- Topics: 66
- Replies: 590
- Posts: 656
Thanks Alexander. As written, the rate of change formula will include all those with less than 3% change with no downside, so for example ABC on the ASX would be included because it is currently -25% over the last 5 days.
Instead you can use the WITHINRANGE() function to filter where the latest close is within +3% or -3% of the close 5 days ago:
WITHINRANGE(CLOSE(5), CLOSE(), PERCENT=3.00)
For the volume condition, the TO() function is the turnover in $, not volume, and because it has been set to weekly data it only counts Monday to Friday, not a rolling week.
Try this instead for more than $1m in trading over the last 5 days using the Accumulation function:
ACC(TO(), RANGE=Look Back Period, BARS=5) > 1000000
Or for 1m in volume:
ACC(VOL(), RANGE=Look Back Period, BARS=5) > 1000000
- This reply was modified 1 year ago by Darren.