High volume beginning of session

• 09/27/2023 at 1:13 PM #221675
  marco7630

  First take the average daily volume of last 30 days. For stock IMVT this was the day before yesterday (25-09-23) 971K. Yesterday the volume on this stock was 5.3 million in the first hour. This is 5.45 times the average 30 day volume (5.45m/971k).

  This is above the threshold of at least half the 30 day average volume within the first hour. So, if the volume the first hour of trading day would have been above 486k (971/2), it should be shown in the screener.

  

  marco7630

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  09/27/2023 at 3:54 PM #221688
  robertogozzi

  I realized there was a glitch in line 8, so I commented it out.

  in addition I added a condition to ignore equities with RANGE=0 (there was no trading):

  Timeframe(Daily) VolAvg = average[30,0](volume) c1 = VolAvg > 25000 // Timeframe(default) N = 1 //1=30mn-TF, 2=15mn-TF, 3=10mn-TF, 6=5mn-TF, 30=1mn-TF FirstHalfHour = 153000 //c2 = 0 IF OpenTime = FirstHalfHour THEN c2 = summation[N](volume) > (VolAvg / 2) ENDIF c3 = close > 4 c4 = range > 0 Cond = c1 AND c2 AND c3 AND c4 SCREENER[Cond](VolAvg AS "Vol average")

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  Timeframe(Daily) VolAvg = average[30,0](volume) c1     = VolAvg > 25000 // Timeframe(default) N = 1                     //1=30mn-TF, 2=15mn-TF, 3=10mn-TF, 6=5mn-TF, 30=1mn-TF FirstHalfHour = 153000 //c2 = 0 IF OpenTime = FirstHalfHour THEN    c2 = summation[N](volume) > (VolAvg / 2) ENDIF c3 = close > 4 c4 = range > 0 Cond = c1 AND c2 AND c3 AND c4 SCREENER[Cond](VolAvg AS "Vol average")

   

  

  robertogozzi

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  09/28/2023 at 3:06 PM #221746
  marco7630

  Hi Roberto,

   

  Unfortunately no results while  stock WDAY meets the criteria.

   

  gr Marco

  

  marco7630

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  09/28/2023 at 4:50 PM #221747
  JS

  Hi @marco7630

  Use your IG or IB because the volumes don’t match…

  When you use IB do you have “real-time” access to the Nasdaq shares…?

  

  JS

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  09/28/2023 at 7:00 PM #221750
  marco7630

  What does IG or IB stand for?

  

  marco7630

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  09/28/2023 at 7:17 PM #221751
  phoentzs

  These are brokers…

  

  phoentzs

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  09/28/2023 at 7:22 PM #221752
  JS

  These are the two brokers that ProRealTime works with…

  (IG is mainly of the CFD contracts and IB (Interactive Brokers) is mostly futures contracts)

  What version of PRT are you working on…?

  

  JS

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  09/28/2023 at 7:39 PM #221757
  marco7630

  I have no idea. I do not use the prorealtime platform to do trades

  

  marco7630

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  09/28/2023 at 7:46 PM #221758
  JS

  Okay, try this screener…

   

   

  High Volume Start Session

  TimeFrame(Daily) Avg30Vol=Average[30](Volume) C1=Avg30Vol>250000 C2=Close>4 TimeFrame(30 minutes) If OpenTime=153000 then xVolume=Volume EndIf C3=xVolume>=Avg30Vol*0.5 Screener[C1 and C2 and C3](xVolume as "xVolume", Avg30Vol as "Avg30Vol")

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  TimeFrame(Daily) Avg30Vol=Average[30](Volume) C1=Avg30Vol>250000 C2=Close>4   TimeFrame(30 minutes) If OpenTime=153000 then xVolume=Volume EndIf C3=xVolume>=Avg30Vol*0.5   Screener[C1 and C2 and C3](xVolume as "xVolume", Avg30Vol as "Avg30Vol")

  

  JS

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  09/29/2023 at 9:48 AM #221782
  marco7630

  Hi Roberto,

  I get results now:-)

  What do i need to add to see only stocks that are above the EMA50?

  gr Marco

  

  marco7630

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  09/29/2023 at 10:15 AM #221785
  JS

  With which screener do you get results…?

  

  JS

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  09/29/2023 at 10:16 AM #221786
  marco7630

  TimeFrame(Daily)

  Avg30Vol=Average[30](Volume)

  C1=Avg30Vol>250000

  C2=Close>4

  TimeFrame(30 minutes)

  If OpenTime=153000 then

  xVolume=Volume

  EndIf

  C3=xVolume>=Avg30Vol*0.5

  Screener[C1 and C2 and C3](xVolume as “xVolume”, Avg30Vol as “Avg30Vol”)

  

  marco7630

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  09/29/2023 at 10:35 AM #221789
  JS

  What timeframe do you want to use for the EMA50…?

  TF (daily) or TF(30 minutes)

  

  JS

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  09/29/2023 at 10:42 AM #221790
  JS

  Try this one…

   

  High Volume Start Session V2

  TimeFrame(Daily) EMA50=ExponentialAverage[50](close) Avg30Vol=Average[30](Volume) C1=Avg30Vol>250000 C2=Close>4 C4=Close>EMA50 TimeFrame(30 minutes) If OpenTime=153000 then xVolume=Volume EndIf C3=xVolume>=Avg30Vol*0.5 Screener[C1 and C2 and C3 and C4](xVolume as "xVolume", Avg30Vol as "Avg30Vol")

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  TimeFrame(Daily) EMA50=ExponentialAverage[50](close) Avg30Vol=Average[30](Volume) C1=Avg30Vol>250000 C2=Close>4 C4=Close>EMA50   TimeFrame(30 minutes) If OpenTime=153000 then xVolume=Volume EndIf C3=xVolume>=Avg30Vol*0.5   Screener[C1 and C2 and C3 and C4](xVolume as "xVolume", Avg30Vol as "Avg30Vol")

  

  JS

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  09/29/2023 at 10:58 AM #221792
  marco7630

  Hi JS,

   

  All the results are above the EMA50. But the results are not correct. For example stock FUL. Has an average 30 day volume (sma30) of around 300k. First hour candle yesterday was only 58k which is below the 50% of the average daily volume. However, it is in the screener results.

   

  gr Marco

  

  marco7630

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