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At 11:06 AM -0700 10/11/97, Kawika Ohumukini wrote:
>Bob...You are doing what I do as well. In addition, I filter out other
>things like stocks that don't meet my volatility standards (mostly
>financials) and IPOs (I put them in their own directory for 1 year). I
>also used to d/l all 10K+ stocks and after filtering out the garbage I
>ended up with something like 5K. D/L and scanning sure take a lot less
>time.
I scan all 10000 stocks with a filter that looks for stocks that meet my
volatility and price criteria. I usually look for stocks where >10% of the
bars have a range of >10% of the closing price, AND the average dollar
volume traded is greater than $1.0 million, AND the closing price > $10.
These I find useful for daytrading. I only need to scan the list
occasionally to build a custom data list I work with each day. I ran the
scan today and got 355 stocks that met those criteria.
>Right now it all has to be done manually but I am slowly working on a
>better way which involves manipulating the database and headers of the
>individual files, very messy, but should be effective.
Let me know if you can do this. It is pretty painful to do it manually.
>My wishlist for Omega, which they have a maillist for, is since their data
>structure uses Microsofts ODBC Engine, they should either write a better
>downloader which integrates with Custom Lists in Tradestation and allows
>more advanced filtering/copying/deleting or open it up and let programmers
>use applications like ACCESS and Visual Basic to manipulate the data,
>files, and directories. Due to the proprietary nature of datatypes,
>databases, and structures in the securities analysis industry I doubt they
>will comply but it was worth a shot.
Good idea.
Bob Fulks
--
Bob Fulks
bfulks@xxxxxxxxxxx
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