guru_trader
485 posts
msg #40107
- Ignore guru_trader |
1/10/2006 6:36:04 PM
What indicators/filters can I use to identify stocks whose prices, from one day to the next, have not fluctuated significantly? I don't care if the general trend/slope of prices over time moves up, down or sideways, I'm only interested in identifying a narrow movement of price over time. In other words, no gap up or down movements, daily ranges overlap each other and daily ranges (high-low) are similar in size. How could this be done?
|
dangreene
229 posts
msg #40121
- Ignore dangreene |
1/10/2006 10:18:14 PM
guru_trader,
This might be close to what you are looking for.
|
guru_trader
485 posts
msg #40129
- Ignore guru_trader |
1/11/2006 2:41:59 AM
Thanks for the quick reply, Dan. I'll check it out.
|
nikoschopen
2,824 posts
msg #40196
- Ignore nikoschopen |
1/12/2006 4:13:20 PM
set{ADR, Average Day Range(10)}
ADR below .5
This filter will find stocks with an average daily range of 0.4% or less over a 10 day period. You may change the numbers as you see fit.
|
nikoschopen
2,824 posts
msg #40197
- Ignore nikoschopen |
1/12/2006 4:15:27 PM
Oops, forgot the fetcher thang...
This filter will find stocks with an average daily range of 0.4% or less over a 10 day period.
|