high volatility filter? - StockFetcher.com Stock Screener

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jota2123 2 posts msg #37535 - Ignore jota2123	8/19/2005 2:50:46 AM Do you know how to write a filter for stocks that have a beta of 2?
rtucker 318 posts msg #37537 - Ignore rtucker	8/19/2005 4:54:20 AM This is one way of looking at it. The 90 day moving average of SPY's daily percent change is about .5% ... this example returns those ten times as volatile. Adjust to your liking. Fetcher[set{a, close - close 1 day ago} set{b, a/close} set{c, b * 100} set{vola,abs(c)} and add column cema(vola,90) and sort column 5 descending cema(vola,90) > 5 percent /* cema(vola,90) between 1 and 2 */ ]