New Members: Be sure to confirm your email address by clicking on the link that was sent to your email inbox. You will not be able to post messages until you click that link.

Stocks that have large intraday swings

Would anyone know a way to scan for stocks that have large intraday swings in price?




  • To find an individual instance of wide range, you might try something comparing the days range to some multiple of average true range:

    and [range > ATR(21) *2]

    For stocks that have a wide range as a per cent of their average price, you could play around with the parameters for a scan like this:

    and [ATR(21) > sma(21) * .05]

    which says that the average range over one month is greater that 5% of the current value of the 21 day moving average.

    Or you could just experiment with ATR itself:

    and [ATR(21) > 1]

    Obviously you can use any value for the ATR parameter, the multiple, the percent or the points of range until you find what you like.
Sign In or Register to comment.