Trade-ideas Configuring special window filters in Russian

More information about volume:

Matching scanners: Highest Volume.

More information about the volume:

Matching scanners: Highest Dollar-Volume.

These filters use the ratio. If you set Max Current Volume to 1, вы увидите только акции, trading below average. If you set Min Current Volume to 1, stocks with a trading volume above average will be shown. When the Min Current Volume is equal to 2,5, you will see those promotions, whose trading volume is at least two and a half times higher than normal. If Max Current Volume is 0,9, stocks with volume less than 90% usual meaning.

Эти два фильтра аналогичны сигналу high relative volume. They all compare today's volume with the recent historical value for the same time of day.. Nevertheless, there are some important differences:

• The high relative volume signal only looks at the volume, closest to the moment the signal appears. These filters check the entire volume between midnight and the time of the signal appearance..
• High relative volume signal looks for volume peaks. These filters, vice versa, align data.
• The high relative volume signal is convenient to use only for large volumes.. There is no corresponding signal for low volume. These filters work well with any volume size.

More information about the volume:

Although these filters are suitable for some specific trading strategies, most traders should use our more advanced filters. Daily volume filter allows you to highlight stocks, which are usually very actively traded or, vice versa, a little active. Current volume will show those stocks, which are traded much more or less actively, than usual, exactly today. If you try to use volume today filters to accomplish one of these tasks, you will have to manually change the filter settings, as trading volume usually increases during the day.

We chose 15 minutes as a base parameter, as many volume confirmed signals work most efficiently on 15-minute candlestick charts. We use this value everywhere for consistency.. When the filter uses bars (“bars) в качестве единиц измерения, this implies an average price change between two 15-minute bars. To visualize, how does it look, посмотрите на schedule with 15 minute bars, and follow, how the price changes from the close of one bar to the close of the next. To find out the exact meaning, найдите акцию в нашем stock screener.

Many people avoid volatility due to complex formulas. Do not be afraid. Most traders use volatility all the time, without even knowing it. When you look at the graph, And stock движется вверх на один дюйм, what does this mean? Depends on the schedule! Most people chart this way, that the maximum price is at the top, а минимум – down below. One inch matters more for a high volatility stock.

Many of our signals and filters take volatility into account automatically. In particular, we expect stronger price fluctuations around the open and close, than during lunch; as well as on days with high trading volume, compared to less active days. We calculate volatility based on 2-week historical data.

Matching scanners: Most Volatile, Most Volatile by %.

These filters only take into account the official highs and lows of the day.. They usually do not update after closing.

Today's range is not meaningful before the market opens. If you enable these filters, no signals will be received during premarket.

During the working session, the gap is defined as the difference between the opening price and yesterday's close.. If the closing price of the stock was 14.50, and the opening price the next day – 14.75, means the stock opened with a gap up by 0.25. If another stock closed at a price 50.10, and opened by 50.03, means, there was a gap down in size 0.07. The official opening price is the price of the first print after the start of the trading session.. The exchange may correct this value, but usually the closing price and gap do not change after the first print.

In premarket we always use the last print value instead of the opening price. This gives us a rough estimate of the future gap., which is constantly refined with each new print, until the exchange publishes the official opening price.

We start using this approximation right after the close. For example, if the last official print was 12.94, and the first print after the close of the market was the same, this print will set the gap value, equal 0. If the next print was 12.96, means, there was a gap up by 0.02. For the most active stocks, the gap cannot be determined during the first 90 seconds after closing; this is how long the exchange usually takes, to publish the latest official deals and change the opening hours. For less active stocks, the gap value will change immediately when the first print appears after closing.

There are three ways to specify the size of the gap.

• The easiest way is to enter the number in dollars. ($). If you want to see only those promotions, which opened with a gap up by 50 cents and above, enter “0.50” in the area of “Min Gap Up ($)”.
• The next way is, to indicate the size as a percentage (%). If you only want to see stocks, the price of which has decreased by at least 2 % between closing and opening, indicate the number “2” in the area of “Min Gap Down (%)”.
• The most efficient way to set filter parameters is to use the Noise Filter Mode. (noise filtering mode (bars)). This filter evaluates the gap based on stock volatility. $0.10 may be a big gap for some stocks, and at the same time “шумом” для других. If you provide a value “Noise” for filter, you will see only those promotions, which are interesting, ie. behaving unusually. If you set the minimum gap up and gap down filters to .25, you will see approximately 1/2 Shares, which you would see without a filter. When the filter value is .5 you will only see 1/3 Shares, a pri 1.0, – only 1/5. These values ​​can change from day to day.. The filter value is called a bar (bar), because 1 means the average size of a stock's movement between the closes of 15-minute bars.

Negative values ​​are allowed for these filters.. For example, the closing price of the stock was 9.90, and the opening price was 10.00. You can call it a gap up by 1%, or a gap down by -1%. It is convenient to use, to split the market in two. For example, suppose, what's your favorite index NASDAQ opened with a gap up on 10%. You can create two signal windows. Set up the first, to show only NASDAQ stocks with a gap of 10%; these are those shares, which exceeded the index. Configure the second window to display those stocks, where the gap down was the minimum -10%; these are those shares, who could have grown too, but lagged behind the market. Each signal will appear in only one of these windows.

Examples:

• Show only integers – set both metrics to 0. You will only receive signals for stocks with a price, constituting an integer (i.e $24.00, 25.00, 26.00, 27.00, etc.).
• About an integer – enter Min value 0.98 и Max value 0.02. This will show signals with prices such as 24.98 $, 24.99, 25.00, 25.01, And 25.02.
• Approaching the whole from below – Min value 0.90 и Max value 0.99 will show bullish signals in the window – stock, whose price is slightly less than an integer, and moves up.
• Approaching an integer – Min value 0.01 и Max value 0.10 will show bearish signals.

• The stock closed yesterday with the price $10.00, 9.90 – the day before yesterday, 9.80 – за день до этого. And the day before that, the closing price was 9.95. It means 2 days with a rising closing price (up days).
• Another stock closed yesterday at $20.00, the day before yesterday – 20.10, and the day before – 20.00. It turns out 1 down day или -1 up day.
• The third share closed yesterday and the day before yesterday with the price $30.00, количество дней 0.

User can fill in one or both values, for example:

• Установите значение Min Up Days равным 3, чтобы увидеть только те акции, who have been growing for the previous three days or longer. This will only show stocks, having a strong growing trend.
• Установите Min Up Days на -4, to see promotions, falling during the last 4 days or more, ie. having a strong downtrend.
• Set Min Up Days and Max Up Days to 2, to see promotions, growing up evenly 2 of the day. This is used in many trading strategies..

More information about up days and down days:

Matching scanners: 6 or More Up Days, 5 Consecutive Up Days, 4 Consecutive Up Days, 3 Consecutive Up Days, 2 Consecutive Up Days, 1 Consecutive Up Day, 1 Consecutive Down Day, 2 Consecutive Down Days,3 Consecutive Down Days, 4 Consecutive Down Days, 5 Consecutive Down Days, 6 or More Down Days.

These filters only view completed candles. IN 12.07 we watch a 5 minute candle, which started in 12.00 and ended in 12.05. Then we go further back, to see, how many more consecutive up candles can we find. We totally ignore the candle, начавшуюся в 12.05. We will evaluate it in 12.10.

We use negative numbers to represent down candles.. If you set the maximum value -2, then this filter will look for two consecutive down candles. 0 means, that the last candle was neither, no other.

As in the analysis of traditional candlesticks, we update these filters only during the trading session. And if there is an empty candle on the chart, we do not watch subsequent candles.

This value can be set in three ways.:

• Dollars – for example, set filter value “Min Up from the Close ($)”, equal 0.75, чтобы видеть только те акции, whose price is at least 75 cents exceeded the previous close.
• Interest – for example, install the filter “Max Up from the Close (%)” on 3, to see those stocks, whose price for 3% below the previous close.
• Бары – this is the most efficient version of the filter, because it takes into account volatility. For example, set a value for “Max Up from the Close (Bars)” on 1, and the value “Min Up from the Close (Bars)” on -1, to see promotions, the price of which remained close to the closing price.

These filters are related to signals % up / down for the day. And filters, and signals compare the current price with the previous close. Nevertheless, there are some differences:

• Signals usually appear only once for each level.. Filters always preserve value.
• Signals only work with percentage values.
• Signals only report whole numbers, for example, 3% or 4%. Filters accept fractional values, how 3.5%.
• Signals work only during the trading session.

See the Bright band breakout alerts for more details on this formula.

These filters can be used after closing, although highs and lows will not be updated. Maybe, what value will be higher 100 % or go down below 0%, if the price continues to go up or down after the close. Such values ​​can be found during the working session., although this is less likely. The best way to see promotions, trading highs, is to set the minimum filter to 100, and leave the maximum blank.

Matching scanners: Near Bollinger Bands.

These filters always start from yesterday and work in the opposite direction.. Use other filters and signals, to see, what happens to the stock today. For example, Daily highs resistance and Daily lows support signals together with these filters will highlight those stocks, who came out of the corridor.

Matching scanners: Range Contraction, Range Explosion.

The formula for calculating percentages is very simple.. (Difference in %) = ((Последняя цена) – (senior High School))/(senior High School)*100. This is how a simple moving average is usually assessed. (simple moving average) in quantitative terms.

The exact formula for volatility is more complex, but most traders are already familiar with the concept of volatility. If you look at the graph, showing the stock price and its SMA, the volatility of the stock is also implicitly shown there. What does the half-inch difference between the two lines mean? What does it mean, when the price of two different stocks is half an inch above the SMA? The graphs look similar, and possibly, that is how you would rate them. The price of the first share exceeds its SMA by $5, а второй – on $1, or 20% And 10% respectively in percentage terms. These two shares, but, unites that, that each of them is interesting for traders. If a stock is shown on another chart, exceeding SMA per inch, this is an even more attractive option.

Volatility is a way of formalizing that, what we see on the graph. Stock volatility, simply put, is the average size of price swings between the closes of two adjacent 15-minute bars. Смотрите точное значение волатильности для отдельных акций в нашем stock screener. The formula for this filter looks like this: (Weighted change in volatility) = ((Последняя цена) – (senior High School))/(Volatility).

Stock screener contains multiple analyzes, dedicated to these filters. Winners и losers (by %) show extreme cases, which can be found, using percentage version of filters. Winners и losers (by volatility) work similarly, but using volatility. Explore the detailed description of stocks in these reviews, to find good values ​​for use in these filters.

Matching scanners: 200-Day Winners by %, 200-Day Winners by Volatility, 50-Day Winners by %, 50-Day Winners by Volatility, 20-Day Winners by %, 20-Day Winners by Volatility, 200-Day Losers by %, 200-Day Losers by Volatility, 50-Day Losers by %, 50-Day Losers by Volatility, 20-Day Losers by %, 20-Day Losers by Volatility.

To search for consolidations in intraday, see Consolidation signals, Channel breakout, и Channel breakdown, described above.

Matching scanners: 4 Day Consolidation, 5 Day Consolidation, 6 Day Consolidation, 7 Day Consolidation, Longer Consolidation.

If you set values ​​for any of these filters, то увидите только акции, having a consolidation pattern on the daily chart.