iPhone Stock Screener Help

Use the Trade-Ideas stock screener on your iPhone to see which stocks are making the most interesting moves today.  Get started with one of our preconfigured screens or customize a screen to fit your specific trading style.  Create hundreds of stock lists from combinations of advanced filters to get a unique view of the market:  yours.  With this application you will never miss the action again.

Start from a preconfigured setting.  See the top 25 stocks matching your criteria.

Don't like what you see?  Modify the criteria.  With over a hundred filters to choose from, you can weed out the stocks you don't want.  Customize the sort order to highlight the stocks you trade.  The possible combinations are endless.

For each stock see a 3 month chart with daily bars and 1 year chart with weekly bars. Charts update every morning before the open. More information about our charts is available hereVideo Help for charts.  Select a stock to see additional technical and fundamental information about it.

Click here to see similar scans in your web browser.

This iPhone app is completely free.

Preview

Click hereVideo Help for iPhone stock screener to see a video of the iPhone stock screener in action.  Click here to see screenshots.

Download

Click here to download this app from the app store.  Or go to the finance section of the app store and look up "Free Stock Screener."

Accounts

You do not need to create an account to use this app.  However, if you do create an account and log in, you will have more options.

List of Filters

Click on an icon to jump directly to that filter.

Price Spread Bid Size Ask Size Bid / Ask Ratio Distance from Inside Market Average Number of Prints Average Daily Volume (5D) Average Daily Volume (10D) Average Daily Volume (3M) Dollar Volume Relative Volume Volume Today Volume Today Volume Yesterday Volume 1 Minute Volume 5 Minute Volume 10 Minute Volume 15 Minute Volume 30 Minute Post Market Volume StockTwits Average Activity StockTwits Relative Activity Volatility Volatility Yearly Standard Deviation Wiggle Average True Range Today's Range Today's Range 2 Minute Range 2 Minute Range 5 Minute Range 5 Minute Range 15 Minute Range 15 Minute Range 30 Minute Range 30 Minute Range 60 Minute Range 60 Minute Range 120 Minute Range 120 Minute Range 5 Day Range 5 Day Range 10 Day Range 10 Day Range 20 Day Range 20 Day Range Put/Call Ratio Options Volume Options Volume Today Put Volume Today Call Volume Today Options Volume Today Gap Gap Gap Position of Open Decimal Consecutive Candles Consecutive Candles Consecutive Candles Consecutive Candles Consecutive Candles Consecutive Candles Consecutive Candles Consecutive Days Change 1 Minute Change 1 Minute Change 2 Minute Change 2 Minute Change 5 Minute Change 5 Minute Change 10 Minute Change 10 Minute Change 15 Minute Change 15 Minute Change 30 Minute Change 30 Minute Change 60 Minute Change 60 Minute Change 120 Minute Change 120 Minute NASDAQ Change 5 Minute NASDAQ Change 10 Minute NASDAQ Change 15 Minute NASDAQ Change 30 Minute NASDAQ Change Today S&P Change 5 Minute S&P Change 10 Minute S&P Change 15 Minute S&P Change 30 Minute S&P Change Today Dow Change 5 Minute Dow Change 10 Minute Dow Change 15 Minute Dow Change 30 Minute Dow Change Today Distance from Pivot R2 Distance from Pivot R1 Distance from Pivot Distance from Pivot S1 Distance from Pivot S2 Distance from VWAP VWAP Change from the Close Change from the Close Change from the Close Change from the Open Change from the Open Change from the Open Change from the Open Change Post Market Change Post Market Change Previous Day Change Previous Day Change in 5 Days Change in 5 Days Change in 10 Days Change in 10 Days Change in 20 Days Change in 20 Days Change in 1 Year Change in 1 Year Change Since January 1 Change Since January 1 Standard Deviation Position in 5 minute range Position in 15 minute range Position in 30 minute range Position in 60 minute range Below High Above Low Below Pre-Market High Above Pre-Market Low Position in Range Position in Previous Day's Range Position in Pre-Market Range Position in 5 Day Range Position in 10 Day Range Position in 20 Day Range Position in Year Range Position in 2 Year Range Position in Lifetime Range 1 Minute RSI 2 Minute RSI 5 Minute RSI 15 Minute RSI 60 Minute RSI Daily RSI Position in Bollinger Bands (5 Minute) Position in Bollinger Bands (15 Minute) Position in Bollinger Bands (60 Minute) Position in Bollinger Bands (Daily) Range Contraction Linear Regression Divergence Average Directional Index Directional Indicator Change from 200 Day SMA Change from 200 Day SMA 200 Day SMA Change from 50 Day SMA Change from 50 Day SMA Change from 20 Day SMA Change from 20 Day SMA Change from 8 Day SMA Change from 8 Day SMA Change from 5 Period SMA (2m) Change from 5 Period SMA (5m) Change from 5 Period SMA (15m) Change from 8 Period SMA (2m) Change from 8 Period SMA (5m) Change from 8 Period SMA (15m) Change from 8 Period SMA (60m) Change from 20 Period SMA (2m) Change from 20 Period SMA (5m) Change from 20 Period SMA (15m) Change from 20 Period SMA (60m) Change from 200 Period SMA (2m) Change from 200 Period SMA (5m) Change from 130 Period SMA (15m) Change from 200 Period SMA (15m) Change from 200 Period SMA (60m) 8 vs. 20 Period SMA (2m) 8 vs. 20 Period SMA (5m) 8 vs. 20 Period SMA (15m) 8 vs. 20 Period SMA (60m) 20 vs. 200 Period SMA (2m) 20 vs. 200 Period SMA (5m) 20 vs. 200 Period SMA (15m) 20 vs. 200 Period SMA (60m) Consolidation Position in Consolidation Smart Stop Smart Stop Stock Composite Rating Market Cap Shares Outstanding Days to Cover Short Growth Short Float Float Held by Insiders Held by Institutions Cash Current Assets Current Debt Cash / Debt Ratio Income Income / Debt Ratio Revenue Quarterly Revenue Growth Enterprise Value Enterprise Value / Market Cap Ratio EPS Estimated Annual EPS Growth Estimated Quarterly EPS Growth Quarterly Earnings Growth Price / Earnings Ratio PEG Ratio Earnings Date Dividend Beta Time of Day Count
MinMaxNameDescription
MinPrice MaxPrice Price These refer to the last print or the current level 1 information at the time of the alert.  These are precise values; no smoothing or averaging takes place.
MinSpread MaxSpread Spread
MinBS MaxBS Bid Size
MinAS MaxAS Ask Size
MinBAR MaxBAR Bid / Ask Ratio

This filter is another way to see which stocks have a lot of inventory at the bid or the ask.

Some stocks always have a lot more shares at the NBBO than others. By expressing the size as a ratio, rather than a fixed number, you can find stock which stocks are unusually high or low. You can use the same filter values for different types of stocks.

MinDNbbo MaxDNbbo Distance from Inside Market

This compares the last print for this stock to the best bid and offer.  If you set the max to 0, you will only see stocks which were trading at or between the bid or offer at the time of the alert.  If you set the max to 0.1 you will only see stocks which were trading no more than one tenth of one percent above the offer and no more than one tenth of one percent below the bid. 

This separates legitimate prints from bad prints.  The further the print was from the inside market, the less reliable the alert is.  This is especially helpful when used with the OddsMaker.  The OddsMaker uses the price of the last print as the entry price for the trade.  This is only useful if this was a print that you could actually get.  The closer the print was to the inside market, the more this is as an entry price.

MinPrints MaxPrints Average Number of Prints

This filter looks at the number of prints this stock has on an average day.  This is based on recent history, not today’s trading.  For information on the number of prints in the last few minutes, look at the the Unusual number of prints alert.

MinVol5D MaxVol5D Average Daily Volume (5D)

These refer to the total daily volume on an average day.  These do not use the current day’s volume.  These look at the previous 5 days, 10 days, or 3 months of history.

Note:  Traditionally the server always looked at 10 days of history.  The other versions of the filter are relatively new.

More information about volume: Video Help

Relevant scans:  Highest Volume.

MinVol MaxVol Average Daily Volume (10D)
MinVol3M MaxVol3M Average Daily Volume (3M)
MinDV MaxDV Dollar Volume

These filter stocks based on the dollar volume per day that the stocks trade.  Dollar volume is the current price of the stock (in dollars per share) times the average volume of the stock (in shares per day).  The result is the total number of dollars per day that people spend on the stock.

More information about volume: Video Help

Relevant scans:  Highest Dollar-Volume.

MinRV MaxRV Relative Volume

These compare the current volume for today to the average volume for this time of day.  These all refer to the standard volume numbers, which are reset every night at midnight.

These filters are not available during the premarket.  If you set either of these filters to any value other than blank, you will see no alerts before the open.

These filters use a ratio.  If you set the Max Current Volume to 1, you will only see symbols which are trading on lower than average volume.  If you set the Min Current Volume to 1, you will only see symbols which are trading on higher than average volume.  If you set the Min Current Volume to 2.5, you will only see symbols which are trading on at least two and a half times their normal volume.  If you set the Max Current Volume to 0.9, you will only see symbols which are trading on less than 90% of their normal volume.

These two filters are similar to the high relative volume alert.  All three compare today’s volume to recent historical volume at the same time of day.  There are, however, several important differences:

  • The high relative volume alert only looks at volume near the time of the alert.  These filters look at all volume between midnight and the time of the alert.
  • The high relative volume alert attempts to find volume spikes.  These filters smooth out the volume.
  • The high relative volume filter is only good for high volume.  There is no corresponding low volume alert.  These filters work well with any volume range.
More information about volume: Video Help
MinTV MaxTV Volume Today

These are relatively simple filters based on each stock’s volume for today.  You can filter stocks based on the exact number of shares they’ve traded today.  Or you can compare the number of shares traded today to the number of shares the same stock usually trades in an entire day.

The percent (%) form of these filters are similar to the Strong volume alert.  The difference is that these filters are more precise.  You can use these filters to see stocks which are trading between 195% and 202.65% of their normal volume.  The Strong volume alert will provide similar results if you look for stocks with a ratio of 2.

Although these filters are useful for certain specific strategies, most people should use our more advanced filters.  Daily volume allows you to limit yourself to stocks which usually trade a lot or a little.  Current volume allows you to limit yourself to stocks which are trading a lot more or less than normal, today.  If you try to use the volume today filters for one of these two tasks, you will have to manually change the filter values over time, since stocks have higher volumes later in the day.

More information about volume: Video Help
MinPV MaxPV
MinYPV MaxYPV Volume Yesterday

These filters compare the total volume for yesterday to the average daily volume. 

These filters are a percent value.  If you set the Max Volume Yesterday to 100, you will only see symbols which traded on lower than average volume yesterday.  If you set the Min Volume Yesterday to 100, you will only see symbols which traded on higher than average volume yesterday.  If you set the Min Volume Yesterday to 250, you will only see symbols which traded on at least two and a half times their normal volume yesterday.  If you set the Max Volume Yesterday to 90, you will only see symbols which traded on less than 90% of their normal volume yesterday.

More information about volume: Video Help
MinVol1 MaxVol1 Volume 1 Minute

These compare the volume over the last minute to the volume expected in a 1 minute period.  The result is always a percent.  If you set the minimum volume to 400 then you will only see stocks which have been trading at least 4 times as much as normal in the last minute.  Show me.  Set the maximum volume to 90 to see stocks that have been trading less than normal over the last minute.  Show me.

These filters work before and after regular market hours.  However, you should set them to lower values as stocks typically trade significantly less during these hours.

MinVol5 MaxVol5 Volume 5 Minute

These are similar to the filters above but these look at the last 5, 10, 15, or 30 minutes.

More information: Video Help
MinVol10 MaxVol10 Volume 10 Minute
MinVol15 MaxVol15 Volume 15 Minute
MinVol30 MaxVol30 Volume 30 Minute
MinPMVol MaxPMVol Post Market Volume

This filter says how many shares have traded since the market closed today.  This will always be 0 before the close.

MinSTH MaxSTH StockTwits Average Activity

This filter says how much attention a stock typically gets on social media.  This is not the raw number of mentions.  Instead this is based on proprietary algorithms using StockTwits to curate stories, remove spam, and measure relevance.

MinSTP MaxSTP StockTwits Relative Activity

This filter compares the social activity of a stock today to its activity on a typical day.

This filter is very sensitive to time.  A value of 100% at a particular time means that this stock has had as much activity today as it typically has at this same time of day.  If people suddenly stop talking about a stock, this value of this filter will slowly decrease over time.  We expect the activity to continue; if the real activity does not keep up with expectations, this filter will decrease.  This filter is precise to the second.

This filter is different from the quality filter on the StockTwits alert.  The alert compares the current value right now to the typical value at the end of the day.  Also, the alert filter is a ratio, and this filter is a percent.

MinVWV MaxVWV Volatility

Volatility is a measure of how quickly a stock’s price typically changes.  These filters allow you to seek or to avoid stocks which typically move very quickly.

We always express volatility as the normal amount that a stock moves in a 15 minute period.  Set the min volatility filter to $0.10 to see only stocks which typically move at least 10 cents ($0.10) every 15 minutes.  Set the max volatility filter to 0.2% to see only stocks which typically move no more than 20 basis points (0.2%) every 15 minutes.

We chose 15 minutes as a baseline because many of our volume confirmed alerts look the best on a chart with 15 minute candles.  We use this value everywhere, for consistency.  When a filter uses "bars" as units, this refers to the average amount that a stock’s prices moves between one 15 minute bar and the next.  For a quick idea of what this means, just look at a stock chart with 15 minute bars, and see how much the price changes from the close of one bar to the close of the next.  For a precise value, look up a stock in our stock screener.

Many traders are scared off by volatility because of the complicated formulas.  Don’t be.  Most traders use volatility all the time, and aren’t even aware of it.  When you look at a stock chart, and a stock moves up one inch, what does that mean?  It depends on the chart!  Most people draw a chart so that the highest price on the chart as at the top of the chart, and the lowest price is at the bottom.  So an inch means more for a stock which typically moves more, a stock with a higher volatility.

Many of our alerts and filters automatically take volatility into account.  If a stock has a higher volatility, it has to move more before we notice it.  This is exactly the same as the example above, with the chart, except that our volatility formula is more precise.

We use a proprietary formula for volatility.  In particular, we expect stocks to move more around the open and the close than during lunch time.  We expect stocks to move more on high volume days and we give less weight to what happens on low volume days.  We compute volatility based on the previous two weeks of historical data.

More information about volatility: Video Help

Relevant scans:  Most Volatile, Most Volatile by %.

MinVWVP MaxVWVP
MinYSD MaxYSD Yearly Standard Deviation

A stock’s standard deviation is similar to its average true range or its volatility.  It tells you how quickly the stock’s price typically moves.  Roughly speaking, this says how much a stock price moves on a typical day.

This filter uses a custom formula.  It is based on the standard formula for a standard deviation, but it gives more weight to recent values than to older values.

This filter looks at one year’s worth of daily candles.

MinWiggle MaxWiggle Wiggle

The formula for a stock’s wiggle is its 15 minute volatility times its relative volume.  This is commonly used in automated trading to set a stop loss.  This works well because it looks at the stock’s recent price and volume history.  We know how much a stock moves on a typical day, and we know if the stock is moving faster than today than normal.

MinATR MaxATR Average True Range

Average true range is a classic formula which uses daily candlesticks to estimate the volatility of a stock.  We use the standard 14 periods to compute the average true range.

See the previous filters for a different way to look at volatility.

More information about today’s range and the average true range: Video Help
MinTRangeD MaxTRangeD Today's Range

Today’s range is today’s high minus today’s low.

You can filter stocks by the size their range in dollars, or you can compare today’s range for a stock to its average true range.  Set the min value of today’s range to 200% to see only stocks with a range that is at least twice as broad today as on an average day. Or set the max value of today’s range to 50% to see only stocks with a range today of no more than half their average range.

These filters work from the official highs and lows for the day.  This typically does not update after the market closes.

Today’s range is meaningless before the market opens.  If you set any of these filters, you will not see any alerts in the pre-market.

More information about today’s range and the average true range: Video Help
MinTRangeP MaxTRangeP
MinRange2 MaxRange2 2 Minute Range

Intraday range says how far the stock has gone up and down in the last 2, 5, 15, 30, 60, or 120 minutes.

The range is the difference between the price of the highest print in the time frame and the price of the lowest print in the time frame.  There is no special filtering for unusual prices.  One single print can make a big change to the range.

You can filter based on the exact size of the range in dollars.  Or you can filter based on percent.  If the current stock price is $10.00, and the range for the last 30 minutes was $0.10, then you can also say that the range was 1%.

For most of these filters the time is precise to the minute.  At exactly 10:30 the 30 minute filter looks at all prints between 10:00 and 10:30.  59 seconds later the server still starts looking at 10:00 and ends at the current time.  1 second after that, at 10:31, the server looks at all prints between 10:01 and the current time.

The 2 minute versions of this filter are precise to the second.  Otherwise these filters work just like the longer term ones.

These filters work before, after, and during normal market hours.  These filters are available any time that a stock has had at least one print during the specified time frame.

More information: Video Help
MinRange2P MaxRange2P
MinRange5 MaxRange5 5 Minute Range
MinRange5P MaxRange5P
MinRange15 MaxRange15 15 Minute Range
MinRange15P MaxRange15P
MinRange30 MaxRange30 30 Minute Range
MinRange30P MaxRange30P
MinRange60 MaxRange60 60 Minute Range
MinRange60P MaxRange60P
MinRange120 MaxRange120 120 Minute Range
MinRange120P MaxRange120P
MinRange5D MaxRange5D 5 Day Range

These filters look at the trading range for the previous 5, 10 or 20 days.  These filters report the size of that range.

For example, if the lowest price for a stock last week was $10, and the highest price was $14, then the range would be $4.  You can also express this as a percent, by comparing it to the current price.

These filters always look at the last 5, 10, or 20 trading days.  The range does not count the current day’s prices.

More information about 5, 10, or 20 day range: Video Help
MinRange5DP MaxRange5DP
MinRange10D MaxRange10D 10 Day Range
MinRange10DP MaxRange10DP
MinRange20D MaxRange20D 20 Day Range
MinRange20DP MaxRange20DP
MinPCR MaxPCR Put/Call Ratio

These filters allow you to select stocks based on the number of puts and calls purchased today.  Set the minimum put/call ratio to 3 to see only stocks with at least three times as many puts as calls.  Set the maximum put/call ratio to 0.5 to see only stocks with at least twice as many calls as puts.

You can also use these filters to find optionable stocks.  If you only trade options, set the minimum put/call ratio to 0.  This will show you all stocks which have had any options activity today.  If you want to see stocks with no options or illiquid options, leave both of these filters blank.

MinPCAV MaxPCAV Options Volume

These filter stocks based on the number of option contracts traded on an average day.  This includes both puts and calls.

MinPCTV MaxPCTV Options Volume Today

These filter stocks based on the number of options traded so far today.  You can filter stocks based on the exact number of contracts they’ve traded today.  Or you can compare the number of contracts traded today to the number of contracts the same stock usually trades in an entire day.

For example, let’s say you are looking for stocks with unusually high options volume.  You set the minimum value for this filter to 200%.  Then you will only see stocks which have already traded twice as many options today as they trade on a normal day.

For another strategy, maybe you don’t care about the historical baseline.  If you are looking for a stock with decent liquidity, then you would use the other form of this filter.  You might set the minimum value to 5,000 contracts.  This would only list stocks which had traded at least 5,000 contracts so far today.

MinPCPV MaxPCPV
MinPTV MaxPTV Put Volume Today

These filter stocks based on the number of puts or calls traded so far today.  These work on the actual number of contracts, not a percentage.

Buying a call is typically a bullish move, so we draw an arrow pointing up.  Buying a put is typically a bearish move, so our icon for this points down.  Of course, for every buyer, there must have been a seller, so use these with caution.

MinCTV MaxCTV Call Volume Today
MinGUD MaxGUD Gap

These filter stocks based on the size and direction of the stock’s gap.

During the trading day, the gap is defined as the difference between the open price and the previous close price.  If a stock closes at 14.50, and opens the next trading day at 14.75, then the stock gapped up 0.25.  If another stock closes at 50.10, then opens the next day at 50.03, the stock gapped down 0.07, or it gapped up -0.07.  The official open price is the price of the first print after the trading day starts.  The exchange can correct this value, but normally the open price and the gap do not change after the first print.

In the premarket we always use the last print price instead of the open price.  This gives us a continuously improving approximation of what the gap will be.  This approximation is updated on each print until the exchange reports the official value of the opening print.

We start using this approximation of the gap shortly after the close.  For example, if last official print today is at 12.94, and the first after hours print is also at 12.94, this print will reset the gap to zero.  If the next print is 12.96, then the stock has gapped up 0.02.  For most actively traded stocks, the gap will not be reliable for the first 90 seconds after the market closes; it takes about that long for the exchange to report the last official trades of the day and transition into after market mode.  For more thinly traded stocks, the gap will change with the first after market print, whenever that happens.

There are three ways to specify the size of the gap.
  • The easiest way is to list the number of dollars ($).  If you only want to see stocks which gapped up at least 50 cents, put ".50" into the "Min Gap Up ($)" field.
  • The next option is to specify the size as a percentage (%).  If you only want to see stocks which moved down at least 2% between the close and the open, put "-2" into the "Max Gap Up (%)" field.
  • The most powerful way to set the gap filter is to use noise filtering mode (bars).  This mode scales the gap according to the stock’s volatility.  $0.10 is a large gap for some stocks, but just noise for other stocks.  If you specify a noise filtering value, you will only see you stocks which are interesting, stocks which are not acting like they usually act.  If you set the minimum gap up filter to .25 and the max gap up filter to -.25, you will see approximately 1/2 of the stocks you would have seen without the filter.  With a filter value of ±.5 you will see only about 1/3 of the stocks.  With a value of ±1.0, you will only see about 1/5.  These values will vary from day to day.  The filter value is called "bars" because a value of 1 means the average amount that a stock moves between the close of one 15 minute bar and the next.

We allow negative numbers for these filters.  If stock gapped down by 1%, we say that it gapped up -1%.  To see all stocks which gapped down by at least 2%, set the max gap up filter to -2%. To see all stocks with no gap or a small gap, set the min gap up to $-0.25 and the max gap up to $0.25.  To see all stocks with a large gap in either direction, set the min gap up to $1.00 and the max gap up to -$1.00.

Note that this is not the only definition of gap.  See the Position of Open filters for another definition.

MinGUP MaxGUP
MinGUR MaxGUR
MinPOORP MaxPOORP Position of Open

These filters compare the open for the day to the previous trading day’s range.  A stock which opens at exactly yesterday’s low will have a value of 0%.  A stock which opens at exactly yesterday’s high will have a value of 100%.

If you are looking for stocks which opened above yesterday’s high, set the min value for this filter to 100.1%.  If you are looking for stocks which opened at or below yesterday’s low, set the max value for this filter to 0%.  Note:  Some people call these cases "gapping up" and "gapping down," respectively.  We use a different definition of the term "gap," as seen in the previous filters.

You can also use these filters to find stocks which opened inside of the previous day’s range.  For example, set the min to 15% and the max to 85% to find stocks which opened completely inside the previous day’s range, nowhere near the high or low.

As another example, you can set the min to 95% and the max to 105% to find things which opened near the previous high.  Or set the min to -5% and the max to 5% to find things which opened near the previous low.  If you have trouble with negative numbers, start by entering the "near highs" example, and then use Trade-Ideas’s "flip" feature to give you the "near lows" case.

Notice that these filters are similar to the position in previous day’s range filters.  These filters compare the opening price to the previous day’s range.  Those filters compare the most recent print to the previous day’s range.  Otherwise, they are the same.

MinDec MaxDec Decimal

These advanced filters look at the decimal part of the stock price.  They are most often used to find stocks trading near a whole number price.

To use these, fill in both values with a number that is at least 0.00 and less than 1.00.  The decimal part of the stock price must be at least the Min value, and at most the Max value, or the alert will not be displayed.  Leave both values blank to ignore this filter and show all alerts, regardless of the decimal value.

Examples:
  • Whole numbers only - Set both values to 0.  You will only see alerts trading at exactly a whole number (i.e. $24.00, 25.00, 26.00, 27.00, etc.) when the alert happened.
  • Near the whole number - Set the Min value to 0.98 and the Max value to 0.02.  This will show alerts with prices like $24.98, 24.99, 25.00, 25.01, and 25.02.
  • Approaching the whole number from below - Set the Min value to 0.90 and the Max value to 0.99 on a window showing bullish alerts.  This will show stocks which are trading slightly below the whole number, and are moving up.
  • Approaching the whole number from above - Set the Min value to 0.01 and the Max value to 0.10 on a window showing bearish alerts.
MinUp1 MaxUp1 Consecutive Candles

These filters look at a standard intraday candlestick chart to see if the stock price has been moving up recently, and if so, for how long.  These filters are available for 1, 2, 5, 10, 15, and 30 minute charts.

These filters are similar to the up days filters, but the definition is slightly different.  For an intraday chart, a candle is called an “up candle” if the high of the candle is higher than the high of the previous candle and the low of this candle is higher than the low of the previous candle.  If a candle has a lower high than the previous candle, and a lower low than the previous candle, then we call it a “down candle.”

These filters only look at complete candles.  At 12:07 we look at the 5 minute candle that started at 12:00 and ended at 12:05.  We work backwards from there to see how many consecutive up candles we can find before we find a candle which is not an up candle.  We completely ignore the candle which started at 12:05 and will end at 12:10.  We will start looking at that candle at 12:10.

We use negative numbers to represent down candles.  If you set the max value to -2, then this filter will look for stocks where the last two candles were both down candles.  0 means that the most recent candle was neither an up candle nor a down candle.

As with all of our analysis of traditional candlesticks, we only update these filters during market hours.  And if a stock has an empty candle, we don’t look any past that candle.

MinUp2 MaxUp2
MinUp5 MaxUp5
MinUp10 MaxUp10
MinUp15 MaxUp15
MinUp30 MaxUp30
MinUp60 MaxUp60
MinUp MaxUp Consecutive Days

These filter stocks based on the number of days in a row the stock has closed up for the day.  This analysis is based completely on the closing price of the stock on a daily chart.  This always starts with the close of the previous trading day, and works backwards from there.  Negative numbers represent down days.

  • A stock closed yesterday afternoon at $10.00.  It closed at 9.90 the day before.  It closed at 9.80 the day before that.  The preceding day it closed at 9.95.  This stock has 2 up days.
  • A different stock closed yesterday afternoon at $20.00.  It closed at 20.10 the day before.  It closed at 20.00 the previous day.  This stock has 1 down day, or -1 up days.
  • A third stock closed yesterday and the day before at $30.00  This stock has 0 up days.
The user can fill in either or both of these values.  Examples:
  • Set Min Up Days to 3 to see only stocks which traded up for the previous three days, possibly more.  This will only show stocks with a strong up trend.
  • Set Max Up Days to -4 to see only stocks which traded down for the previous four days, possibly more.  This will only show stocks with a strong down trend.
  • Set Min Up Days and Max Up Days both to 2 to see only stocks which have traded up for exactly 2 days.  This is useful for many trading strategies.
More information about up days and down days: Video Help

Relevant scans:  6 or More Up Days, 5 Consecutive Up Days, 4 Consecutive Up Days, 3 Consecutive Up Days, 2 Consecutive Up Days, 1 Consecutive Up Day, 1 Consecutive Down Day, 2 Consecutive Down Days, 3 Consecutive Down Days, 4 Consecutive Down Days, 5 Consecutive Down Days, 6 or More Down Days.

MinDUp1 MaxDUp1 Change 1 Minute

These filters select stocks based on how much they have moved in the last minute.  For example you can set the minimum move to $0.50 to see only stocks which have gone up at least 50 cents in the last minute.  Show me.  Or you can set the maximum move to -10% to see only stocks which have gone down by at least 10% over the last minute.  Show me.

Combine these to create a range.  For example, set the maximum to $0.07 and the minimum to $-0.07 to see only stocks which have moved less than 7 cents in either direction in the last minute.  Show me.  This will find stocks which are easier to trade because they are temporarily consolidating.  This can help reduce slippage.

These filters work before, during, and after regular trading hours.

MinPUp1 MaxPUp1
MinDUp2 MaxDUp2 Change 2 Minute

These are similar to the filters above, except these look at the price movement over the last 2 minutes, 5 minutes, 10 minutes, 15 minutes, 30 minutes, 1 hour, or 2 hours.

More information: Video Help
MinPUp2 MaxPUp2
MinDUp5 MaxDUp5 Change 5 Minute
MinPUp5 MaxPUp5
MinDUp10 MaxDUp10 Change 10 Minute
MinPUp10 MaxPUp10
MinDUp15 MaxDUp15 Change 15 Minute
MinPUp15 MaxPUp15
MinDUp30 MaxDUp30 Change 30 Minute
MinPUp30 MaxPUp30
MinDUp60 MaxDUp60 Change 60 Minute
MinPUp60 MaxPUp60
MinDUp120 MaxDUp120 Change 120 Minute
MinPUp120 MaxPUp120
MinQqqq5 MaxQqqq5 NASDAQ Change 5 Minute

These filters describe how quickly the market as a whole is moving, and in which direction.

These filters are different from most filters, because they are not specific to any one stock.  At any given time all stocks get the same answer for these filters.

The NASDAQ Up filters track the changes in the NASDAQ 100.  The S&P Up filters track the S&P 500.  The Dow Up filters track changes in the Dow Jones Industrial Average.

These filters compare the current price of the index to the price 5, 10, 15, or 30 minutes ago.  There is also a daily version which compares the current price to the previous day’s close.  The historical price is always precise to the minute.  The current price is based on the most recent print.

Use a positive number to see a market which is moving up.  Use a negative number to see a market which is moving down.  For example, set the max to 0.05 and the min to -0.05 to see a market which is very flat.  Use a min of 0.15 to see a market which is moving up.  Use a max of -0.15 to see a market which is moving down.

These filters are all measured in percent, not dollars.  Some people use an index to watch the market.  Other people use the futures, the e-mini futures, or an ETF.  These will all have different values, but the percent change will be the same for all of them.

These filters are primarily meant for use with the OddsMaker and other forms of automated trading.  This allows you to set up multiple types of strategies in advance.  You can run some strategies when the market is going up, and others when the market is going down.

These filters are available before, after, and during regular market hours.

MinQqqq10 MaxQqqq10 NASDAQ Change 10 Minute
MinQqqq15 MaxQqqq15 NASDAQ Change 15 Minute
MinQqqq30 MaxQqqq30 NASDAQ Change 30 Minute
MinQqqqD MaxQqqqD NASDAQ Change Today
MinSpy5 MaxSpy5 S&P Change 5 Minute
MinSpy10 MaxSpy10 S&P Change 10 Minute
MinSpy15 MaxSpy15 S&P Change 15 Minute
MinSpy30 MaxSpy30 S&P Change 30 Minute
MinSpyD MaxSpyD S&P Change Today
MinDia5 MaxDia5 Dow Change 5 Minute
MinDia10 MaxDia10 Dow Change 10 Minute
MinDia15 MaxDia15 Dow Change 15 Minute
MinDia30 MaxDia30 Dow Change 30 Minute
MinDiaD MaxDiaD Dow Change Today
MinPivotR2 MaxPivotR2 Distance from Pivot R2

These compare the current price to the various pivot points.  We use the standard formulas for pivot.  These are all based on the previous day's high, low, and close:

  • Resistance 2 = Pivot + (R1 - S1)
  • Resistance 1 = 2 * Pivot - Low
  • Pivot Point = (High + Close + Low) / 3
  • Support 1 = 2 * Pivot - High
  • Support 2 = Pivot - (R1 - S1)

Examples:

  • To find stocks near their pivot point, set the min above pivot to -0.25% and the max above pivot to 0.25%.  Show me.  These stocks are right in the middle of where they traded yesterday.
  • To find stocks above their second resistance line, set the min above pivot R2 to 0.  Show me.  These are stocks which are doing extremely well compared to yesterday.
  • To find stocks between their first and second support lines, set the max above pivot S1 to 0 and the min above pivot S2 to 0.  Part 1.  Part 2.  This will show stocks which have dropped some since yesterday, but not too much.
MinPivotR1 MaxPivotR1 Distance from Pivot R1
MinPivot MaxPivot Distance from Pivot
MinPivotS1 MaxPivotS1 Distance from Pivot S1
MinPivotS2 MaxPivotS2 Distance from Pivot S2
MinVWAP MaxVWAP Distance from VWAP

These filters compare the last print price to the stock's VWAP for the day.

Examples:

  • Set the min value to 0.001 to see stocks currently trading above their VWAP.  Show me.
  • Set the max value to -0.001 to see stocks currently trading below their VWAP.  Show me.
MinFCD MaxFCD Change from the Close

These filters compare the last print price to the previous close.  Positive numbers represent stocks which are trading higher now than at the close.  Use negative numbers for stocks which are trading lower than at the close.

There are three ways to specify this value:
  • Dollars - For example set the "Min Up from the Close ($)" filter to 0.75 to see only stocks which are trading at least 75 cents above where they were at the previous close.
  • Percent - For example set the "Max Up from the Close (%)" filter to 3 to see only stocks which are trading at least 3% lower than at the previous close.
  • Bars - This is the most powerful version of the filter, because it takes the volatility of each stock into account.  Like the other versions, this starts by subtracting the stock’s previous closing price from its current price.  Then it divides this value by the average size of a bar on a 15 minute bar chart for the stock.  For example, set "Max Up from the Close (Bars)" to 1 and set "Min Up from the Close (Bars)" to -1 to see only stocks which are trading close to the where they were at the close.
These filters are related to the % up / down for the day alerts.  The filters and the alerts both compare the current price to the previous close.  However, there are some differences:
  • The alerts typically only display once for each level.  The filters always have a value.
  • The alerts only work with percentage values.
  • The alerts only report whole numbers, like 3% and 4%.  The filters allow fractions, like 3.5%.
  • The alerts only work during normal market hours.
More information about these filters: Video Help
MinFCP MaxFCP
MinFCR MaxFCR
MinFOD MaxFOD Change from the Open

These filters compare the current price to the price at the open.  These are similar to previous filters, but these work with the change from the open, where the previous ones work with the change from the close.  Also, these filters only work during normal market hours.

Notice the option to view the move as a percent of the average true range.  This is a way to find daily wide range bars as they happen.  A large minimum value for this field will find wide range bars for positive stocks.  Set the maximum value to a large negative number to find wide range bars in stocks going down today.

MinFOP MaxFOP
MinFOR MaxFOR
MinFOW MaxFOW
MinPostD MaxPostD Change Post Market

These filters say how much the stock has moved since the market closed today.  These are not meaningful until after the close.

MinPostP MaxPostP
MinFCDP MaxFCDP Change Previous Day

These filters compare the close from the previous trading day to the close from the day before that.  In short, these let you pick stocks which were up or down by a certain amount yesterday.  Use negative numbers to find stocks which were down for the day.

MinFCPP MaxFCPP
MinU5DD MaxU5DD Change in 5 Days

These filters compare the current price to the price 5, 10 or 20 days ago.  These are trading days, not calendar days.  So these filters look at changes in the last week, two weeks, and month.

The formula for the $ versions is simply the current price minus the old price.  Bigger numbers mean that the price has moved up more.  Negative numbers mean that the price has moved down.  0 means no change.

You can also filter these in %.  These use the standard percent formula:  (new value – old value) / old value * 100.

The current price is based on the last print.  There is no smoothing or averaging.  This updates before, during, and after market hours.

The old price is always based on the close.  If you are look at the Up in 5 Days filter, then you are comparing the current price to the close 6 days ago.  If you are looking at this filter at the open, then you will see the price change for exactly 5 days.  If you are looking at this filter one hour after the open, then you will see the change for 5 days and one hour.  At lunch time you will see the change for 5½ days.  At the close you will see the change for 6 days.

More information about up in 5, 10, or 20 days: Video Help
MinU5DP MaxU5DP
MinU10DD MaxU10DD Change in 10 Days
MinU10DP MaxU10DP
MinU20DD MaxU20DD Change in 20 Days
MinU20DP MaxU20DP
MinUYD MaxUYD Change in 1 Year

These filters compare the current price to the price one year ago.

The formula for the $ version is simply the current price minus the old price.  Bigger numbers mean that the price has moved up more.  Negative numbers mean that the price has moved down.  0 means no change.

This filter also works as a %.  This uses the standard percent formula:  (new value – old value) / old value * 100.

The current price is based on the last print.  There is no smoothing or averaging.  This updates before, during, and after market hours.

For example, set the maximum value to -5% to see stocks which are down at least 5% for the year.  Show me.

MinUYP MaxUYP
MinUpJan1D MaxUpJan1D Change Since January 1

These filters compare the current price to the price on January 1.

The formula for the $ version is simply the current price minus the old price.  Bigger numbers mean that the price has moved up more.  Negative numbers mean that the price has moved down.  0 means no change.

This filter also works as a %.  This uses the standard percent formula:  (new value – old value) / old value * 100.

The current price is based on the last print.  There is no smoothing or averaging.  This updates before, during, and after market hours.

MinUpJan1P MaxUpJan1P
MinBB MaxBB Standard Deviation

These filters are similar to the Min / Max Up from the Close (Bars) filters.  Both sets of filters compare the current stock price to the previous closing price.  Both sets of filters use each stock’s volatility to normalize the data.  The previous pair of filters uses our standard formula for intra-day volatility.  These filters use Bright Trading’s formula for daily volatility.

For example, set the min to -1 and the max to 1 to see only stocks which have moved less since the previous close than the stock usually moves in a day.  Or set the max to -3 and leave the min blank to see stocks which have moved down a significant amount since the close.

See the Standard deviation breakout alerts for more details on this formula.

MinR5M MaxR5M Position in 5 minute range

These filters compare the current price to the prices of the previous 5, 15, 30, and 60 minute ranges.

Time is accurate to the minute.  It's like we're always looking at one minute candles, and we're looking at the last 5, 15, 30 or 60 of them.  We don't just look at just one candle on different timeframes.  These filters include pre and post market data.

The filter is expressed as a percentage where 100% means that the stock is trading at the highest price of the time range.  0% means the stock is currently trading at the lowest price in the time range.  50% means that the last price is exactly in the middle of the previous time period’s range.

  • Set the Min Position in 5 Minute Range to 90 to show stocks that are very close to the top of the their range for the last 5 minutes.  Show me.
  • Set the Min Position in 15 Minute Range to 50 to show stocks where the price is in the top half of the range.   Show me.
  • Set the Min Position in 30 Minute Range to 75 and the Max Position in 30 Minute Range to 90 to show stocks where the price is near but not at the top of this range.  Show me.
  • Set the Min Position in 60 Minute Range to 75 to show stocks where the price is in the top quarter of this range.   Show me.
MinR15M MaxR15M Position in 15 minute range
MinR30M MaxR30M Position in 30 minute range
MinR60M MaxR60M Position in 60 minute range
MinBelowHigh MaxBelowHigh Below High

Set the max below high filter to a small number to find stocks which are currently trading close to the high of the day.  Use the min below high filter to find stocks which are not currently trading close to the high of the day.  For example, set the max below high filter to 0.07 to find stocks which are trading no more than 7 cents below the high of the day.

Use negative numbers to find stocks trading above the high of the day.  This is possible, especially after market hours.  The high of the day only includes official prints, and ignores most pre and post market activity.  For example, set the max to -0.05 to find stocks which are trading at least 5 cents above the official high of the day.

These filters are not available before the market opens.

These filters are similar to the position in range filters.  Both show how close the current price is to the high of the day.  But there are several differences.
  • The below high filters always quote the price in dollars while the position in range filters quote the price as a percentage.
  • The below high filters use 0 for the high of the day.  The position in range filters use 100.
  • In the below high filters, a higher number corresponds to lower stock price.  In the position in range filters, a higher number corresponds to a higher stock price.
MinAboveLow MaxAboveLow Above Low

Set the max above low filter to a small number to find stocks which are current trading close to the low of the day.  Use the min below high filter to find stocks which are not currently trading close to the low of the day.  For example, set the max above low filter to 0.08 to find stocks which are trading no more than 8 cents above the low of the day.

Use negative numbers to find stocks trading below the low of the day.  This is possible, especially after market hours.  The low of the day only includes official prints, and ignores most pre and post market activity.  For example, set the max to -0.10 to find stocks which are trading at least 10 cents below the official low of the day.

These filters are not available before the market opens.

These filters are similar to the position in range filters.  Both show how close the current price is to the low of the day.  The difference is that these filters are measured in dollars while the position in range filters are measured in percent.

MinBelowHighPre MaxBelowHighPre Below Pre-Market High

Set the max below pre-market high filter to a small number to find stocks which are currently trading close to the high of the day.  Use the min below high filter to find stocks which are not currently trading close to the pre-market high of the day.  For example, set the max below pre-market high filter to 0.07 to find stocks which are trading no more than 7 cents below the pre-market high of the day.

Use negative numbers to find stocks trading above the pre-market high of the day.  For example, set the max to -0.05 to find stocks which are trading at least 5 cents above the pre-market high of the day.

These filters are available before the market is open, while the market is open and during the post market session.

These filters are similar to the position in range filters but there are several differences. 
  • The below pre-market high filters always quote the price in dollars while the position in range filters quote the price as a percentage.
  • The below high filters use 0 for the high of the day.  The position in range filters use 100.
  • In the below high filters, a higher number corresponds to lower stock price.  In the position in range filters, a higher number corresponds to a higher stock price.
MinAboveLowPre MaxAboveLowPre Above Pre-Market Low

Set the max above pre-market low filter to a small number to find stocks which are current trading close to the pre-market low of the day.  Use the min below pre-market high filter to find stocks which are not currently trading close to the low of the day.  For example, set the max above pre-market low filter to 0.08 to find stocks which are trading no more than 8 cents above the low of the day.

Use negative numbers to find stocks trading below the pre-market low of the day.  For example, set the max to -0.10 to find stocks which are trading at least 10 cents below the pre-market low of the day.

These filters are available before the market is open, while the market is open and during the post market session.

These filters are similar to the position in range filters.  The difference is that these filters are measured in dollars while the position in range filters are measured in percent.

MinRD MaxRD Position in Range

These filters compare the price of the last print to the high and the low for the day.  This is expressed as a percentage.  100 means the last print was at the high for the day, 0 means the last print was the low.  50 means that the last print was half way between the high and the low.

Normally the daily high and low only update during normal market hours.  This is determined by the exchanges.  Before the market is open, this filter is not available.  If you want to see any alerts before the market opens, do not fill in a value for either of these filters.

These filters are available after market hours, even though the high and the low do not update.  It is possible for the value to be above 100% or below 0% if the price continues to go up or down after the close.  It is also possible to see these values during market hours, although that is far less common.  The best way to see stocks trading on highs is to set the minimum filter to 100 and leave the maximum filter blank.

More information about position in range: Video Help
MinRPD MaxRPD Position in Previous Day's Range

These filters compare the price of the last print to the high and the low for the previous trading day.  0 means that the last print was at the same price as the previous low.  100 means that the price of the last price was the same as the previous day’s high.  50 means that the last price was exactly in the middle of the previous day’s trading range.  This number can be below 0 or above 100 when the last print is below the previous day’s low or above the previous day’s high.

More information about position in previous day's range: Video Help
MinRPM MaxRPM Position in Pre-Market Range

These filters compare the price of the last print to the pre-market high and the pre-market low for the previous trading day.  This is expressed as a percentage.  100 means the last print was at the pre-market high for the day, 0 means the last print was the pre-market low.  50 means that the last print was half way between the pre-market high and the premarket low.

This filter is available before the market is open, while the market is open and during the post market session.

It is possible for the value to be above 100% or below 0% if the price continues to go up or down after the pre-market session. The best way to see stocks trading above their pre-market highs is to set the minimum filter to 100 and leave the maximum filter blank.

More information about position in range: Video Help
MinR5D MaxR5D Position in 5 Day Range

These filters compare the current price to the prices of the previous 5, 10, or 20 trading days.

These use the same scale as the other position in range filters.  0% means that the stock is currently trading at the lowest price that it has traded in the previous week, two weeks, or month.  100% means that the stock is trading at the highest price of that time frame.

These filters are similar to the Position in Previous Day’s range filter, because they do not look at today’s data when they calculate the range.  If the current stock price is $10, and the highest price in the previous 20 days was $9, then the value of this filter will be above 100%.  If the current price is less than the lowest price of the last 20 days, then this filter will have a negative value.

The current price is based on the last print.  There is no smoothing or averaging.  These filters update before, during, and after market hours.

More information about position in 5, 10, or 20 day range: Video Help
MinR10D MaxR10D Position in 10 Day Range
MinR20D MaxR20D Position in 20 Day Range
MinRY MaxRY Position in Year Range

These filters compare the price of the last print to the high and the low for the year.  This range is fixed at yesterday’s close.  0 means that the price of the last print matches the lowest price of the year.  100 means that the price of the last print matches the highs price of the year.

Some exchanges provide this information as the 52 week high and the 52 week low.

More information about position in year range: Video Help
MinR2Y MaxR2Y Position in 2 Year Range

These filters compare the price of the last print to the high and the low for the last two years.  This range is fixed at yesterday’s close.  0 means that the price of the last print matches the lowest price of the last two years.  100 means that the price of the last print matches the highs price of the last two years.

More information about position in two year range: Video Help
MinRL MaxRL Position in Lifetime Range

These filters compare the current price of the stock to the stock’s history.  This range is fixed at yesterday’s close.  The range goes back 10 years or the lifetime of the stock.

Select a minimum position of 100 to see stocks which are trading higher now than any time in the previous 10 years.  Select a minimum position of 95 and a maximum position of 100 to see stocks trading near that level.  Select a maximum position of 0 to see only stocks trading for less than any time in the last 10 years.

More information about position in lifetime range: Video Help
MinRSI1 MaxRSI1 1 Minute RSI

These filters refer to Wilder’s Relative Strength Index (RSI), using the standard value of 14 periods.  The server recomputes this value every 1, 2, 5, 15, or 60 minutes, at the same time as new bars or candlesticks would appear on a 1, 2, 5, 15, or 60 minute stock chart.

These filters do not use pre- or post-market data. 

Examples:

  • Set the min 5 minute RSI to 70 to find stocks which are overbought on the 5 minute time frame.  Show me.
  • Set the max 15 minute RSI to 30 to find stocks which are oversold on the 15 minute time frame.  Show me.
  • Set the min 1 minute RSI to 30 and the max to 70 to find stocks which are neither overbought nor oversold on a 1 minute time frame. Show me.
  • Set the min 2 minute RSI to 70 and the max to 30 to find stocks which are overbought and also to find stocks that are oversold. Show me.
MinRSI2 MaxRSI2 2 Minute RSI
MinRSI5 MaxRSI5 5 Minute RSI
MinRSI15 MaxRSI15 15 Minute RSI
MinRSI60 MaxRSI60 60 Minute RSI
MinDRSI MaxDRSI Daily RSI

These filters refer to Wilder’s Relative Strength Index (RSI), using the standard value of 14 periods.  The server recomputes this value every night, after the close.

These filters are only available for stocks with sufficient history; if we do not have at least 14 days of history, the server will not report an RSI for that stock.  Available historical information of up to one year is factored into the RSI using Wilder’s Smoothing.

Examples:

  • Set the min daily RSI to 70 and the max RSI to 30 to see stocks which are either overbought or oversold.  Show me.
  • Set the min daily RSI to 30 and the max RSI to 70 to see stocks which are neither overbought nor oversold.  Show me.
MinBoll5 MaxBoll5 Position in Bollinger Bands (5 Minute)

These filters compare the price of the last print to the 20 period Bollinger Bands.  This corresponds to the "%b" formula found at http://www.bollingerbands.com/.  0 means that the last print touches the lower Bollinger Band, 100 means the last print touches the upper Bollinger Band.  Values can be can be higher, lower, or in between 0 and 100.

These filters are similar to the three pairs of position in range filters above.  The difference is that these filters use statistical analysis to determine the top and bottom of the ranges.  The previous filters use an absolute high and low, possibly only two prints, to set the range.

Relevant scans:  Near Bollinger Bands.

MinBoll15 MaxBoll15 Position in Bollinger Bands (15 Minute)
MinBoll60 MaxBoll60 Position in Bollinger Bands (60 Minute)
MinBoll MaxBoll Position in Bollinger Bands (Daily)
MinRC MaxRC Range Contraction

Range contraction refers to a stock pattern where a stock’s trading range gets smaller every day.  A stock’s trading range is the difference between the high for the day and the low for the same day.  If a stock’s trading range yesterday was smaller than its range the day before yesterday, we said the stock had a range contraction.  If the day before yesterday’s range was smaller than the range of the day before that, then the stock had a range contraction for two consecutive days.  Set the min range contraction filter to 2 to see stocks like the one we just described.

Range explosion refers to the opposite pattern.  These are stocks with a range that has grown larger each consecutive day.  Use negative numbers to find these patterns.  Set the max range contraction to -3 to find stocks which have had a range explosion for at least three consecutive days.

These filters always start with yesterday’s trading and work backwards.  Use other filters and alerts to see what the stock is doing today.  For example use the Daily highs resistance and Daily lows support alerts, with these filters, to find stock which were in a range contraction pattern but are breaking out.

Relevant scans:  Range Contraction, Range Explosion.

MinLR130 MaxLR130 Linear Regression Divergence

This filter tells you how well or poorly each stock’s price matches a straight line.  0 represents a stock moving up or down in a perfectly straight line.  1 represents a stock which does not move in a linear pattern at all.  This filter describes a stock’s price over the previous 8 trading days.

A stock with a low value is sometimes called a "bunny."  This means that the stock has picked a direction and now keeps going and going.

MinADX MaxADX Average Directional Index

These filters look at the Average Directional Index, or ADX, for a stock.  These look at a daily chart and use a 14 period smoothing factor.

The ADX is traditionally used to determine if a stock is trending or not. Values less than 25 indicate a sideways or choppy motion.  Values between 30 and 50 typically indicate a strong trend.  Values can be anywhere between 0 and 100, but very large values are unusual, and they denote stocks doing very unusual things.

Relevant scans:  Stocks Moving Sideways (ADX), Strong Stock Trend (ADX).

MinPDIMDI MaxPDIMDI Directional Indicator

These filters let you pick a stocks based on the Directional Indicator (DI) formula.

If the +DI is above the -DI, the common interpretation is that the stock is going up.  To find stocks like that, set the minimum value for this filter to 0.  If the -DI is above the +DI, that is a sign of a downward trend.  To find stocks like that, set the maximum value for this filter to 0.

The exact formula for this filter is (+DI) - (-DI).  You can use this to make more specific queries.  For example, set the min value to 10 to find stocks where +DI is noticibly higher than -DI.  Or set the max value to -10 to find stocks that are going down more than a little.  This filter can be anywhere between -100 and 100.

The ADX, the +DI, and -DI are often used together, as in these examples.  The ADX confirms that there is a trend, and the +DI and -DI show the direction of the trend.  Relevant scans:  Stocks Trending Up Stocks Trending Down

MinMA200P MaxMA200P Change from 200 Day SMA

These filters compare the price of the last print for a stock to the average closing price of that stock for the previous 200, 50, or 20 trading days.  A positive number means that the current price is above the moving average.  A negative number means that the current price is below the moving average.

There are two different ways to scale the result.  You can look at the difference as a percentage (%) or you can look at it in terms of volatility (Bars).  There is no option to look at this in dollars, because that value would vary too much from one stock to another.

The formula for % is simple.  (Percent Change) = ((Last Price) - (SMA)) / (SMA) * 100.  This is a common way people look at the simple moving average when they are only looking at numbers.

The exact formula for volatility is more complicated, but most traders are already familiar with the idea of volatility.  If you look at a chart showing the stock’s price and its SMA, that implicitly includes volatility.  What does it mean if the difference between the two lines is half an inch?  What does it mean if you look at two different stocks, and each one has its stock price half an inch above its SMA?  These look the same, so you would probably treat them the same.  The first stock could easily be trading $5 above its SMA while the second is trading $1 above its SMA.  The first stock could easily be trading 20% above its SMA while the second is trading 10% above its SMA.  These two stocks are related, though, because each condition is just as unusual, just as interesting.  If another chart shows a different stock which is trading an inch above its SMA, that stock is more interesting.

Volatility is a way of formalizing what we see on a chart.  The volatility of a stock is, roughly, the average amount that the stock moves between the close of one 15 minute bar, and the close of the next bar.  See our stock screener for the exact volatility of any specific stock.  The formula for this filter is (Volatility Weighted Change) = ((Last Price) - (SMA)) / (Volatility).  

The stock screener includes several specific scans related to these filters.  The winners and losers by % show the extreme cases that you would find using the percent version of these filters.  The winners and losers by volatility show the extreme cases that you would find using the volatility version of these filters.  Look at the details of specific stocks in these scans to find good values to use in these filters.

Relevant scans:  200-Day Winners by %, 200-Day Winners by Volatility, 50-Day Winners by %, 50-Day Winners by Volatility, 20-Day Winners by %, 20-Day Winners by Volatility, 200-Day Losers by %, 200-Day Losers by Volatility, 50-Day Losers by %, 50-Day Losers by Volatility, 20-Day Losers by %, 20-Day Losers by Volatility.

MinMA200R MaxMA200R
MinMA50P MaxMA50P Change from 50 Day SMA
MinMA50R MaxMA50R
MinMA20P MaxMA20P Change from 20 Day SMA
MinMA20R MaxMA20R
MinMA8P MaxMA8P Change from 8 Day SMA
MinMA8R MaxMA8R
Min2SmaLa5 Max2SmaLa5 Change from 5 Period SMA (2m)

These filters compare the price of the last print for a stock to that of the 5 period simple moving average.  These SMA’s are determined on 2, 5 and 15 minute time-frames.

A positive number means that the current price is above the moving average.  A negative number means the current price is below the moving average.

The values entered for these filters are percentage (%).  The formula is (Percent Change) = ((Last Price) - (SMA)) / (SMA) * 100.

The distance from the 8 period SMA is often used to determine the size of a short term trend when it starts.

Min5SmaLa5 Max5SmaLa5 Change from 5 Period SMA (5m)
Min15SmaLa5 Max15SmaLa5 Change from 5 Period SMA (15m)
Min2SmaLa8 Max2SmaLa8 Change from 8 Period SMA (2m)

These filters compare the price of the last print for a stock to that of the 8 period simple moving average.  These SMA’s are determined on 2, 5, 15, 60 minute time-frames.

A positive number means that the current price is above the moving average.  A negative number means the current price is below the moving average.

The values entered for these filters are percentage (%).  The formula is (Percent Change) = ((Last Price) - (SMA)) / (SMA) * 100.

The distance from the 8 period SMA is often used to determine the size of a short term trend when it starts.

Min5SmaLa8 Max5SmaLa8 Change from 8 Period SMA (5m)
Min15SmaLa8 Max15SmaLa8 Change from 8 Period SMA (15m)
Min60SmaLa8 Max60SmaLa8 Change from 8 Period SMA (60m)
Min2SmaLa20 Max2SmaLa20 Change from 20 Period SMA (2m)

These filters compare the price of the last print for a stock to that of the 20 period simple moving average.  These SMA’s are determined on 2, 5, 15 and 60 minute time-frames.

A positive number means that the current price is above the moving average.  A negative number means the current price is below the moving average.

The values entered for these filters are percentage (%).  The formula is (Percent Change) = ((Last Price) - (SMA)) / (SMA) * 100.

The distance above the 20 period SMA is often used to determine the potential for longer trends.

Min5SmaLa20 Max5SmaLa20 Change from 20 Period SMA (5m)
Min15SmaLa20 Max15SmaLa20 Change from 20 Period SMA (15m)
Min60SmaLa20 Max60SmaLa20 Change from 20 Period SMA (60m)
Min15SmaLa130 Max15SmaLa130 Change from 130 Period SMA (15m)

This filter compares the price of the last print for a stock to that of the 130 period simple moving average. This SMA is determined on a 15 minute time-frame.

A positive number means that the current price is above the moving average. A negative number means the current price is below the moving average.

The values entered for these filters are percentage (%). The formula is (Percent Change) = ((Last Price) - (SMA)) / (SMA) * 100.

Min2SmaLa200 Max2SmaLa200 Change from 200 Period SMA (2m)

These filters compare the price of the last print for a stock to that of the 200 period simple moving average.  These SMA’s are determined on 2, 5, 15 and 60 minute time-frames.

The distance above the 200 period SMA shows how well a stock is following a long term trend.

Min5SmaLa200 Max5SmaLa200 Change from 200 Period SMA (5m)
Min15SmaLa200 Max15SmaLa200 Change from 200 Period SMA (15m)
Min60SmaLa200 Max60SmaLa200 Change from 200 Period SMA (60m)
Min2Sma8a20 Max2Sma8a20 8 vs. 20 Period SMA (2m)

These filters measure the distance between the 8 period and 20 period SMA’s.  This analysis is based on 2, 5, 15 and 60 minute time periods.  The number is always expressed as a percent.

A positive number means that the 8 period SMA is above the 20 period SMA.  A negative number means the 20 is above the 8.

The distance between the 8 period SMA and the 20 period SMA is used as a confirmation signal in many trading strategies.  This can show that a stock is gaining momentum.

Min5Sma8a20 Max5Sma8a20 8 vs. 20 Period SMA (5m)
Min15Sma8a20 Max15Sma8a20 8 vs. 20 Period SMA (15m)
Min60Sma8a20 Max60Sma8a20 8 vs. 20 Period SMA (60m)
Min2Sma20a200 Max2Sma20a200 20 vs. 200 Period SMA (2m)

These filters measure the distance between the 20 period and 200 period SMA’s.  This analysis is based on 2, 5, 15 and 60 minute time periods.  The number is always expressed as a percent.

A positive number means that the 20 period SMA is above the 200 period SMA.  A negative number means the 200 is above the 20.

The distance between the 20 period SMA and the 200 period SMA can show that the momentum is continuing for a longer trend.

Min5Sma20a200 Max5Sma20a200 20 vs. 200 Period SMA (5m)
Min15Sma20a200 Max15Sma20a200 20 vs. 200 Period SMA (15m)
Min60Sma20a200 Max60Sma20a200 20 vs. 200 Period SMA (60m)
MinConDays MaxConDays Consolidation

These filters look for a consolidation pattern on a daily stock chart.  These look at the daily candles for the previous 40 trading days.  These do not look at today’s data.

You can select the minimum and/or maximum size of a stock’s consolidation pattern.  For example, set the minimum consolidation to 7 to see only strong consolidation patterns.  Or set the maximum consolidation to 3 to see only stocks which have not had any significant consolidation.  The longest consolidation we can report is 40 days.  However, these very high numbers mostly report strange and unusual cases.  If you are looking at consolidations, you may want to set your maximum to 25 days or lower to see more ordinary patterns.

To find consolidations on an intra-day basis, look at the Consolidation, Channel breakout, and Channel breakdown alerts, described above.

More information about consolidation: Size of Consolidation

Relevant scans:  4 Day Consolidation, 5 Day Consolidation, 6 Day Consolidation, 7 Day Consolidation, Longer Consolidation.

MinRCon MaxRCon Position in Consolidation

These filters compare each stock’s current price to a recent consolidation pattern.  These filters are based on the same 40 day chart and the same chart pattern as the previous filters.

Set the minimum position in consolidation to 0 and the maximum to 100 to see stocks which have been consolidating, and are still trading in the same range today.  Set the minimum to 100.01 to see only stocks which were consolidating, but have broken out of that range.  Set the minimum to 0 and maximum of 15 to see stocks which have not broken out of their consolidation pattern yet, but are trading in the bottom 15% of the consolidation pattern.

If you fill in a value for either of these filters, you will only see stocks which have a consolidation pattern on a daily chart.

More information about position in consolidation: Position in Consolidation
MinSmartStopD MaxSmartStopD Smart Stop

The Smart Stop is a proprietary risk management filter created by Trade-Ideas.  It helps traders identify a custom stop loss exit point for trades made at the time the alert was triggered.  This exit point is unique to each symbol based on the stock’s volatility, relative volume and daily range.

MinSmartStopP MaxSmartStopP
MinSCR MaxSCR Stock Composite Rating

The SCoRE (Stock Composite Rating) is a proprietary formula that measures a stock's technical and fundamental strength.  We use over 15 metrics, mostly technical but with important fundamental data points, to measure each SCoRe.  A stock can have a SCoRe between 30 to 100.  Unlike the other rating systems, the SCoRe is dynamic, and will change in real-time during live market hours.

MinMCap MaxMCap Market Cap

This is the total value of a company’s stock, calculated by multiplying the number of outstanding shares by the current market price of a share.

Companies with less than $1 billion of market capitalization are generally regarded as small cap companies.  Large cap companies usually have at least $8 billion of market cap.  Market Cap is also called "market capitalization" or just "capitalization."  The formula for determining the market capitalization is the following:  Current Stock Price x Shares Outstanding = Market Capitalization.

MinShOut MaxShOut Shares Outstanding

Outstanding shares is the number of shares that are currently owned by all investors.  It includes restricted shares (shares owned by officers and insiders of the company) as well as shares held by the public.  Shares that the company has repurchased or retired are not considered outstanding stock.

MinDTC MaxDTC Days to Cover

Days to cover is the stock’s short interest divided by its average daily volume.  This gives an idea of how many short sellers there are, compared to the typical activity of this stock.  A higher number means that the market has a bearish sentiment about this stock.  A lower number is more bullish.

MinShortG MaxShortG Short Growth

The short growth is a percentage that compares the current number of shares short to the number of shares short the prior month.

MinSFloat MaxSFloat Short Float

The short float is the percentage of shares short in relation to the total number of number of shares that make up a stock’s float.

MinFloat MaxFloat Float

Float is the total number of shares available for trading.  Float is calculated by subtracting closely-held shares (restricted) from the total number of outstanding shares.

MinInsider MaxInsider Held by Insiders

Insider ownership of a stock is expressed as a percentage of the company's outstanding shares owned by insiders.  An "insider" is defined as a corporate officer, director, or any institutional investors who own at least 10% of the company's outstanding shares.

MinInstitution MaxInstitution Held by Institutions

Institutional ownership is the total number of shares owned by institutions divided by the total shares outstanding.  Institutions are defined as financial organizations, pension funds or endowments.  Large institutions who may have a large stake in the company can influence management.

MinCash MaxCash Cash

Cash is the total cash and short-term investments on the balance sheet as of the most recent quarter.

MinAssets MaxAssets Current Assets

A balance sheet account that represents the value of all assets that are reasonably expected to be converted into cash within one year in the normal course of business.

From an accounting perspective, assets are divided into the following categories:
  • current assets - cash, accounts receivable, inventory, marketable securities, prepaid expenses and other liquid assets that can be readily converted to cash
  • long-term assets - real estate, plant, equipment, etc.
  • prepaid and deferred assets - expenditures for future costs such as insurance, rent, interest, etc.
  • intangible assets - trademarks, patents, copyrights, goodwill, etc.
MinDebt MaxDebt Current Debt

Debt refers to money borrowed.  Current debt is the money, goods or services that the company is currently obliged to repay to its creditors.  This is borrowed capital and represents a liability on a company’s balance sheet which equals the sum of all money owed by a company and due within one year.  This is also called payables or current liabilities.

MinCashDebt MaxCashDebt Cash / Debt Ratio

This filter is a ratio of Cash to Debt. The formula is: Cash / Debt.

A larger value typically means that the company is stronger.  A smaller value means that the company is more leveraged.

MinIncome MaxIncome Income

Net income represents the amount of money remaining after all costs, depreciation, interest, taxes, and other expenses have been deducted from a company’s total sales.  Net income is also referred to as the bottom line, net profit, or net earnings.  This filter is based on the income from the most recent fiscal year.  The formula for net income is as follows:  Total Revenues - Total Expenses = Net Income.

MinIncomeDebt MaxIncomeDebt Income / Debt Ratio

This filter is a ratio of Income to Debt. The formula is: Income / Debt.

A larger value typically means that the company is stronger.  A smaller value means that the company is more leveraged.

MinRevenue MaxRevenue Revenue

Revenue is the total amount of money a company takes in before any expenses.

MinQRevG MaxQRevG Quarterly Revenue Growth

Quarterly Revenue Growth is a growth percentage that is calculated using year over year data comparing the current revenue to that of 12 months ago.

MinValue MaxValue Enterprise Value

Enterprise Value is a measure of theoretical takeover price, and is useful in comparisons against income statement line items above the interest expense/income lines such as revenue and EBITDA.

The formula for Enterprise Value is:  Market Cap + Total Debt - Total Cash & Short Term Investments

MinValueMCap MaxValueMCap Enterprise Value / Market Cap Ratio

This filter is a ratio of Enterprise Value to Market Cap. The formula is: Enterprise Value / Market Cap.

A smaller value typically means that the company is stronger.  A larger value means that the company is more leveraged.

MinEPS MaxEPS EPS

The term earnings per share (EPS) represents the portion of a company’s earnings, net of taxes and preferred stock dividends, that is allocated to each share of common stock.  The figure is calculated by dividing annual net income earned by the total number of shares outstanding during that period.  The formula for EPS is the following:  Net Income / Number of Shares Outstanding = EPS.

Values entered into this Window Specific Filter needs to be entered in price per share.

MinEstAEPSG MaxEstAEPSG Estimated Annual EPS Growth

The Estimated Annual EPS Growth is a ratio looking for an earnings per share growth, comparing the current quarterly data to that of 12 months ago.

The formula is:  (current EPS estimate - year ago actual EPS) / current EPS estimate.

MinEstQEPSG MaxEstQEPSG Estimated Quarterly EPS Growth

The Estimated Quarterly EPS Growth is a ratio looking for an earnings per share growth, comparing the current quarterly data to the previous quarterly data.

The formula is:  (current EPS estimate - last quarter actual EPS) / current EPS estimate.

MinQEarnG MaxQEarnG Quarterly Earnings Growth

Quarterly Earnings Growth is a growth percentage that is calculated using year over year data comparing the current earnings to that of 12 months ago.

MinPERatio MaxPERatio Price / Earnings Ratio

The P/E ratio is the price/earnings ratio.  This is also referred to as an earnings multiple.  It is a core measure of a company’s stock price in relation to its earnings.  A firm’s P/E ratio is calculated using the following formula:  Stock Price / Earnings Per Share = P/E Ratio.

MinPEG MaxPEG PEG Ratio

The PEG ratio (price/earnings to growth ratio) is a valuation metric for determining the relative trade-off between the price of a stock, the earnings generated per share (EPS), and the company's expected growth.  It is a forward-looking measure rather than typical earnings growth measures, which look back in time (historical).  It is used to measure a stock's valuation against its projected 5-year growth rate.

MinEarningD MaxEarningD Earnings Date

How long (in days) until the next earnings report.  0 means midnight this morning.  1 means midnight tonight / tomorrow morning.  We do not count weekends, so -10 means 2 weeks ago.

Examples:
  • Earnings reporting sometime today:  Min=0  Max=1  Show me.
  • Earnings reporting tomorrow:  Min=1  Max=2  Show me.
  • Earnings reported yesterday:  Min=-1  Max=0  Show me.
  • Earnings reporting this week:  Min=0  Max=5  Show me.
  • Earnings reporting next week:  Min=5  Max=10  Show me.
  • Earnings reported last week:  Min=-5  Max=0  Show me.
More information about earnings date: Earnings Date Filter
MinDividend MaxDividend Dividend

Dividends represent a distribution of corporate earnings to company shareholders.  Each organization’s board of directors determines the dividend amount that the firm will pay out.  Most cash dividends are paid on a quarterly basis.  This dividend value represents the last dividend paid out.

This filter shows the most recent dividend and is listed in dollars per share.

MinBeta MaxBeta Beta

Beta is a measure of the volatility of a given stock relative to the overall market, usually the S&P 500.  Beta describes the sensitivity of an instrument to broad market movements.  A beta above 1 is more volatile than the overall market, while a beta below 1 is less volatile.  Securities with betas of zero generally move independently of the overall market.  And finally, stocks with negative betas tend to move in the opposite direction relative to the broader market.  When the S&P tumbles, stocks with negative betas will move higher, and vice versa.

  • A beta of 2.50 represents stock price movement that is 150% more volatile than the S&P 500 Index.
  • A beta of 1.00 represents stock price movement that has the same volatility as the S&P 500 Index.
  • A beta of 0.50 represents stock price movement that is half as volatile as the S&P 500 Index.
  • A beta of -0.50 represents stock price movement that is half as volatile of the S&P 500 Index, but the stock price tends to move in the opposite direction.
MinTime MaxTime Time of Day

This represents the time of day in a format that it easy to use in a filter.  This is the number of minutes after the open.

  • 0 means exactly the open.
  • 1 means one minute after the open.
  • 60 means one hour after the open.
  • 0.1 means six seconds after the open.
  • -1 means one minute before the open.
MinCount MaxCount Count

These filter the alerts based on the value of the count column.

The count tells how many alerts like this the server has reported.  The count is reset at midnight.  There is a separate count for each alert type for each symbol.  The users' filters do not affect the count.

More information about the count: Video Help for # / Count
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