alexan
41 posts
msg #126408
- Ignore alexan |
12/9/2015 1:07:31 PM
set { Tvalue , price * volume }
show stocks where average Tvalue(7) above 70000
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in a similar way to using average volumes, I am trying to filter stocks which their average trade value (price x volume) for past 7 days has been above 70k
but it looks like filter doesn't understand: average Tvalue(7)
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mahkoh
1,065 posts
msg #126409
- Ignore mahkoh |
12/9/2015 2:47:23 PM
You will need to create a custom moving average of T value
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alexan
41 posts
msg #126418
- Ignore alexan |
12/11/2015 12:04:47 PM
thank you very much mahkoh
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Kevin_in_GA
4,599 posts
msg #126423
- Ignore Kevin_in_GA |
12/12/2015 7:27:43 AM
This is how I would do this:
This assures you that you get stocks where the total dollar value traded each day over the last 7 days is above your threshold. I use this rather than the average since you could get stocks with 0 shares traded for 6 out of the last 7 days and 1 day with 490,000 dollars traded in one day and that is probably not what you are looking for.
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