Click here to Login

                                                   How to remove symbols that have zero volume


2019-08-22 15:41:14


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 ?


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.

2019-08-23 12:59:13


Thanks for the answer !

I will try it out.

No more messages


No html code. URLs turn into links automatically.

Type in the trading objects you want to include: - Add Objects
To add a trading object in your message, type in the object name, select it and then click on "Add Objects"


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
All Symbols Watchlist

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

Create an account
Affiliate Program
Contact Us
Trading Forum
How-to Lessons
About Us
Terms of Use

Copyright 2020
Social Media
Follow us on Facebook
Twitter Follow us on Twitter
Follow us on Google+
RSS Trading Items

Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.