StockFetcher Forums · General Discussion · Most Volatile Swinging Stocks<< >>Post Follow-up
T Harris
1 posts
msg #158402
Ignore T Harris
1/16/2022 5:20:40 PM

Can someone send me the formula for scanning for the most volatile stocks priced at over $100 per share and are optionable? In other words, I'm looking for positions that have the wildest up and down swings within the last 6 months.

Thanks in advance

Mactheriverrat
3,153 posts
msg #158404
Ignore Mactheriverrat
modified
1/16/2022 9:55:04 PM

Use the Average Day Range(30) . I started with it at 2.00. Raise or lower it as you see fit.


Submit
Fetcher[
and Average Day Range(30) is above 2.00
add column Average Day Range(30)
do not draw Average Day Range(30)
market is not otcbb
market is not etf
price is above 100
Draw Ema(20)
chart-time is 1 year
and EMA(20) is above EMA(20) one day ago


/* Ema20 is number of consecutive days Ema(20) above (+)/below(-) previous Ema(20) one day ago */
set{e20b,days( ema(20) is above ema(20) one day ago ,250)}
set{e20a,days( ema(20) is below ema(20) one day ago ,250)}
set{ema20, e20a - e20b} and add column ema20 {ema20}

Set{cntema20,count( ema(20) > ema(20) one day ago ,1)}
draw cntema20

Set{cntema20b,count( ema(20) < ema(20) one day ago ,1)}

draw cntema20b
]



xarlor
581 posts
msg #158405
Ignore xarlor
1/17/2022 12:57:53 AM

Can always just calculate by the percentage difference between the 6-month high and 6-month low. Then sort in descending order.

Fetcher[
optionable
close > 100
set{6mh,high 6 month high}
set{6ml,low 6 month low}
set{delta,6mh / 6ml}
add column delta
sort column 5 descending
chart-time 6 months
]



push5280
201 posts
msg #158409
Ignore push5280
1/17/2022 12:32:27 PM

** ... just calculate by the percentage difference between the 6-month high and 6-month low. Then sort in descending order. ***

***********************************************

X, that is the method I use also except I use the 252 day high and low. Also filter by >= 3.

Mactheriverrat
3,153 posts
msg #158410
Ignore Mactheriverrat
modified
1/17/2022 1:28:04 PM

Now on my filter above I modified it with
and EMA(20) is above EMA(20) one day ago

Something to remember is those stocks that are above $100 are less Volatile .
If you search Deadly Combo by 13th_floor and his use of Average Day Range(30) to find more volatile stocks. The Deadly combo uses stocks below 15.

I personally don't trade OTCBB because I burned myself early on.
So its
Market is not otcbb
Market is not etf.
Also volatile going up and volatile going down too.

miketranz
961 posts
msg #158413
Ignore miketranz
modified
1/17/2022 7:36:34 PM

Fetcher[volume is more than 200% above average volume(30) 1 day ago

and close is between 100 and 1000 charttime is 6 months
]


Throw volume into the mix...

StockFetcher Forums · General Discussion · Most Volatile Swinging Stocks<< >>Post Follow-up

*** Disclaimer *** StockFetcher.com does not endorse or suggest any of the securities which are returned in any of the searches or filters. They are provided purely for informational and research purposes. StockFetcher.com does not recommend particular securities. StockFetcher.com, Vestyl Software, L.L.C. and involved content providers shall not be liable for any errors or delays in the content, or for any actions taken based on the content.


Copyright 2022 - Vestyl Software L.L.C.Terms of Service | License | Questions or comments? Contact Us
EOD Data sources: DDFPlus & CSI Data Quotes delayed during active market hours. Delay times are at least 15 mins for NASDAQ, 20 mins for NYSE and Amex. Delayed intraday data provided by DDFPlus


This site is protected by reCAPTCHA and the Google Privacy Policy and Terms of Service apply.