You could scan for instruments/symbols with a large ATR over a given period.
--- In [email protected], "a_chaabo" <[EMAIL PROTECTED]> wrote: > > I'm trying out a trading strategy that buys and sells when the price > moves around key moving averages. For example, buy when the price > closes above the SMA(20) *AND* the SMA(20) is visibly rising. > > On symbols that move up and down a lot - eg: Daily GBPUSD - this > looks by eye to be very proifitable. The price has to go either up or > down from the SMA itself, and there are good swings above/below the > SMA(20). > > My question is this: I'm trying to find the best performing symbols > from my database that move up and down regularly by a large amount. > > Does anyone have any ideas on how to write a scan / exploration for > this - and rank symbols that move up/down? I tried 52week high = 3x > 52 week low, but what I'm looking for is regular (or as regular as > possible) cycles up and down. > > Thanks, alice >
