THOMAS HELGET Elite   Posts: 610 Joined: 3/22/2006 Location: BALDWINSVILLE, NEW YORK  User Profile | Jim: I want to narrow down those Stocks and ETFs with weekly options that have a close above $10 and average put and call volume over the last 21 days greater than 10000 contracts each and have traded every day in the last trading year (call it 250 bars). I want to exclude a stock or ETF if it has traded less than 250 bars because I won't have enough data to calculate a "one-year" Linear Regression Slope and Channel from it. I hope that is clear and I am sorry if it seemed to be off-topic of the thread but I thought I was close enough in my approach to continue on in it. Thanks, Tom Helget [Edited by THOMAS HELGET on 3/9/2021 3:55 PM] | |
