Daily volume formula for filtering in premarket

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    Posts
  • 05/21/2021 at 12:46 PM #170109 quote
    RubberToe
    Participant
    Average

    I’m looking for a way to filter out low volume trading stocks from the premarket now that it has been released.  I’d like to be able to calculate volume from the premarket open.  For Nasdaq that is 5am (ADT).  Say be able to ignore stocks trading below 40000 as a starting point, and I can adjust from there.

    05/22/2021 at 7:29 PM #170183 quote
    Nicolas
    Keymaster
    Master
    condition = volume>40000
screener[condition]

    Is that what you need?

    05/23/2021 at 1:50 PM #170202 quote
    RubberToe
    Participant
    Average

    Maybe that is all I need?

    I thought what you just posted would trigger for one scan period (1/2/5/15/30mn) where the volume was over 40000, and then reset.  If that is a sum total from market open, that is what I need.

    I like to use this scanner to find Bollinger squeezes in the premarket on the 5 minute, but want to eliminate stocks that haven’t traded a certain total to stocks since the premarket open.

    timeframe (5mn)

myBBW=(BollingerBandWidth[12](TypicalPrice) * 1000)


timeframe(daily)
adv = average[10](volume)
w1 = adv > 3000000
w2 = MedianPrice >10

if w1 and w2 then
screener (myBBw as "x")
endif
    05/24/2021 at 11:12 AM #170248 quote
    PeterSt
    Participant
    Master
    RubberToe wrote:

    If that is a sum total from market open, that is what I need.

    Personally I would not think so. For (relevant ?) context also see  How to acces previous day ?

    Your focus should be on “what actually is a day boundary” and while I never tried with Premarket data (yet), I already had problems with normal RTH.

    So @Nicolas referred to DOpen and DClose (I only just saw his response – thank you Nicolas) but I feel that ETH functions are required here.

    But first something else seems to be wrong ? See the two attachments. Each other few seconds the Screener toggles between those two (also see the 13 vs 35 shown at the bottom line). And Yes, I use Volume in there :

    TIMEFRAME(weekly)

PeriodVolumeLimit = 100000
PeriodVolume = exponentialaverage[16](Volume)

OKVolume = 0
If PeriodVolume >= PeriodVolumeLimit then
  OKVolume = 1
endif

    I have never looked at any screener for months, hence I did not observe them since ETH was introduced. And now I wonder whether something could be wrong in the first place …

    image_2021-05-24_120718.png image_2021-05-24_120718.png image_2021-05-24_120733.png image_2021-05-24_120733.png
    05/24/2021 at 11:51 AM #170256 quote
    PeterSt
    Participant
    Master
    PeterSt wrote:

    Each other few seconds the Screener toggles between those two (also see the 13 vs 35 shown at the bottom line). And Yes, I use Volume in there :

    Hmm … this toggling started to happen during my last post, when I clicked the Sort column (I always have it sorted on that column, but today I found it not to be sorted).
    Because of the annoying flickering, I restarted the platform, and now all is fine ?

    I now could also check for the accuracy of the (ETH) contents, and it looks to be updating correctly.
    This doesn’t solve the volume “pre-market” quest of course.

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Daily volume formula for filtering in premarket


ProScreener: Market Scanners & Detection

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RubberToe @rubbertoe Participant
Summary

This topic contains 4 replies,
has 3 voices, and was last updated by PeterSt
4 years, 9 months ago.

Topic Details
Forum: ProScreener: Market Scanners & Detection
Language: English
Started: 05/21/2021
Status: Active
Attachments: 2 files
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