Volume screen

Optuma Forums Optuma Scripting Volume screen

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  • This topic has 2 replies, 2 voices, and was last updated 4 months ago by Jon.
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  • #68339
    Jon
    • Topics: 5
    • Replies: 4
    • Posts: 9

    Hello,

    One of my scans includes the following as a criterion “MA(#BARS=20, CALC=Close, VOLUME() ) > #Value:1000000”  aiming to eliminate stocks that do not have a 20 day moving average of volume less than 1MM shs. Using the Russell 3000 list as an example several stocks that do not meet the volume requirement are still being output such as FWRD, LSTR, MRTN, VEL and WINA. My intraday data is connected to IB but if I am correct the 20 da ma of vol test is against optuma data.

    Thanks

    #68341
    Darren
    • Topics: 70
    • Replies: 873
    • Posts: 943

    Thanks Jon – can you confirm that the timeframe of the scan is daily? Are there any other criteria in the scan, maybe with an ‘or’ condition? If not, please send the scan file to Support and we’ll take a look.

    Your scan files (.osn) can be found here: Documents/Optuma/Local/Searches/Scans

    #68343
    Jon
    • Topics: 5
    • Replies: 4
    • Posts: 9

    Hi Darren,

    Great catch as usual! So yes for this scan is based on three Weekly conditions (ORs) and the Volume condition (AND) with the timeframe set to Weekly so that was it. I’ve changed the formula to “MA(#BARS=20, CALC=Close, VOLUME(Day(PERIODAMOUNT=1)) ) > #Value:1000000”.

    Cheers

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