StockFetcher Forums · General Discussion · help please<< >>Post Follow-up
shillllihs
6,044 posts
msg #108981
Ignore shillllihs
11/24/2012 7:09:22 PM

Anyone have a site that will determine buying $ compared to seller $ on each stock or etf?

mahkoh
1,065 posts
msg #108985
Ignore mahkoh
11/25/2012 5:13:57 AM

At advfn it is possible to display ask volume and bid volume if that is what you mean.

Kevin_in_GA
4,599 posts
msg #108986
Ignore Kevin_in_GA
11/25/2012 11:48:10 AM

Here is something I wrote a while back that might be of interest:

Fetcher[


/*START BY BREAKING UP CANDLE PATTERN INTO UP AND DOWN PRESSURE*/
set{direction, close - open}
set{maxpressure, high - low}
set{pressure, abs(direction)}
set{uppressure, high - open}
set{downpressure, open - low}

/*DETERMINE IF DAY ENDS UP HOLLOW (UP) OR FILLED (DOWN)*/
set{filled, count(direction < -0.0,1)}
set{hollow, count(direction > 0.01,1)}

/*ASSIGN UP AND DOWN PRESSURE COMPONENTS - HOLLOW CANDLE GETS EXTRA UP PRESSURE, FILLED CANDLE GETS EXTRA DOWN PRESSURE*/
set{redprice, filled * pressure}
set{greenprice, hollow * pressure}

set{redpressure, redprice + downpressure}
set{greenpressure, greenprice + uppressure}

set{redpct, redpressure / maxpressure}
set{greenpct, greenpressure / maxpressure}

/*MULTIPLY UP AND DOWN PRESSURE PERCENTAGES BY DAILY VOLUME, THEN CALCULATE THE DIFFERENCE*/
set{redvolume, redpct * volume}
set{greenvolume, greenpct * volume}
set{netdifference, greenvolume - redvolume}

add column netdifference
add column redvolume
add column greenvolume

symlist(spy,dia,qqq,iwm,gld,slv)


]



Hard to find sites that give you up and down volumes for individual stocks. So I tried to come up with a way to infer the relative amounts of each from the candlesticks - maybe this will help.

Kevin

duke56468
683 posts
msg #108989
Ignore duke56468
11/25/2012 3:25:59 PM

Thanks Kevin, very nice filter.

03bsbme
20 posts
msg #108991
Ignore 03bsbme
11/25/2012 4:49:07 PM

WSJ has something close. There is info about the uptick/downtick ratio and money flow into/out of the stock.

http://quotes.wsj.com/aapl

I don't think you can get historical money flow for every stock, but you can get historical data on the stocks that have the most inflow or outflow of money on a given day.

http://online.wsj.com/mdc/public/page/2_3022-mflppg-moneyflow.html?mod=topnav_2_3022


shillllihs
6,044 posts
msg #108996
Ignore shillllihs
11/25/2012 9:01:10 PM

thanx. just found that today. this is what i was looking for though don't know how valuable it is.

StockFetcher Forums · General Discussion · help please<< >>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.