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[FR] Generate a report for above average volumes for calls and puts? Preferably a list of stocks. #850

Closed CB30 closed 2 years ago

CB30 commented 3 years ago

What's the problem of not having this feature? A clear description of what you are lacking, or why you need this additional feature.**

Analysis of multiple stock volumes made much simpler. Compared to pulling each stock volume manually.

Describe the solution you would like

A description of what you think would be the best solution for this. From user inputs, to an output.

User input could be AAV(Above Average Volumes) or BAV(Below Average Volumes). An output could have a spreadsheet of a list stocks with average volume and the dates where volume was above the average. A customizable date range would be cool too.

For example, if average stock volume is 1,000,000 and it jumps to 1,200,000, it would be added to the list of AAVs.

Describe alternatives you've considered Manual Analysis. Pretty Slow

Additional information

Maybe an ability to load multiple stocks at the same time via "load" command.

Screen Shot 2021-10-23 at 9 22 07 PM

jmaslek commented 3 years ago

So at our current stage, we do not store all the data, so we don't have the ability to set filters or something to see all stocks where volume is unusual.

If you know of any sources that provide this kind of data, we would be happy to integrate them!

joshuabuildsthings commented 3 years ago

@CB30 - The current screener function could help identify stocks with unusual volume; if you're not necessarily interested in the difference between normal volume & current volume it'd be pretty trivial to write some presets to look for Above & Below average volume.

Here's an existing preset to find something approximating Above Average Volume, but the underlying FinViz screener has better ways to do this.

However, if the output of that preset is sufficient I can submit a PR with improved presets for AAV & BAV.

@jmaslek - It's definitely a non-trivial change, but is storing data on the roadmap at all? Maybe even just for a limited "watch list?"

CB30 commented 3 years ago

@joshuabuildsthings- The current screener function could help identify stocks with unusual volume; if you're not necessarily interested in the difference between normal volume & current volume it'd be pretty trivial to write some presets to look for Above & Below average volume.

Here's an existing preset to find something approximating Above Average Volume, but the underlying FinViz screener has better ways to do this.

However, if the output of that preset is sufficient I can submit a PR with improved presets for AAV & BAV.

@jmaslek - It's definitely a non-trivial change, but is storing data on the roadmap at all? Maybe even just for a limited "watch list?"

Hey Joshua. So what are the criteria for the AAV? Can it be averaged to a specific time period, say 30 days? I noticed in the code that it is for NASDAQ, can it be changed to other exchanges like NYSE and AMEX? The output is fine, and I would really appreciate the improved presets.

thanks

jmaslek commented 3 years ago

@jmaslek - It's definitely a non-trivial change, but is storing data on the roadmap at all? Maybe even just for a limited "watch list?"

So storing data is not on our roadmap at this stage. It would also depend on what data. If you just want price/volume data, it is easy enough to call yfinance (or your favorite api) (although scraping the SP500 like I do for the tsne command takes ~15 minutes, so by the time you scraped those, the information would probably be different). Incorporating storage of other data would be difficult just due to the sheer number of sources we have.

It would also be awesome if you wanted to submit a PR with the presets :)

OP - in your title you say for calls/puts and we do have a reference for unusual activity for options from fdscanner (options -> unu), but that is not volume traded for a ticker.

DidierRLopes commented 2 years ago

Although we don't directly do this, there's a way you can do it through our stocks/scr menu.

See below:

Screenshot 2022-01-20 at 13 39 57
Relative Volume
Ratio between current volume and 3-month average value, intraday adjusted.

Relative Volume = Current Volume / 3-month Average Volume

This is how you can create your own presets: https://github.com/GamestonkTerminal/GamestonkTerminal/tree/main/gamestonk_terminal/stocks/screener/presets

For options as @jmaslek said we have unusual activity.

Owing to this I will close this PR. If you are not happy with this resolution feel free to re-open this PR.