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Average Volume Scan / Scan Results
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Created: by TonyB Attachments:0

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Average Volume Scan / Scan Results

  #1 (permalink)
Go Bears!
Bay Area, CA - US
 
Futures Experience: Beginner
Platform: TOS, TS & MC
Broker/Data: TDA & TS
Favorite Futures: Stock, Options and now Futures (ES)
 
TonyB's Avatar
 
Posts: 514 since Dec 2010
Thanks: 227 given, 134 received

Average Volume Scan / Scan Results

I've long wondered why the TOS scanner doesn't have the option to scan for stocks based upon average volume, but I wish it did. I like to have results that do not include stocks below a certain minimum average volume...

I've attempted a few different customized scripts (a couple from TOS support) to get average volume in the results at least, and those have been strange because these numbers have decimals, and many digits afterwards. And sometimes the results are in what appears to be scientific notation...

Anyone here able to have average volume as a scan criteria, or at least to have this data in a column of the scan results?

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  #2 (permalink)
Go Bears!
Bay Area, CA - US
 
Futures Experience: Beginner
Platform: TOS, TS & MC
Broker/Data: TDA & TS
Favorite Futures: Stock, Options and now Futures (ES)
 
TonyB's Avatar
 
Posts: 514 since Dec 2010
Thanks: 227 given, 134 received

I decided to ask TOS again about this, and just heard back that there is no ETA at this point.

I'm not sure what the difficulty might be with this important request. Especially when TOS can depict average volume with a line on volume sub-graph, the data is clearly there...

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  #3 (permalink)
Go Bears!
Bay Area, CA - US
 
Futures Experience: Beginner
Platform: TOS, TS & MC
Broker/Data: TDA & TS
Favorite Futures: Stock, Options and now Futures (ES)
 
TonyB's Avatar
 
Posts: 514 since Dec 2010
Thanks: 227 given, 134 received


Was on the phone this morning with TOS so they could help me have all of my accounts linked within the platform and decided to ask this guy about average volume in a scan, and he said no problem. Not sure why reps in the past, and the guy a few days ago said otherwise...

Goes something like this:

Scan tab

Add Study Filter

Custom (drop-down)

VolumeAvg (drop-down)

And in my case, I created this script: VolumeAvg(20) > 1000000

ok

++++

This will filter-out stocks /ETF's that have a 20 day average volume of 1,000,000 or less shares a day...

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The following 5 users say Thank You to TonyB for this post:
 
  #4 (permalink)
Knowledge Seeker
Dubai, UAE
 
Futures Experience: Intermediate
Platform: TOS, TradeStation
Broker/Data: OX, TradeStation
Favorite Futures: Stocks & Basic Options
 
RedK's Avatar
 
Posts: 171 since May 2012
Thanks: 44 given, 138 received

thanks @TonyB for sharing.. I still don't see that information reliable, not sure why. if I choose to expose that VolumeAvg(20) on the watchList/Scan, I still see strange numbers when compared to a manually calculated Average of volume for 20 periods.. I would be careful depending on the results still .. until the volume data in the scan/WatchList shows data that looks accurate,.

thx, RedK

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  #5 (permalink)
Go Bears!
Bay Area, CA - US
 
Futures Experience: Beginner
Platform: TOS, TS & MC
Broker/Data: TDA & TS
Favorite Futures: Stock, Options and now Futures (ES)
 
TonyB's Avatar
 
Posts: 514 since Dec 2010
Thanks: 227 given, 134 received


RedK View Post
thanks @TonyB for sharing.. I still don't see that information reliable, not sure why. if I choose to expose that VolumeAvg(20) on the watchList/Scan, I still see strange numbers when compared to a manually calculated Average of volume for 20 periods.. I would be careful depending on the results still .. until the volume data in the scan/WatchList shows data that looks accurate,.

thx, RedK

Thank you RedK for the follow-up.

Don't get me started with TOS and volume. Yes, the data is goofy, to say the least. I got an amazing offer from TradeStation (TS) a couple months back that has me dedicating more of my time there. My accounts are still with TOS, at least for now, but I'm really liking the TS platform. And as a MultiCharts (MC) lifetime license holder, having TS made sense from that perspective too... Options are a forte of TOS, but I've been pleasantly surprised with TS's offering.

To get back on-topic, here's a post I had made about TOS volume:

https://futures.io/thinkorswim/18912-what-your-outstanding-tos-thinkorswim-trading-platform-requests-3.html#post295731

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  #6 (permalink)
Elite Member
New York City New York USA
 
Futures Experience: Intermediate
Platform: Think or Swim, Infinity Futures
Broker/Data: Thinkor Swim for Charts an Infinity Futures for Trading Dom
Favorite Futures: Oil
 
Posts: 51 since Jul 2012
Thanks: 448 given, 45 received

Tony,

If you had to try this site they have a very good scanner among other things to help you get the info you want. It is free unless you want more detailed info.

Hguru


Last edited by Hguru; March 23rd, 2013 at 03:20 PM. Reason: http://finviz.com/
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