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General Filters

Exchange

Filters companies based on their stock exchange, including those listed on the National Association of Securities Dealers Automated Quotation (NASDAQ), New York Stock Exchange (NYSE), American Stock Exchange (AMEX), and Chicago Board Options Exchange (CBOE).

Short name: EXC; Operators: =;

Market Capitalization

Filters companies by their market capitalization, calculated by multiplying shares outstanding by the latest price.

Short name: mCap; Operators: =;

Initial Public Offering

Filters companies by their IP0 date.

Short name: ipoDate; Operators: =;

Price

Filters stocks by closing price.

Short name: price; Operators: =, <, >

Index

Filters stocks based on their membership in major market indices, such as the S&P 500, Dow Jones Industrial Average, Russell 2000, or NASDAQ 100.

Short name: IND; Operators: =;

Sector

Filters stocks based on their sector classification, which is determined according to the GSIC (Global Standard Industry Classification).

Shart name: sector; Operators: =;

Industry

Filters stocks based on their industry classification, which is determined according to the GSIC (Global Standard Industry Classification).

Shart name: industry; Operators: =;

Country

Filters stocks based on their country of origin.

Shart name: country; Operators: =;

Volume

Filters stocks based on their daily trading volume from market open to close. This does not include trading volume from before or after-hours sessions.

Short name: vol; Operators: <, >;

Dollar Volume

Filters stocks based on their daily dollar volume from market open to close, calculated as VWAP multiplied by volume. This does not include trading volume from before or after-hours sessions.

Short name: dolVol; Operators: <, >;

Average Volume

Filters stocks based on their average trading volume, calculated over the last 20 periods or days.

Short name: avgVol; Operators: <, >;

Relative Volume

Filters stocks based on their relative volume, calculated as the ratio of the current volume to the average volume.

Short name: rVol; Operators: <, >;

Dense Volume

Filters stocks based on their dense volume, calculated as the ratio of the 40-day average volume to the 252-day average volume.

Short name: denseVol; Operators: <, >;

Shares Outstanding

Filters stocks based on the number of shares outstanding.

Short name: sOut; Operators: <, >;

Change ($)

Filters stocks based on the absolute price change from the previous day's close.

Short name: absChange; Operators: <, >;

Change (%)

Filters stocks based on the relative price change from the previous day's close.

Short name: relChange; Operators: <, >;

Technical Filters

Average Daily Range - ADR (%)

Filters stocks based on the average daily range as a percentage, calculated over the last 20 periods. This metric reflects the average volatility of the stock on a daily basis.

Short name: relAdr; Operators: <, >;

Average Daily Range - ADR ($)

Filters stocks based on the average daily range in absolute units, calculated over the last 20 periods. This metric reflects the average volatility of the stock on a daily basis, expressed as the average difference between the high and low prices.

Short name: absAdr; Operators: <, >;

Average True Range - ATR (%)

Filters stocks based on the average true range as a percentage, calculated over the last 20 periods. This metric reflects the average volatility of the stock on a daily basis.

Short name: relAtr; Operators: <, >;

Average True Range - ATR ($)

Filters stocks based on the average true range in absolute units, calculated over the last 20 periods. This metric reflects the average volatility of the stock on a daily basis.

Short name: absAtr; Operators: <, >;

Open Change (%)

Filters stocks based on their relative price change from the market open to the current price. This metric shows the percentage change since the market opened.

Short name: relChangeFromOpen; Operators: <, >;

Gap (%)

Filters stocks based on the relative change from the previous day's close price to today's open price. This metric highlights the percentage difference between these two prices.

Short name: relChangeFromOpen; Operators: <, >;

Relative Strength Index - RSI

Filters stocks based on their RSI value, a momentum indicator that measures oversold and overbought levels. The RSI is calculated over a 14-period timeframe using an exponential moving average to smooth out the gains and losses.

Short name: rsi; Operators: <, >;

Volume Weighted Average Price - VWAP

Filters stocks based on their VWAP value. The VWAP is calculated by taking the cumulative sum of the product of price and volume, divided by the cumulative sum of volume, throughout the trading day. This metric provides a measure of the average price a stock has traded at throughout the day, weighted by volume.

Short name: vwap; Operators: <, >;

Simple Moving Average 10 - SMA10

Filters stocks based on the simple moving average, calculated as the arithmetic mean of the closing prices over the last 10 periods.

Short name: sma10; Operators: <, >

Simple Moving Average 20 - SMA20

Filters stocks based on the simple moving average, calculated as the arithmetic mean of the closing prices over the last 20 periods.

Short name: sma20; Operators: <, >

Simple Moving Average 50 - SMA50

Filters stocks based on the simple moving average, calculated as the arithmetic mean of the closing prices over the last 50 periods.

Short name: sma50; Operators: <, >

Simple Moving Average 100 - SMA100

Filters stocks based on the simple moving average, calculated as the arithmetic mean of the closing prices over the last 100 periods.

Short name: sma100; Operators: <, >

Simple Moving Average 200 - SMA200

Filters stocks based on the simple moving average, calculated as the arithmetic mean of the closing prices over the last 200 periods.

Short name: sma200; Operators: <, >

Convergence

Filters stocks where the high and low prices have converged over the last 3 periods, indicating potential price stability or a narrowing range.

Short name: conv; Operators: true, false;

Market Breadth

5 Day Ratio & 10 Day Ratio

These market breadth indicators calculate the number of stocks that have moved 4% up or down, considering a volume threshold of 100,000 shares or $250,000 in dollar volume. The 5 Day Ratio is the arithmetic mean over a 5-day period, while the 10 Day Ratio is the arithmetic mean over a 10-day period, reflecting broader market trends.

These two indicators can be used to understand market conditions for taking long and short swing trading positions—long positions when the 5 Day Ratio is above the 10 Day Ratio, and short positions when the 5 Day Ratio is below the 10 Day Ratio.

Up or Down 25% in a Month

This market breadth indicator tracks the number of stocks that have increased or decreased by 25% or more within a month, considering a volume threshold of 100,000 shares or $250,000 in dollar volume. It helps identify stocks with significant price movements, indicating strong market trends or volatility.

This indicator can be used to understand market conditions for taking long or short swing trading positions. It's recommended to take long positions when the number of stocks up 25% is above those down 25%, and short positions when the number of stocks down 25% is above those up 25%.

Up or Down 25% in a Quarter

This market breadth indicator tracks the number of stocks that have increased or decreased by 25% or more within a quarter, considering a volume threshold of 100,000 shares or $250,000 in dollar volume. It helps identify stocks with significant price movements, indicating strong market trends or volatility.

Up or Down 4% in a Day

This market breadth indicator calculates the number of stocks that have moved 4% up or down, considering a volume threshold of 100,000 shares or $250,000 in dollar volume.