Kevin_in_GA
4,599 posts
msg #115250
- Ignore Kevin_in_GA
modified |
9/8/2013 7:43:00 PM
I try to avoid using average volume since one really big day can skew the results. Try this:
This will give you stocks that must have traded at least $2M in total value for each of the past 20 days. Obviously you can set the time frame and minimum liquidity to anything you like. I usually also add something like "close above 5" to avoid getting pennies or hurt on the bid/ask spread.
EDIT: Ooops - you wanted stocks that DID NOT trade daily. Well, this will tell you what to eliminate. Or reverse it like this:
Remember also that there is a default setting in SF that will remove stocks with zero volume from your results (check to see if this is enabled in your settings).
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