RE: [amibroker] Liquidity Test

["Gordon Sutherland" <gosuth@xxxxxxxxxx>]

Gary,

 

Try the following for your liquidity as per your definitions:

 

TradeDlrs = Volume * Close;

Liquid = Sum(IIf(Volume < 1,1,0),20) <= 5;

Liquidity = MA(TradeDlrs,20) >= 100000 AND Liquid;

 

Regards,


Gordon Sutherland

 

-----Original Message-----
From: garywrich [mailto:garyrich@xxxxxxxxxx] 
Sent: Friday, 10 September 2004 2:39 p.m.
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Liquidity Test

 

Can any one help me I would like a liquidity scan to find stocks that 
trade over 100,000 per day and trade at least 15 days a month, I can 
not find any reference to this as a scan in Amibroker, being new at 
Amibroker I am still learning. Cheers Gary 




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