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Screener: the "size" of postmarket and premarket - need help
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Screener: the "size" of postmarket and premarket - need help

  #1 (permalink)
Elite Member
moscow
 
Futures Experience: Intermediate
Platform: AmiBroker
 
Posts: 4 since Feb 2010
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Screener: the "size" of postmarket and premarket - need help

Hello!
I'm new on TOC and I don't have any knowledges about TOC script. Maybe somebody can help me. I want to have screen script for watchlist. I found that stocks show good volatility and are interesting for trading if they have wide and abnormal pre- and postmarket activity. And i think it's good idea to have script to compare today "intersession" activity with average or max activity on 20-25 days basis. I see that should work this way:

(sum of bars for today premarket+yesterday postmarket)/ max(sum of bars for today premarket+yesterday postmarket) on 20 days period

It's very easy but i don't know how to do this in TOC. Please help!

Thanks
Max

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  #2 (permalink)
Trading Apprentice
Carthage Texas Usa
 
Futures Experience: Intermediate
Platform: etrade
Favorite Futures: options
 
Posts: 15 since Jun 2015
Thanks: 0 given, 2 received

Answer


metotron View Post
Hello!
I'm new on TOC and I don't have any knowledges about TOC script. Maybe somebody can help me. I want to have screen script for watchlist. I found that stocks show good volatility and are interesting for trading if they have wide and abnormal pre- and postmarket activity. And i think it's good idea to have script to compare today "intersession" activity with average or max activity on 20-25 days basis. I see that should work this way:

(sum of bars for today premarket+yesterday postmarket)/ max(sum of bars for today premarket+yesterday postmarket) on 20 days period

It's very easy but i don't know how to do this in TOC. Please help!

Thanks
Max

Sorry I just got back with you. What time frame are you using Min, 5, 10, or do you want to select it. If you are using Time aggregation then there are going to be as many bars or doji's as there are periods in your aggregation. If you are using tick agg then that is a different issue. Get bak with me wth a more detailed explanation please and I will try and help.


Last edited by HaydenP; June 15th, 2015 at 03:24 PM.
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  #3 (permalink)
Elite Member
moscow
 
Futures Experience: Intermediate
Platform: AmiBroker
 
Posts: 4 since Feb 2010
Thanks: 2 given, 0 received


Hi!
Sorry my late answer.
The main idea is in screening Watchlist and finding stocks with have unusual activity on premarket. I plan use 5 min chart.
"Unusual" activity...here i have an issue. I think that activity definition is "high volume + broad range"
Based on this I think that screener should show on top only if stock has at least 24 5min bars (2 hours) and ranging by premarket volume/average(daily volume, 20 days)
And comparing premarket today with premarket earlier i thing not good idea

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  #4 (permalink)
Trading Apprentice
Carthage Texas Usa
 
Futures Experience: Intermediate
Platform: etrade
Favorite Futures: options
 
Posts: 15 since Jun 2015
Thanks: 0 given, 2 received


metotron View Post
Hi!
Sorry my late answer.
The main idea is in screening Watchlist and finding stocks with have unusual activity on premarket. I plan use 5 min chart.
"Unusual" activity...here i have an issue. I think that activity definition is "high volume + broad range"
Based on this I think that screener should show on top only if stock has at least 24 5min bars (2 hours) and ranging by premarket volume/average(daily volume, 20 days)
And comparing premarket today with premarket earlier i thing not good idea

Hello my friend sorry I just got back with you, my family and I have been on vacation. I will put something together
and post it sometime today. I will also PM you my email.

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