ANyone know any good day trading stocks that have decent volume and move over $1 a day??? Preferably even $2 moves..>?? I am looking to find some good stocks to trade.
You could probably do a script that searches out volatility in stocks and get some results. Ill try something out. The stock appears if the volatility (ATR(1)) is 3 times the day before. Seems work out fine. You could apply the same concept to an intraday filter. V = Volume; Y = Volume * Close > 500000 AND Volume > 1000000; X = Close/Ref(Close,-1); Filter = Y AND ATR(1)/3 > Ref(ATR(1),-1); AddColumn((X-1)*100, "% Gain OR Loss", 1.3 ); AddColumn(V, "Volume", 1 ); SP500 Symbols: Ticker Date/Time % Gain OR Loss Volume ANDW 3/2/2006 0.292 3771800 AZO 3/1/2006 3.734 2526900 BCR 3/2/2006 6.152 1910300 BLI 3/1/2006 3.934 1843300 FLR 3/2/2006 -6.844 4010800 MHS 3/1/2006 6.389 4873600 PGR 3/2/2006 -3.081 1757100 QLGC 3/1/2006 -50.486 8760400 SO 3/2/2006 -0.762 3521900 THC 3/2/2006 -4.799 9225800 TXN 3/1/2006 7.806 35036200 VC 3/2/2006 -9.705 4633600 US Stocks NYSE, NASDAQ, AMEX: Ticker Date/Time % Gain OR Loss Volume AEOS 3/1/2006 13.506 10929600 AKAM 3/2/2006 -3.406 4713100 ALTI 3/2/2006 5.158 4621300 ANDW 3/2/2006 0.292 3771800 ARB 3/2/2006 -9.594 2552300 ARO 3/2/2006 -1.454 2409400 ASTSF 3/1/2006 11.166 1255600 ASX 3/1/2006 7.073 1189300 AXL 3/2/2006 -3.925 2001381 AZO 3/1/2006 3.734 2526900 BCON 3/1/2006 33.803 10330400 BCR 3/2/2006 6.152 1910300 BEV 3/1/2006 0.162 1702700 BLI 3/1/2006 3.934 1843300 CARN 3/1/2006 23.077 2116400 CDIC 3/1/2006 15.385 1096800 CHS 3/2/2006 -13.421 19679900 COGN 3/1/2006 2.667 1644600 CTV 3/1/2006 10.046 3569900 CVTX 3/2/2006 -5.516 3209300 DLM 3/2/2006 0.367 3467900 DROOY 3/2/2006 6.897 5364100 DSS 3/1/2006 4.762 1345500 ELX 3/1/2006 6.405 2330700 FLR 3/2/2006 -6.844 4010800 FVE 3/1/2006 9.639 1131600 FXEN 3/1/2006 -18.626 1494700 GGB 3/1/2006 4.822 1031800 GYMB 3/2/2006 8.049 1179800 HL 3/2/2006 9.796 5732900 IFX 3/1/2006 5.646 1663400 IRF 3/1/2006 5.013 1096600 ISV 3/1/2006 11.486 1568600 IVGN 3/1/2006 5.259 3137700 KEA 3/1/2006 12.010 1258900 LDG 3/2/2006 11.063 3539410 LEA 3/2/2006 -10.400 7126400 MNG 3/1/2006 12.411 1734400 MONE 3/2/2006 18.802 8731000 MRVC 3/1/2006 11.604 1844300 MW 3/2/2006 14.250 4404100 MYOG 3/2/2006 8.911 1898600 NSTK 3/2/2006 -37.315 8142900 ONT 3/2/2006 -1.087 1093500 ORLY 3/1/2006 13.692 3082700 PETM 3/2/2006 7.783 6678000 PGR 3/2/2006 -3.081 1757100 PHH 3/2/2006 -9.502 4820400 PLCM 3/1/2006 8.033 1979100 PNM 3/2/2006 -3.826 1080800 PSUN 3/1/2006 -7.896 13697700 QLGC 3/1/2006 -50.486 8760400 RAD 3/1/2006 5.420 11560300 RFMD 3/1/2006 7.727 12400900 SCLN 3/1/2006 14.894 1629500 SCON 3/2/2006 -1.961 3289800 SGMS 3/1/2006 6.704 1740900 SHRP 3/2/2006 -16.381 2271800 SKS 3/1/2006 3.704 7791500 SMTS 3/1/2006 6.398 1455000 SO 3/2/2006 -0.762 3521900 SPW 3/1/2006 6.396 2429400 SSRI 3/2/2006 9.427 1526700 STTS 3/1/2006 7.234 4864200 SVVS 3/1/2006 11.268 2255400 THC 3/2/2006 -4.799 9225800 TIBX 3/1/2006 2.076 3480100 TXN 3/1/2006 7.806 35036200 VC 3/2/2006 -9.705 4633600 VSNT 3/2/2006 49.815 2335100
Code for a filter assuming a minimum $1 move in the stock from previous day. Z = abs(Close-Ref(Close,-1)) >=1; Diff = Close-Ref(Close,-1); V = Volume; Y = Volume * Close > 500000 AND Volume > 1000000; X = Close/Ref(Close,-1); Filter = Y AND ATR(1)/3 > Ref(ATR(1),-1) AND Z; AddColumn((X-1)*100, "% Gain OR Loss", 1.3 ); AddColumn(V, "Volume", 1 ); AddColumn(Diff, "Change from Previous Day", 1.1 ); US Stocks NYSE, NASDAQ, AMEX: Ticker Date/Time % Gain OR Loss Volume Change from Previous Day AEOS 3/1/2006 13.506 10929600 3.4 ARB 3/2/2006 -9.594 2552300 -3.7 AZO 3/1/2006 3.734 2526900 3.6 BCR 3/2/2006 6.152 1910300 4.1 CARN 3/1/2006 23.077 2116400 1.0 CHS 3/2/2006 -13.421 19679900 -6.4 COGN 3/1/2006 2.667 1644600 1.0 CTV 3/1/2006 10.046 3569900 2.4 CVTX 3/2/2006 -5.516 3209300 -1.5 ELX 3/1/2006 6.405 2330700 1.1 FLR 3/2/2006 -6.844 4010800 -6.0 FXEN 3/1/2006 -18.626 1494700 -1.0 GGB 3/1/2006 4.822 1031800 1.1 GYMB 3/2/2006 8.049 1179800 1.8 IRF 3/1/2006 5.013 1096600 1.9 IVGN 3/1/2006 5.259 3137700 3.7 KEA 3/1/2006 12.010 1258900 1.4 LDG 3/2/2006 11.063 3539410 4.3 LEA 3/2/2006 -10.400 7126400 -2.2 MONE 3/2/2006 18.802 8731000 1.1 MW 3/2/2006 14.250 4404100 4.6 MYOG 3/2/2006 8.911 1898600 3.3 NSTK 3/2/2006 -37.315 8142900 -8.6 ORLY 3/1/2006 13.692 3082700 4.5 PETM 3/2/2006 7.783 6678000 2.0 PGR 3/2/2006 -3.081 1757100 -3.3 PHH 3/2/2006 -9.502 4820400 -2.7 PLCM 3/1/2006 8.033 1979100 1.6 PSUN 3/1/2006 -7.896 13697700 -1.9 QLGC 3/1/2006 -50.486 8760400 -20.8 SGMS 3/1/2006 6.704 1740900 2.1 SHRP 3/2/2006 -16.381 2271800 -1.9 SMTS 3/1/2006 6.398 1455000 1.6 SPW 3/1/2006 6.396 2429400 3.2 SSRI 3/2/2006 9.427 1526700 1.6 TXN 3/1/2006 7.806 35036200 2.3 VSNT 3/2/2006 49.815 2335100 2.7