Short Term Volatility

• 09/18/2016 at 9:11 AM #13218
  Nicolas

  OK, so here is the screener to detect falling stocks and rising ones with at least 1% loss or gain for the last 100 periods.

  rise = summation[100](Variation(close))>=1 fall = summation[100](Variation(close))<=-1 SCREENER [rise or fall]

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  rise = summation[100](Variation(close))>=1 fall = summation[100](Variation(close))<=-1   SCREENER [rise or fall]

   

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  wolf

  

  Nicolas

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  09/18/2016 at 10:09 AM #13220
  wolf

  thank you so much! works perfectly, thank you so much for all your help.

  Have a nice weekend!

   

  

  wolf

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  09/18/2016 at 7:05 PM #13243
  wolf

  Hi Nicolas, just thought of a potential issue with the code;

  I changed the % drop to 0.8% just for the test, but the code won’t screen a stock unless the stock travels the % from the first bar of summation to the last. For example, If i want to see stocks that have traveled 1% in 30 minutes, the screener will not show stock that traveled 1% in less than 30 minutes then changed direction. It’s difficult to explain but a fairly simple concept. I’ve attached an image below showing the issue.

  Can you think of a way to fix this?

  Thanks

   

  

  wolf

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  09/19/2016 at 8:10 AM #13259
  Nicolas

  Do you real time access to market data for ProScreener? Seems like this common problem of not include the last bar information here.

  

  Nicolas

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  09/19/2016 at 8:19 AM #13261
  wolf

  Yes I have real time access right now, the problem is more that if a stock travels 1% in less time then the time set in the screener, the stock wont show up in the screener. e.g If im looking for stocks that have traveled 1% in 30 minutes, and stocks travels 1% in 10 minutes, then it wont show up on the screener.

  

  wolf

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  09/19/2016 at 11:06 AM #13276
  Nicolas

  Yes of course. Code is strict, if you want it to test something else than what it is supposed to, it will not do it obviously 🙂

  Your request were to find stocks that have drop down or rise x% from y periods ago to now. If the stock has fell and regain its loss, the screener don’t see it.

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  09/19/2016 at 11:09 AM #13277
  wolf

  I understand that and the code works perfectly for that use, but my question is, that is there a way to code it so It does what I want it to do, which is what I explained in my previous message.

  The reason im asking is because im not as experienced as you in this PRT code language, so I wouldn’t know how to code it but can you think of way to make it possible? 🙂

  

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  09/20/2016 at 12:12 PM #13362
  wolf

  Hi Nicolas,

  If you could help with me trying to make a screener that shows the stocks that have traveled 1% in under 1 hour that would be great as I don’t have as much knowledge on with the PRT code as you do.

  thanks

  

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