Author Topic: Dollar Volume filter  (Read 5669 times)

dabb

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Dollar Volume filter
« on: August 12, 2010, 03:04:08 pm »
Is the Dollar Value filter calculated in semi-real time using recent trade prices and recent volume, or does it simply use the current price multiplied by the recent average volume?  The description makes it sounds like #2, but I'm hoping it actually does #1.  If it doesn't, please consider this a request for #1.

Thanks.

braddoubleu

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Re: Dollar Volume filter
« Reply #1 on: August 13, 2010, 02:29:40 pm »
Do you mean the Dollar Volume filter rather the the Dollar Value filter?  Dollar volume is the current price of the stock (in dollars per share) times the average volume of the stock (in shares per day).

dabb

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Re: Dollar Volume filter
« Reply #2 on: August 24, 2010, 01:12:05 am »
Yes, my mistake.  I meant the Dollar Volume filter.  So this uses the average volume (if so, what period?), and not the cumulative dollar volume for "today"?  Is there any way to filter on "min/max dollar volume today" where it checks against a cumulative sum of (trade size * price) for each individual print today?

dabb

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Re: Dollar Volume filter
« Reply #3 on: August 30, 2010, 01:06:18 am »
bump

TradeIdeas_DA

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Re: Dollar Volume filter
« Reply #4 on: September 01, 2010, 08:55:30 pm »
Can't do that at the moment. We have Volume Today but not expressed as dollar volume: http://www.trade-ideas.com/Help.html#WSF_MinTV
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forca12

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Re: Dollar Volume filter
« Reply #5 on: March 23, 2011, 05:32:42 am »
Yes, my mistake.  I meant the Dollar Volume filter.  So this uses the average volume (if so, what period?), and not the cumulative dollar volume for "today"?  Is there any way to filter on "min/max dollar volume today" where it checks against a cumulative sum of (trade size * price) for each individual print today?

Hi,

again the question: Which period(days)uses  the average volume filter "DOLLAR VOLUME"?
« Last Edit: March 23, 2011, 07:30:49 am by forca12 »

TradeIdeas_DA

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Re: Dollar Volume filter
« Reply #6 on: March 24, 2011, 03:12:52 pm »
It is a rolling average of the last 20 trading days (a month).
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