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Volatility

I am trying to get a scan for highly volatile stocks intraday..especially in the first hour of trading

Comments

  • The scan engine does not scan intraday data.

    Some ways to look for volatile stocks - look for ATR(?) divided by sma(?,close) > ? - in other words, the average range is greater than some per cent of some moving average - you would have to figure out the parameters yourself by finding a few volatile stocks you like, put them in a list and run the scan against the list.

    Or, you could look for stocks where the maximum price over some period is x times the minimum price over the same period. Then for these you might look for narrowing BB width, or NR7 - narrowest range in the past 7 days to catch pops in either direction.

    Of course a lot of volatile stocks eventually quiet down so you have to keep refreshing the list.
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