StockFetcher Forums · General Discussion · Intraday gap reversal.<< >>Post Follow-up
rtorrey
8 posts
msg #50819
Ignore rtorrey
modified
4/2/2007 5:18:02 PM

Intraday gap reversal.

I've been playing with some of the filters/screens here. I'm having trouble though coming up with something that detects a gap up/down but then intraday retraces past the opening price. The screener here is delayed 15 minutes which I'm well aware of.

There is a great screener for stocks that gapped and then have started to run but nothing for a reversal.

A gap is when a stock changes price between yesterday's close and today's open. A gap reversal is when a stock moves in one direction between yesterday's close and today's open, then moves in the other direction after today's open. A gap reversal alert occurs when a stock price crosses yesterday's closing price for the first time since today's open.





nikoschopen
2,824 posts
msg #50823
Ignore nikoschopen
4/2/2007 11:03:03 PM

You didn't specifiy how big the gap must be, but here's one you might find useful. Feel free to change the price and volume as well as add criteria of your own.

Fetcher[
set{diff, sign(gap) + sign(OPCL%)}
diff equals 0
set{diff2, abs(gap) - abs(OPCL%)}
sign(diff2) equals -1

add column gap
add column opcl

price above 10
and avgvol(17) above 300000
]



StockFetcher Forums · General Discussion · Intraday gap reversal.<< >>Post Follow-up

*** Disclaimer *** StockFetcher.com does not endorse or suggest any of the securities which are returned in any of the searches or filters. They are provided purely for informational and research purposes. StockFetcher.com does not recommend particular securities. StockFetcher.com, Vestyl Software, L.L.C. and involved content providers shall not be liable for any errors or delays in the content, or for any actions taken based on the content.


Copyright 2022 - Vestyl Software L.L.C.Terms of Service | License | Questions or comments? Contact Us
EOD Data sources: DDFPlus & CSI Data Quotes delayed during active market hours. Delay times are at least 15 mins for NASDAQ, 20 mins for NYSE and Amex. Delayed intraday data provided by DDFPlus


This site is protected by reCAPTCHA and the Google Privacy Policy and Terms of Service apply.