Thinkscript stock scanner : Change From Open

Change From Open – My base stock screener

Search shares made more than 1% from the opening with a current relative volume of more than 10%. Running at 9:45 – 10:00.

 

Fundamental filters:

  • Filter for the price
  • Filter for the minimum ATR > 1
  • Average volume filter > 1M
  • Filter on the report on the stock yesterday (then ATR and average volume do not play)
  • Sectors: Technology, Service, Healthcare, Consumer goods, Industrial goods

Custom filters:

#Filter:ChangeFromOpen
#by www.toshelper.com

input MinChangeFromOpen = 0.9; #Change from open, %
def ChangeFromOpen = AbsValue((close-open)/open*100);
plot Signal = ChangeFromOpen >= MinChangeFromOpen;

#Filter:Fundamental
#by www.toshelper.com

input MinATR = 1;
input MinAvgVolume = 1000000;
def ATR = Average(TrueRange(high, close, low),20)[1];
def AvgVolume = Average(Volume, 65)[1];

def isBefore = HasEarnings(EarningTime.BEFORE_MARKET);
def isAfter = HasEarnings(EarningTime.AFTER_MARKET);
def isDuringOrUnspecified = HasEarnings() and !isBefore and !isAfter;
def isReport = isBefore or isDuringOrUnspecified or isAfter[1];
plot Signal = ATR >= MinATR and AvgVolume >= MinAvgVolume;

#Filter:VolPlay
#by www.toshelper.com

input VolPlay = 0.2;
input Length = 65;
def AvgVolume = Average(Volume, Length)[1];
plot Signal = (Volume >= AvgVolume*VolPlay);

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