NexusFi: Find Your Edge


Home Menu

 





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


Discussion in ThinkOrSwim

Updated
    1. trending_up 1,979 views
    2. thumb_up 0 thanks given
    3. group 2 followers
    1. forum 3 posts
    2. attach_file 0 attachments




 
Search this Thread

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

  #1 (permalink)
 metotron 
moscow
 
Experience: Intermediate
Platform: AmiBroker
Posts: 4 since Feb 2010
Thanks Given: 2
Thanks Received: 0

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

Started this thread Reply With Quote

Can you help answer these questions
from other members on NexusFi?
Deepmoney LLM
Elite Quantitative GenAI/LLM
Ninja Mobile Trader VPS (ninjamobiletrader.com)
Trading Reviews and Vendors
ZombieSqueeze
Platforms and Indicators
Better Renko Gaps
The Elite Circle
My NT8 Volume Profile Split by Asian/Euro/Open
NinjaTrader
 
  #2 (permalink)
HaydenP
Carthage Texas Usa
 
Posts: 15 since Jun 2015
Thanks Given: 0
Thanks Received: 2


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.

Reply With Quote
  #3 (permalink)
 metotron 
moscow
 
Experience: Intermediate
Platform: AmiBroker
Posts: 4 since Feb 2010
Thanks Given: 2
Thanks Received: 0


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

Started this thread Reply With Quote
  #4 (permalink)
HaydenP
Carthage Texas Usa
 
Posts: 15 since Jun 2015
Thanks Given: 0
Thanks Received: 2


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.

Reply With Quote




Last Updated on July 1, 2015


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts