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Steve,
It appears you are tying to find "Rolling Stocks" made popular some
years back by Wade Cook. You can find a book on this at Amazon. I
attempted, through this forum, to develop a formula (exploration) that
could pinpoint such stocks ... but without any luck. Hopefully
someone can step forward with some ideas.
Dick H.
--- In amibroker@xxxxxxxxxxxxxxx, "Steve Carlsson" <stevecar144@xxx>
wrote:
>
> Hi all
>
> I am trying to identify stocks that have significantly different price
> movements from day to day. In other words:
>
> Day 1 close $2, High $5, low $1
> Day 2 close $2 High $2.05, low of $1.95
> Day 3 close $2 High of $6 low $.50
> Day 4 close $2 High of $2.01 low $1.98
>
> An extreme example and close may actually vary around, but what I
want is to
> identify if a stock has vastly diffferent price action from day to day.
>
> Regards
>
> Steve C
>
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