Stock Portfolio Organizer

The ultimate porfolio management solution.

Shares, Margin, CFD's, Futures and Forex
EOD and Realtime
Dividends and Trust Distributions
And Much More ....
For Portfolio Manager Click Here

WiseTrader Toolbox

#1 Selling Amibroker Plugin featuring:

Advanced Adaptive Indicators
Advanced Pattern Exploration
Neural Networks
And Much More ....
Find Out More Here

Liquidity / Daily Turnover Exploration for Amibroker (AFL)

5 / 5 (Votes 1)
amibroker, exploration, liquidity

This exploration can help you find stocks that have enough liquidity or turnover based on your criteria. In this formula liquidity is based on the product of the average price and the volume. This value is then converted into millions. You can adjust the criteria in the code just change the values on the following line: Liquid = DVMil > 10 AND MADV20Mil > 5;

Thank you

Indicator / Formula

Copy & Paste Friendly
_SECTION_BEGIN("Liquidity filter by value");
// Value Definition
DVMil = DV / 1000000000;
MADV20 = MA( DV, 20 );
MADV20Mil = MADV20 / 1000000000;
FValue = DVMil / MADV20Mil ;

BuyVol = Volume>MA(Volume,20);

// Pick your creteria for stock range value. Put 10 for 10 Billion

Liquid = DVMil > 10 AND MADV20Mil > 5;

Buy = Liquid ;

Filter = Buy ;

AddColumn(MADV20Mil,"Value AVG (B)",1.0);
AddColumn(DVMil,"Value (B)",1.0);


Leave Comment

Please login here to leave a comment.