StockFetcher Forums · General Discussion · Finviz similiar filter<< >>Post Follow-up
kyamato
msg #143226
Ignore kyamato
4/16/2018 1:41:30 AM

Is there any way to copy the filter that Finviz is running for relative volume? I get that it wont be live/intraday but trying to get an idea of its possible to code the relative volume filter for stockfetcher?

dwiggains
444 posts
msg #143228
Ignore dwiggains
4/16/2018 9:23:36 AM

Maybe

Fetcher[
close > 5
average volume (20) > 99000
set{rv, volume / average volume (20)}
add column rv
sort column 5 descending
]



see ya
david

kyamato
msg #143230
Ignore kyamato
4/16/2018 10:32:42 AM

Hmm, much appreciated but it doesnt seem to product the same results.

I wonder why?

mahkoh
1,065 posts
msg #143236
Ignore mahkoh
modified
4/16/2018 3:02:37 PM

Relative volume when compared to average volume will only be reliable near market close. This works intraday to some extent as it compares relative volume to the market's relative volume (using spy as a proxy).

Fetcher[
symlist(amzn)
set{avgvolspy,ind(spy,average volume(20))}
set{volspy1,ind(spy,volume)}
set{spyvol,volspy1/avgvolspy}
set{xvol,volume/average volume(20)}
set{relvol,xvol/spyvol}
add column relvol
]



StockFetcher Forums · General Discussion · Finviz similiar filter<< >>Post Follow-up

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