Volume ROC scan

#1
I'm not very familiar with Amibroker. I want to scan all stocks for Volume ROC.

_SECTION_BEGIN("vol roc");
Value1 = Volume - Ref(Volume,-12);
Value2 = Ref(Volume,-12);
Value3 = (Value1/Value2)*100;
Plot(Value3,"VRoc",12,1);
_SECTION_END();

The output should, if possible, sort the results from highest to lowest values. The TF is 1 minute. Any and all help appreciated!!
 
#2
Check AMI help for key words

Filter and Percentile


Simplest exploration will be add this to your code

Code:
Filter = Value3 > 100; //today's volume is more than double of that 12 days back

but better will be if modify your code to compare with average rather than using ref(-12)


Code:
_SECTION_BEGIN("vol roc");
Value3 = Volume / ref(MA(Volume,12),-1);//yesterday avg so that not to include today's volume in avg
Plot(Value3,"VRoc",12,1);
Filter = Value3 > 2; //use any number you want here 2 is double that of avg vol 
_SECTION_END();

Happy :)
 
Last edited:

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