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

Active member
VIP
@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!
 

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