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Volatility Query
My goal is to produce a group of higher volatility stocks using a 100 period time frame. The query I've come up with that actually yields results is: AND [Std Deviation(100) / SMA(100,Close) * 100 > 10]
SC Support suggested that I ask this question on S.C.A.N. I searched S.C.A.N. and didn't find anything relevant. I've tested my scan for output before asking, without much of a result. I was wondering whether anyone with experience in this type of query thought that the syntax I'm using would yield an accurate output. I tried a query originally suggested by a third party that ends: " > 30] " The test results were non-existent at values 30 and 20, and vague at 10.
If anyone with experience in this type of query can give guidance, I would appreciate it. Thank you.
SC Support suggested that I ask this question on S.C.A.N. I searched S.C.A.N. and didn't find anything relevant. I've tested my scan for output before asking, without much of a result. I was wondering whether anyone with experience in this type of query thought that the syntax I'm using would yield an accurate output. I tried a query originally suggested by a third party that ends: " > 30] " The test results were non-existent at values 30 and 20, and vague at 10.
If anyone with experience in this type of query can give guidance, I would appreciate it. Thank you.
0
Comments
One thing that might work is to look for high average BB Width in several time frames -
and [sma(15, BB Width(20,2)) > 30]
and [sma(50, BB Width(20,2)) > 30]
and [sma(150, BB Width(20,2)) > 30]
or another approach might be to time sample:
and [sma(50, BB Width(20,2)) > 30]
and [50 days ago sma(50, BB Width(20,2)) > 30]
and [100 days ago sma(50, BB Width(20,2)) > 30]
These get relatively few hits, and mostly low priced stocks, but maybe you could play with the parameters to see whether better results are possible.
Just some ideas.