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Volume last 30 days greater than‏
Started:August 12th, 2014 (02:41 AM) by Jacare9 Views / Replies:2,256 / 2
Last Reply:September 8th, 2014 (05:24 PM) Attachments:0

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Volume last 30 days greater than‏

Old August 12th, 2014, 02:41 AM   #1 (permalink)
Trading Apprentice
Sao Paulo Brasil
Futures Experience: Advanced
Platform: Amibroker
Favorite Futures: CFD
Posts: 1 since Aug 2014
Thanks: 0 given, 0 received

Volume last 30 days greater than‏

Hi all,

I need an afl that I can explorer or scan my stocks, that gives me the stocks that have an average volume greater than 100.000 in the last 30 days/bars. I would like to be able to change the variable volume and days.

Could someone help me an write the afl code? I appreciate a lot.

Thank you very much in advance,


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Old August 12th, 2014, 08:51 AM   #2 (permalink)
Trading Apprentice
Asheville, North Carolina
Futures Experience: Advanced
Platform: AmiBroker, Dynamic Trader, Metastock, FreeStockCharts, TradingView
Favorite Futures: stocks, options
Posts: 24 since Sep 2010
Thanks: 1 given, 15 received

filter = 1;
limitVolume = ma( v, 30 ) > 100000;
addcolumn( limitVolume, "limitVolume" );

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Old September 8th, 2014, 05:24 PM   #3 (permalink)
Trading Apprentice
Futures Experience: Intermediate
Platform: Amibroker
Favorite Futures: Forex
Posts: 6 since Mar 2014
Thanks: 2 given, 0 received

colion View Post
filter = 1;
limitVolume = ma( v, 30 ) > 100000;
addcolumn( limitVolume, "limitVolume" );

Please note that I am new to programming AB so caveat emptor.

Try this for parameter setting. If you want to change the parameters before the scan then go to the parameters icon in the analysis window and adjust, also make sure the scan is set for daily.

Filter = 1;
Days=Param("Days",30,5,200);// can adjust days between 5 and 200, default 30 days
vpara=Param("AvgVol",100000,50000,1000000);//can adjust volume levels from 50,000 to 1,000,000, default 100,000
limitVolume = MA( V, Days ) > vpara;
AddColumn( limitVolume, "limitVolume" );
AddColumn(MA(V,Days),"AvgVol");//this will show whether volume is above the average or not

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