Average 30 daily Volume Scan Filter

dmillz

Member
Hi, Peeps

Looking for a code for average daily volume for the last 30 days between 1 million and 30 million.

Wanting to implement this into my scan filter so i can filter out low volume stocks

Thanks!!!
 

Pensar

Well-known member
VIP
Lifetime
@dmillz This should scan for the average volume of the last 30 bars to be greater than 1M. plot scan = average(volume,30) > 1000000; There are 252 trading days in a year, so if you are looking for a true month's worth of average time, you might want to change the length of bars to 21. Make sure you choose a daily agg as the scan timeframe.
 

dmillz

Member
@dmillz This should scan for the average volume of the last 30 bars to be greater than 1M. plot scan = average(volume,30) > 1000000; There are 252 trading days in a year, so if you are looking for a true month's worth of average time, you might want to change the length of bars to 21. Make sure you choose a daily agg as the scan timeframe.
YO! thank you so much!
 
D

Dillinger4

Guest
Hope everyone is doing well. Probably a pretty simple problem to solve but I am at a loss. I am trying to have a scanner return results if volume >= volLast30DayAvg but I am not sure of the syntax to achieve this.

Code:
def volLast30DayAvg = (volume(period = "DAY")[1] + volume(period = "DAY")[2] + volume(period = "DAY")[3] + volume(period = "DAY")[4] + volume(period = "DAY")[5] + volume(period = "DAY")[6] + volume(period = "DAY")[7] + volume(period = "DAY")[8] + volume(period = "DAY")[9] + volume(period = "DAY")[10] + volume(period = "DAY")[11] + volume(period = "DAY")[12] + volume(period = "DAY")[13] + volume(period = "DAY")[14] + volume(period = "DAY")[15] + volume(period = "DAY")[16] + volume(period = "DAY")[17] + volume(period = "DAY")[18] + volume(period = "DAY")[19] + volume(period = "DAY")[20] + volume(period = "DAY")[21] + volume(period = "DAY")[22] + volume(period = "DAY")[23] + volume(period = "DAY")[24] + volume(period = "DAY")[25] + volume(period = "DAY")[26] + volume(period = "DAY")[27] + volume(period = "DAY")[28] + volume(period = "DAY")[29] + volume(period = "DAY")[30]) / 30;

def today = volume(period = "DAY");

????
 

XeoNoX

Well-known member
VIP
Hope everyone is doing well. Probably a pretty simple problem to solve but I am at a loss. I am trying to have a scanner return results if volume >= volLast30DayAvg but I am not sure of the syntax to achieve this.

Code:
def volLast30DayAvg = (volume(period = "DAY")[1] + volume(period = "DAY")[2] + volume(period = "DAY")[3] + volume(period = "DAY")[4] + volume(period = "DAY")[5] + volume(period = "DAY")[6] + volume(period = "DAY")[7] + volume(period = "DAY")[8] + volume(period = "DAY")[9] + volume(period = "DAY")[10] + volume(period = "DAY")[11] + volume(period = "DAY")[12] + volume(period = "DAY")[13] + volume(period = "DAY")[14] + volume(period = "DAY")[15] + volume(period = "DAY")[16] + volume(period = "DAY")[17] + volume(period = "DAY")[18] + volume(period = "DAY")[19] + volume(period = "DAY")[20] + volume(period = "DAY")[21] + volume(period = "DAY")[22] + volume(period = "DAY")[23] + volume(period = "DAY")[24] + volume(period = "DAY")[25] + volume(period = "DAY")[26] + volume(period = "DAY")[27] + volume(period = "DAY")[28] + volume(period = "DAY")[29] + volume(period = "DAY")[30]) / 30;

def today = volume(period = "DAY");

????
you can do this with the condition wizard:

you can learn how to use the condition wizard via

hint: choose volume on one side and volumeavg on the other side with greater than or equal to in the middle
 
D

Dillinger4

Guest
you can do this with the condition wizard:

you can learn how to use the condition wizard via

hint: choose volume on one side and volumeavg on the other side with greater than or equal to in the middle
Xenox, thank you for the help. Great video. Sounds like a dynamic alert is what I need. Trying to find how to create one. Right now I just see Study Alert within my TOS platform.
 
D

Dillinger4

Guest
Xenox, thank you for the help. Great video. Sounds like a dynamic alert is what I need. Trying to find how to create one. Right now I just see Study Alert within my TOS platform.
Digging into this it seems a little complex. Since I already have two studies coded it would probably be much easier for me to just figure out the line/lines of code that I need instead of reinventing the wheel.
 

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