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[amibroker] Re: Volume at price



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Trading Reference Links

>
> I want to find tickers that is dealing in the largest/max volume at 
> price. Pls help me to complete an afl to get that. Thanks.
>


Which data provider are you using .... Yahoo or a paid subscription?

Which market are you following?

(if you are not sure I suggest you start with free Yahoo/Amiquote and 
use the US equities markets as your training examples).


Do you mean:

a) the stocks trading at the highest volume?
b) high capital value stocks?
c) the stocks trading with the highest liquidity?
d) something to do with Volume At Price charts?

Answers:

a) look at Yahoo site >> Investing >> market stats 

http://finance.yahoo.com/actives?e=us

note: data is cleared on the weekend ready for the new week

OR 

Filter = 1;
AddColumn(Volume,"Volume",1.0,1);

Save formula and run as an exploration on all stocks with N = 1

OR

Filter = Volume > 1000000;//enter any number you want to use the limit
AddColumn(Volume,"Volume",1.0,1);

b) register Amiquote
download fundamental data for US stocks
reference fundamental data in AFL (look in help manual for that)

liquidity = shares float * price;

(you can also use shares outstanding ... many indexes now use float)

then use filter in an exploration as above

c) liquidity = close * volume;

as above

d) sorry I don't use VAP charts

Note - if you are going to use Yahoo please search the knowledge base 
for info on Yahoo volume - vol is adjusted and you need to understand 
that.

http://www.amibroker.com/kb/category/data/

Good luck

brian_z



--- In amibroker@xxxxxxxxxxxxxxx, "lyhungvpsc" <lyhungvpsc@xxx> wrote:
>
> I want to find tickers that is dealing in the largest/max volume at 
> price. Pls help me to complete an afl to get that. Thanks.
>



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