Volume

• Volume Filters
• Spike if volume is 100% above the ESA of volume
• Volume combined with Volatility
• Alert for volume spikes and good price movements

Volume Filters

! Volume Filters
! Eliminates Stocks with problems with volume and makes sure there is plenty of
! volume to trade. Looks for no zero volume today, no large volume spike (1000 times
! greater than normal) and average volume is greater than 20000 (200 in the rule)

VolumeNot0 if [Volume] > 0.
VolumeNot1000x if [Volume] < [Volume ESA] * 1000.
EnoughVol if [Volume ESA] > 10000.
VolumeOk if VolumeNot0 and VolumeNot1000x and EnoughVol.

 

!!!Example stock BUD on 09/04/2001

Spike if volume is 100% above the ESA of volume

! Spike if volume is 100% above the ESA of volume

VolumeSpike if [volume] >= [volume esa] * 2.

!!!Example stock BCC on 06/28/2001

 

Volume combined with Volatility

!!! Volume combined with Volatility

!!Volume Filters!!!

VolumeNot0 if [Volume] > 0.
VolumeNot1000x if [Volume] < [Volume ESA] * 1000.
EnoughVol if [Volume ESA] > 200.
VolumeOk if VolumeNot0 and VolumeNot1000x and EnoughVol.

!!Price Filters!!

OKTrade if [close] > 2.
NotTooVolital if [Volatility] < [Volatility MA] * 1.5 and [Volatility] < 80.
PriceOk if OKTrade and NotTooVolital.

TradeOK if PriceOk and VolumeOk.

!!!Example stock AA on 09/04/2001

 

Alert for volume spikes and good price movements

! Alert for volume spikes and good price movements

! 25% volume spike
VolumeSpike if [volume] >= [volume esa] * 1.25.

! Closed up if higher than previous days high ClosedUp if [close] >= Val([high],1).

SpikedUp if VolumeSpike and ClosedUp.

!!!Example stock BCC 9/4/01