stock777 Posted May 13, 2019 Report Share Posted May 13, 2019 (edited) There is already a GLOBAL volume increase by SIZE. What would be very useful is a GLOBAL volume increase by X% (of total volume )in X minutes. As is it, high volume stocks keep popping up on the scan , as they frequently have large blocks . I know this can be written in a scan, but since theres only 1 scan per port, its not practical. Edited May 13, 2019 by stock777 Quote Link to comment Share on other sites More sharing options...
0 Mike Medved Posted May 13, 2019 Report Share Posted May 13, 2019 Note that although there is only one scan per portfolio, it can include as many different criteria as you want and concatenate the results in the ScanResult string... Quote Link to comment Share on other sites More sharing options...
0 stock777 Posted May 13, 2019 Author Report Share Posted May 13, 2019 yes, Im aware of that Figured this , as a built in , would be a lot cleaner and available to all. Quote Link to comment Share on other sites More sharing options...
0 Jerry Medved Posted May 13, 2019 Report Share Posted May 13, 2019 can't do that since it basically requires the chart/paintbar machinery to compute Quote Link to comment Share on other sites More sharing options...
0 stock777 Posted May 16, 2019 Author Report Share Posted May 16, 2019 hmmm.. thought if you already have volume increase data, all you need is the current total volume to calculate what % increase that represents. Quote Link to comment Share on other sites More sharing options...
0 Mike Medved Posted May 16, 2019 Report Share Posted May 16, 2019 In order to know the volume increase you have to know either what the cumulative volume was X minutes ago, or to have a running queue of all ticks for the last X minutes and add up those volumes. Either way, that's a "chart" kind of thing, and not just simple L1 data. That's what Jerry meant by "requires chart/paintbar machinery to compute". Quote Link to comment Share on other sites More sharing options...
0 stock777 Posted May 16, 2019 Author Report Share Posted May 16, 2019 (edited) I thought you had access to current volume , without needed to add up bars If so, then all you need to do is Take last SIZE, subtract from CURRENT VOLUME, and divide that new value by SIZE, to get the % increase in volume Im referring to. Size last X minutes = 50,000 Current volume =200,000 200,000-50,000 = 150,000 150,000/50,000 = 33% increase in size over last X minutes If somehow you don't have current volume as a single data point, then you'd have to calculate it. Not sure why this is any harder than the % price move scan already built in Edited May 16, 2019 by stock777 Quote Link to comment Share on other sites More sharing options...
0 Mike Medved Posted May 16, 2019 Report Share Posted May 16, 2019 When you say "Take last SIZE" - where is that last size coming from? If that is from the Last Size column in the portfolio, that's the last trade's size. Which means that the volume increase would be only for the last trade. That's not what you want. When you say "Size last X minutes" - without going back and looking at past data, how exactly can we get that? Quote Link to comment Share on other sites More sharing options...
0 stock777 Posted May 16, 2019 Author Report Share Posted May 16, 2019 Same way you get the % change in the last X minutes If that's not an issue, neither should this be. Quote Link to comment Share on other sites More sharing options...
0 Jerry Medved Posted May 16, 2019 Report Share Posted May 16, 2019 we don't get % change in last X minutes. Only options we have are either regular change (and %) which is from Previous close, or from Open Quote Link to comment Share on other sites More sharing options...
0 stock777 Posted May 16, 2019 Author Report Share Posted May 16, 2019 cmon Jerry, you know me better than that GLOBAL ALERT Moving Up/down % You have a within X minutes options Quote Link to comment Share on other sites More sharing options...
0 Jerry Medved Posted May 16, 2019 Report Share Posted May 16, 2019 Alerts compute that stuff per symbol per alert (same as paintbar). That is not the same as in the portfolio. Quote Link to comment Share on other sites More sharing options...
0 stock777 Posted May 16, 2019 Author Report Share Posted May 16, 2019 Well, totally confused as to what the diff is. Global alert is for all open ports , no? What's the structural diff between detecting the % price move in X minutes, and % volume increase in X minutes? Quote Link to comment Share on other sites More sharing options...
0 Jerry Medved Posted May 16, 2019 Report Share Posted May 16, 2019 if you add the global alert for that, MT has to do the same computation as paintbars for each symbol. That involves a lot of CPU and Memory usage. It is not just a matter of taking 2 numbers and showing the difference, which is what the stuff in the quote columns is. If you want to see the same values, you can do so with Scan, but we don't want to do such computed columns as built in because 1) there can be quite a few different permutations, and 2) the quotes are supposed to be fast and light. Not something that is supposed to use tons of CPU/memory. We do want to add multi-result scans in the future, which will make doing stuff like this easier for end-users. Quote Link to comment Share on other sites More sharing options...
0 stock777 Posted May 16, 2019 Author Report Share Posted May 16, 2019 (edited) I think you're suggesting you don't have the 'total volume' stored in the database, so it would have to be calculated., where price is a single data point. Well, if thats a deal killer so be it (posted this before reading your reply) Are you talking about the ability to run more than one discreet scan (they would run serially, as many as the user stacked) in the same port ? That would be nice. Edited May 16, 2019 by stock777 Quote Link to comment Share on other sites More sharing options...
0 Jerry Medved Posted May 16, 2019 Report Share Posted May 16, 2019 even if we did have it for every row, we would still have to find the point X minutes back to compare to and repeat that every tick which is basically what the alert and paintbars do Quote Link to comment Share on other sites More sharing options...
0 stock777 Posted May 16, 2019 Author Report Share Posted May 16, 2019 😀 I really thought this request wasn't much different than what you already do with the global scans. You know how the sausage is made, so I defer to your judgement Quote Link to comment Share on other sites More sharing options...
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stock777
There is already a GLOBAL volume increase by SIZE.
What would be very useful is a GLOBAL volume increase by X% (of total volume )in X minutes.
As is it, high volume stocks keep popping up on the scan , as they frequently have large blocks .
I know this can be written in a scan, but since theres only 1 scan per port, its not practical.
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