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.

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