OmniTrader Forum
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OmniTrader 2011 Technical Support
Volume filter |
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wbfister![]() Posts: 15 Joined: 12/30/2011 Location: Clifton, CO ![]() | I am trying to use a minimum average volume filter in my strategy AVG(V,30) >= 200000. I am looking for stocks that have a minimum average volume of 200,000 in past 30 days. It doesn't seem to be working the way I think it should. I would appreciate any insight. Thank you. | |
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megabucks![]() Posts: 292 Joined: 9/30/2010 Location: uk ![]() | Try Ema(v,30)>200000 You can also find the answer in seminars and also looking at previous made omniscans for examples Jas | |
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Jim Dean![]() Posts: 3022 Joined: 9/21/2006 Location: L'ville, GA ![]() | The key word here is "minimum" - that means you need the "LLV" function involved. This is checks that the volume in the last 30 bars was always above 200,000 shares: LLV(Volume,30) > 200000 If you truly want the 30-bar AVERAGE to be checked, and if you want the SIMPLE moving average, then this assures that the lowest 30-bar Simple MA value was always above 200000 during the past 30 bars: LLV( SMA(V,30), 30 ) > 200000 Or, you can substitute "E" for "S" above, to check an exponential MA. Please note - when you make requests like this it is best to be very clear and very precise how you word them. | |
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wbfister![]() Posts: 15 Joined: 12/30/2011 Location: Clifton, CO ![]() | Thanks guys as always you have solved my problem. I also apologize for not being more specific. Honestly, I didn't really think there would be more than one way to interpret my request. I see now how language can make such a huge impact on how the program interprets your request. Well it's a learning curve, and I have a feeling it is not accomplished overnight. | |
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megabucks![]() Posts: 292 Joined: 9/30/2010 Location: uk ![]() | There is a saying.... There is more then one way to skin a cat! |