StockFetcher Forums · Filter Exchange · Filter for High volatility pennystocks<< >>Post Follow-up
sat_stocks
24 posts
msg #154439
Ignore sat_stocks
10/26/2020 12:35:56 AM

Hi,

I am looking for high volatility penny stocks and also want to add column and its kind of indication (percentage .., ex: if the percentage high means volatility high )

Thanks
sat

xarlor
581 posts
msg #154441
Ignore xarlor
10/26/2020 11:05:37 AM

Based on average true range. You can change the following value to suit your needs:


volty > 1


Fetcher[
close < 1

set{atrh,atr(14) 52-week high}
set{atrl,atr(14) 52-week low}
set{atrd,atrh - atrl}
set{volty,atr(14) / atrd}

volty > 1

add column volty
draw volty
sort column 5 descending
chart-time 1 year
]



sat_stocks
24 posts
msg #154444
Ignore sat_stocks
10/26/2020 9:11:58 PM

Thanks xarlor..

How to identify which stocks are more volatile and based on which parameter ? (in volatile Colum how to identify the volatile stock)

Thanks
sat

gmetzl
4 posts
msg #154446
Ignore gmetzl
10/26/2020 11:16:34 PM

Here's part of a filter I made; it sorts by volatility - adjust price etc to your liking.

Fetcher[
close between 1 and 20
open > close 1 day ago
close > close 1 day ago
draw ATR(4)
set{ratio,ATR(4)/price}
set{Ratio%,ratio*100} and add column Ratio% and sort column 5 descending
Ratio% is greater than 10
set{VolRatio,volume/average volume(30)}
VolRatio is greater than 5
date offset = 0
]




miketranz
961 posts
msg #154464
Ignore miketranz
10/27/2020 8:07:23 PM

Fetcher[set{volatility,atr (5) / atr (100)}
add column volatility
close < 5
average volume (20) > 999000
sort column 5 descending
]


Try this one.I pulled it out of my bag of tricks.Best,Miketranz

StockFetcher Forums · Filter Exchange · Filter for High volatility pennystocks<< >>Post Follow-up

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