Average Daily Traded in $

Optuma Forums Optuma Scripting Average Daily Traded in $

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This topic contains 4 replies, has 3 voices, and was last updated by Matthew Matthew 2 months, 1 week ago.

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  • #47863

    Luke
    • Topics: 2
    • Replies: 4
    • Posts: 6

    Hi, I can’t seem to work out the script to show average traded daily in dollars? I am trying to add a filter to screen out stocks with an average daily traded less than 5 times my normal position size if possible.

    Thanks

    Luke

    #47867
    Matthew
    Matthew
    • Topics: 3
    • Replies: 75
    • Posts: 78

    Hi Luke,

    You would wrap a Moving Average function around the Turn Over function then add a check to see if the value is higher than 5 times your position size.

    For example if you wanted to check that the 20 Day average of Turn Over is greater than $50,000.00 you would use the following script:

    #47871

    Luke
    • Topics: 2
    • Replies: 4
    • Posts: 6

    Thanks Matthew

    #47875

    Chad
    • Topics: 1
    • Replies: 2
    • Posts: 3

    Turnonver?

    Is Turnover the same as Volume # Close?

    #47895
    Matthew
    Matthew
    • Topics: 3
    • Replies: 75
    • Posts: 78

    Hi Chad,

    That is correct, Turn Over is Volume x Price.

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