Hi, Shrewd!        Login  
Shrewd'm.com 
A merry & shrewd investing community
 Best Of MI | Best Of | Favourites & Replies | All Boards | Post of the Week!
Search MI
Shrewd'm.com Merry shrewd investors
Best Of MI | Best Of | Favourites & Replies | All Boards | Post of the Week!
Search MI

Investment Strategies / Mechanical Investing❤
Unthreaded | Threaded | Whole Thread (5) |
Post New
Author: Aussi ✭  😊 😞
Number: of 3957 
Subject: GTR1 Question: Volume
Date: 01/23/2023 8:45 PM
Post Reply | Report Post | Recommend It!
No. of Recommendations: 2
I have looked through GTR1 for Dummies and cannot find how to calculate the difference between yesterday's volume for a stock compared to today's volume. Suggestions would be welcomed. I could not get gvol to work.

Also, is there a way to find all the available mathematical operators, fields and field functions?

Thanks

Craig
Print the post


Author: lizgdal ✶  😊 😞
Number: of 3957 
Subject: Re: GTR1 Question: Volume
Date: 01/24/2023 11:56 AM
Post Reply | Report Post | Recommend It!
No. of Recommendations: 3
Maybe try agv(average G volume), but only in a ratio, for example

VolRat: ratio(agv(1,10),agv(1,63))

Do not use minus with agv (G volume is not the same as volume). Instead use adv (average dollar volume):

DolvolRise: minus(adv(1,1),adv(2,1))

The GTR1 Glossary describes functions and fields:
http://web.archive.org/web/20180831191405/http://m...
Print the post


Author: JohnIII ✭  😊 😞
Number: of 3957 
Subject: Re: GTR1 Question: Volume
Date: 01/24/2023 7:41 PM
Post Reply | Report Post | Recommend It!
No. of Recommendations: 1
This spreadsheet of "useful field definitions" was shared w/ me recently, in case it helps:

http://www.datahelper.com/mi/search.phtml?nofool=y...
Print the post


Author: Aussi ✭  😊 😞
Number: of 3957 
Subject: Re: GTR1 Question: Volume
Date: 01/24/2023 8:10 PM
Post Reply | Report Post | Recommend It!
No. of Recommendations: 0
lizgdal

Thanks for the codes. Interestingly, minus(adv(1,1),adv(2,1) matches the Yahoo provided volume for Jan 23 and earlier. For Jan 24, I checked a few symbols and the GTR value is less than the Yahoo values. I guess there is some variation after the close and the results end up merging with 24 hours.

John III, thanks for pointing out the information. Very helpful.

Craig

Print the post


Author: Aussi ✭  😊 😞
Number: of 3957 
Subject: Re: GTR1 Question: Volume
Date: 01/25/2023 3:44 PM
Post Reply | Report Post | Recommend It!
No. of Recommendations: 0
Thanks for the codes. Interestingly, minus(adv(1,1),adv(2,1) matches the Yahoo provided volume for Jan 23 and earlier. For Jan 24, I checked a few symbols and the GTR value is less than the Yahoo values. I guess there is some variation after the close and the results end up merging with 24 hours.

As a follow-up, GTR1 and Yahoo now agree on volume for 1/24. The number in GTR1 changed to match the Yahoo number I saw yesterday.

Craig
Print the post


Post New
Unthreaded | Threaded | Whole Thread (5) |


Announcements
Mechanical Investing FAQ
Contact Shrewd'm
Contact the developer of these message boards.

Ticker or Board Name Author

Best Of MI | Best Of | Favourites & Replies | All Boards | Followed Shrewds