I am new to RW, but I have been doing a lot of experimenting. I find that there is a trade off between price and volume and returns. So, if I come up with a screen with a decent return and a CP >=2 and Volume >100k, how much money will be too much, liquidity problems, to trade that screen? I changed that same screen with volume set at 200k and get half the return, but still decent. I don't mind switching to that return if I accrue an amount greater that can be traded with the first screen. Then I also created a dividend screen with volume set at >6 mill, with a decent return, but less than the others. My plan is to trade the best screen with volume > 100k, max it and move to the volume > 200k, then any earnings above a set amount, up to the point where liquidity is a problem, goes into my dividend screen.

Any thoughts, suggestions? Thanks.


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I agree with you 100%.  many screens look great on paper but in reality the stocks they turn out have limited trading value to make the screen useful to someone willing to put significant funds to use.  I suggest you use the custom calculator and multiply PRICE and DAILY VOLUME 20 DAY  ---> i22 * i5 > 200000.  i22 is avg daily volume, i5 is current price.  thus  i22 * i5 is DAILY TRADING VALUE which you can rename in the report fields. even then, if you put $10,000 into a single stock, many smaller issues have block sizes of 500 shares or less over 5 minute intervals so a $10,000  will move the stock up a bit.  


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