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Yuki,
Past behavior will give you some info.
Explore with
x=V>2*Ref(MA(V,10),-1) AND abs(ROC(C,1))<1;
Filter=x;
Buy=x;
AddColumn(ROC(C,1),"");
In the above code I ask todays Volume double from the recent V
average [replace 2* with 3* or other coeff] and the Roc between -1%
and +1%.
Double click on the results list to see when it happens.
In 2003 N100 history, nothing important IMO.
So many reasons for BEAS to make 28M shares [vs 8M to 10M] at a +0.2%
Note also that MSFT, CSCO, INTC were not in the results list...
The occurrence was poor[80/24000].
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, Yuki Taga <yukitaga@xxxx> wrote:
> From time to time I see this, not so often, but quite a few times
> over the years I've been doing this.
>
> A stock like NEC . . . does, oh, 7,000,000 shares a day. You know
> the type. Only 3 or 4 million when the market isn't going anywhere,
> then 10 million plus with even bigger spikes when it is. But it's
> your basic deeply liquid institutional type stock.
>
> But today, we have a huge volume spike in NEC. It's going to do
> about 50 million today, probably close to 60 million. And it's
> unchanged from yesterday. Unchanged, mind you.
>
> Now here is my question, for those who may know the inner workings
> better than I do: How does a stock that usually has bids and offers
> of 10 to 50 thousand shares up and down the line suddenly have bids
> and offers of several hundred thousand shares way up and down the
> line.
>
> I could understand sudden large bids . . . or sudden large offers.
> But how the heck do both suddenly appear, at about 10 times the
> normal size, on both sides of price, and as high and as low as I can
> see? (Other issues in the same sector are showing no unusual
volume,
> nor is the overall market.)
>
> I ask because it would seem to make perfect sense for either side to
> pull in their horns a bit. If the bidder eased off, a lot of stock
> would suddenly be available at perhaps significantly lower prices.
If
> the seller eased off, presumably they could unload a lot of shares
at
> a higher price. Instead, some kind of cooperative effort seems to be
> going on behind the scenes, one that I would think isn't even legal,
> particularly in an all-electronic market.
>
> I'm sure others have noticed this kind of thing from time to time.
> Anyone know what is cooking when this happens?
>
> Yuki
>
> P.S. If you want a LOT of NEC right now -- I mean you can stuff your
> Christmas stockings, and maybe the stockings of everyone in your
city
> or country -- you can pick it up in Tokyo right now, and you will
> hardly ripple the pond.
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