Which stocks move relative a lot intra-day (not overnight), with high volume and liquidity, and (nearly) every day consistently ? (looking to run a algo strategy, and flat days kill me with slippage...)
You can run a scanner to find stocks with high volume (over some set level), over a certain price, and greater volatility than the average market by some set percentage. This should provide a list of candidates and then you can evaluate them one by one to find the best fit. It may be best to come up with a list of 10 candidates to trade, evaluate them by watching them in the market for a few days, and then start trading the ones which appear to be the best fit for your algo strategy. It would be best to have a written trading plan defining the parameters, allowed size of trades, stop loss strategy, etc. before proceeding.
YES - that chart looks good, thanks! looks like consistent average of 3% intraday moves on weak days, and 6% and strong days.
Used to to exactly that, trading manually, with automated I'm looking for a consistent volatile chart, so don't have to check scanner daily, or change symbol every few weeks when volatility fades to zero...
There are scanners which provide results for stocks which are more volatile than the market over long periods of time. Beta also is effectively a measure of this. There are a number of free / paid scanners online which provide information on Average True Range (ATR) and allow scanning for monthly/weekly/other volatility percentages such as Finviz. https://finviz.com/screener.ashx?v=..._mo5&ft=3&o=-averagetruerange#google_vignette
Some additional information - Top 5 Best Stock Screeners for Volatility in 2024 https://stockstotrade.com/best-screeners/stock-screener-volatility/