How to remove symbols that have zero volume

How to remove symbols that have zero volume

Barbecue
2019-08-22 15:41:14

Hi,

I have a problem with symbols that I download from Yahoo that create incorrect signals, for instance NRE, which have incorrect data (zero volume for some days, close values that jump from zero to 25 and back to zero on the next tick).
Is there a way that I can get rid of all downloaded symbols that have a date with zero volume ?

Thanks

QuantShare
2019-08-23 11:06:56

Best Answer

Yes, you can do that using the screener. Find stocks that have at least one date with zero volume.
Something like:
filter = hhv(volume == 0, 10000);

Run the screener, export all symbols then delete the symbols using "Symbols -> Manage Symbols". You need to add a filter then add a static list condition then add the symbols you previously exported.

Barbecue
2019-08-23 12:59:13

Thanks for the answer !

I will try it out.

Get more messages

No more messages

Back


Trading Items Advance Stocks & Volume - Stock that advanced with a volume incre... Volume Ratio of Advancing to Declining stocks US Stock symbols - CUSIP Volume Ratio Rank Screen Stocks with the highest Volume Increase	How-to Lessons How to remove non-active securities How to create trading rules based on Put and Call volume data How to change volume bar colors when the price closes down How to remove a chart pane's margins How to create volume bar charts
Related Forum Threads Script to remove Symbols from an Index How to update NSE/BSE symbols in QuantShare? How to download a item that need a user and password Remove invalid symbols How to remove trace/log-files by script	Blog Posts How to create a trading indicator that uses stock news How to Create a List of Ticker Symbols How to turn any ordinary trading strategy into a very profitable ... How to Optimize a Trading System with Thousands of Billions of Co... Different Ticker Symbols for Each Data Source