|
PureBytes Links
Trading Reference Links
|
Sean,
That does not sound right. Many quote services quote volume in 100s, so
that you really want to test for volume > 5000.
Allan
--- Sean Taylor <sean.taylor@xxxxxxxx> wrote:
> Allan,
> Thanks - I'll try volume screening. S&P500 gives 5-6 stocks at 500K+
> so
> I'll probably try slightly smaller volume.
> Sean
> ----- Original Message -----
> From: "Allan Havemose" <havemose@xxxxxxxxx>
> To: <metastock@xxxxxxxxxxxxx>
> Sent: Monday, January 29, 2001 7:33 PM
> Subject: Re: Basic filters
>
>
> > Sean,
> >
> > I have found that filtering out stocks with volume less than
> 500,000
> > (50 day average or so) improved my systems. In my experience I
> seldom
> > see fills worse than 1/8's off on stocks with more than 500k
> volume.
> > Actually, I use 500k on NYSE and 750 on NASDAQ, due to double
> counting
> > on nasdaq.
> >
> > Allan
> >
=====
---
Allan Havemose, Ph.D.
havemose@xxxxxxxxxx
havemose@xxxxxxxxx
__________________________________________________
Get personalized email addresses from Yahoo! Mail - only $35
a year! http://personal.mail.yahoo.com/
|