Scan for Trading Halts


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I am willing to give a big donation for a scan that can capture pretty much the data pulled on the link below on any giving trading session

https://www.nasdaqtrader.com/trader.aspx?id=TradeHalts

 

Specifically stocks that are halted on

 

Code: LUDP – Volatility Trading Pause: Stocks can also spike up or down and get halted on a volatility halt or circuit breaker.

A halt on a Volatility Pause is one of the most common types of circuit breaker halts in the market.  If a stock moves up or down too quickly within a 5min period it can cause an automatic circuit breaker halt that will pause trading for 5min.  This helps smooth volatility in the market and prevent flash crashes.  It forces traders to take a 5min time out, research the stock, news, etc.  Often times if a stock is spiking up and is halted, it will reopen higher.  Inversely, a stock selling off will often open lower.

 

 

 

 

And if possible  include T1 halts

Code: T1 – News Pending: The company has requested trading of the stock be halted while they release material news.  This can be good or bad.  When the stock reopens, the market will react to the news.  Sometimes stocks that are moving quickly on rumors will get halted while the company comes out and responds to the rumor.  That’s why holding stocks that are moving on rumors can expose you to halt risk.

 

 

Thank you, your work is amazing !!!

RESOLVED
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Posted by (Questions: 22, Answers: 63)
Asked on March 18, 2018 7:04 am
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The only part of this that MAY be possible is the volatility spike type of halt. For the T1 type of halt, there is no way for thinkorswim to differentiate a true trading halt from a lack of trading volume.

So, in order to implement the volatility spike halt. We need to know the exact metrics used to trigger one. These metrics need to be accessible from within thinkscript language. Something like Implied Volatility or percent change. Which are already available as built in scans/indicators.

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Posted by (Questions: 37, Answers: 4084)
Answered on March 18, 2018 9:32 am
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Halts normally come in after first 10 minutes, so maybe 80% price increase/decrease in price from 1-minute candle.

alongwith

Unusual volume at 200% maybe?

 

This would be super easy if think or swim could just allow use to populate create a watchlist from an RSS feed !

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Posted by (Questions: 22, Answers: 63)
Answered on March 18, 2018 4:19 pm
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I doubt the trading halt rules consists of statements that include the word maybe.

( at March 18, 2018 7:07 pm)
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Or how about this criteria. These statements are traits of halted stocks on volatility.

“15% rise in a company’s share price over five minutes. “

and or

“the stock price hasn’t changed for 5-10 minutes and is trading on 150%+ volume on the day”

 

this is what causes halts, can this statement be made into a scan?

 

 

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Posted by (Questions: 22, Answers: 63)
Answered on March 18, 2018 7:37 pm
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Please stop adding new questions using the “POST YOUR ANSWER” box at the bottom of the thread. That is for Answers, not questions. Use the comment link below my original answer to add new details or questions. For example, this very text was posted as a comment to the “answer” you posted on March 18th.

( at March 19, 2018 9:35 am)
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and or

“stocks that quickly spike or fall beyond the 10% or 20% range threshold within a rolling five-minute time period for more than 15 seconds.”

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Posted by (Questions: 22, Answers: 63)
Answered on March 18, 2018 7:39 pm