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Allan,
Spot on! I missed that.
Thanks,
Sean
----- Original Message -----
From: "Allan Havemose" <havemose@xxxxxxxxx>
To: <metastock@xxxxxxxxxxxxx>
Sent: Monday, February 05, 2001 10:24 AM
Subject: Re: Basic filters - Volume
> Sean,
>
> That does not sound right. Many quote services quote volume in 100s, so
> that you really want to test for volume > 5000.
>
> Allan
> --- Sean Taylor <sean.taylor@xxxxxxxx> wrote:
> > Allan,
> > Thanks - I'll try volume screening. S&P500 gives 5-6 stocks at 500K+
> > so
> > I'll probably try slightly smaller volume.
> > Sean
> > ----- Original Message -----
> > From: "Allan Havemose" <havemose@xxxxxxxxx>
> > To: <metastock@xxxxxxxxxxxxx>
> > Sent: Monday, January 29, 2001 7:33 PM
> > Subject: Re: Basic filters
> >
> >
> > > Sean,
> > >
> > > I have found that filtering out stocks with volume less than
> > 500,000
> > > (50 day average or so) improved my systems. In my experience I
> > seldom
> > > see fills worse than 1/8's off on stocks with more than 500k
> > volume.
> > > Actually, I use 500k on NYSE and 750 on NASDAQ, due to double
> > counting
> > > on nasdaq.
> > >
> > > Allan
> > >
>
>
> =====
> ---
> Allan Havemose, Ph.D.
> havemose@xxxxxxxxxx
> havemose@xxxxxxxxx
>
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