T) $31.74 0.02 0.06 2.85 $-128.77 $85.53 $214.30 0.40 $-123.67 $10.02 $133.69 0.07
Qualcomm (QCOM) 63.26 1.40 2.26 1.62 -92.85 159.97 252.82 0.63 -88.09 35.01 123.10 0.28

 

Bruce_L
Posted : Thursday, April 26, 2012 8:39:42 AM


Worden Trainer

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

It would be possible to identify trades which are greater than 10,000 shares or $200,000 using the Tick Time Frame, but the amount of Tick data is available is very limited (probably too limited for your purposes).

As to creating a modified Money Flow Index, we would need to start with a specific description of the actual calculations you wanted to use instead.



-Bruce
Personal Criteria Formulas
TC2000 Support Articles
kbtoys41
Posted : Thursday, April 26, 2012 9:53:54 AM
Registered User
Joined: 10/6/2011
Posts: 8

Bruce,

Thanks for the prompt response.  What I'm looking to do is to find stocks that have a positive 1% change over the last week & significant money flows & distributive volume is coming out of the particular security (Selling on strength)...

http://online.wsj.com/mdc/public/page/2_3022-mflppg-moneyflow.html  

This is what I'm trying to replicate if it sounds confusing... ^^^^ 

We can use the usual money flow calculations... I'm looking to implement the 1%+ change over the last week.

  * 1. Typical Price = (High + Low + Close)/3
  * 2. Raw Money Flow = Typical Price x Volume
  * 3. Positive Money Flow = Sum of positive Raw Money Flow over 14 periods. 
  * 4. Negative Money Flow = Sum of negative Raw Money Flow over 14 periods. 
  * 5. Money Flow Ratio = (Positive Money Flow)/(Negative Money Flow)
  * 6. Money Flow Index = 100 - 100/(1 + Money Flow Ratio)

 


 

Bruce_L
Posted : Thursday, April 26, 2012 9:59:49 AM


Worden Trainer

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

We can check for at least a 1% positive change in price over 1-week rather easily. On a Daily Time Frame this could be written as:

C / C5 >= 1.01

But I'm not understanding how you want to incorporate this into the Money Flow calculations.



-Bruce
Personal Criteria Formulas
TC2000 Support Articles
kbtoys41
Posted : Thursday, April 26, 2012 11:30:03 AM
Registered User
Joined: 10/6/2011
Posts: 8

Bruce,

Lets say for AAPL.. I want the total amount of up ticks and down ticks for the day (Calculated separtely)... Is that possible?

Thanks!

Bruce_L
Posted : Thursday, April 26, 2012 11:35:06 AM


Worden Trainer

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

No, it is not. There is not enough Tick data available in StockFinder to do the calculations.



-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.