Build a stock scan
Combine any of 50 end-of-day figures (trend, momentum, volume, range, crossovers and fundamentals) into conditions, groups of conditions, and figures compared with each other. The match list updates as you type, the rule is saved in the page's link, and every result carries its session. For the ready-made lists, see the preset scans.
Examples show what the grammar can say. None is a signal to buy or sell anything.
In words: Crossed above 200-session average within 5 sessions and Dollar volume at or above 5,000,000.
Reading the session's figures for every stock…
Every figure, defined (50)
- Close. The last session's close.
- Change, 1 session. Close against the prior close.
- Change, 5 sessions. Close against the close 5 sessions earlier.
- Change, 20 sessions. Close against the close 20 sessions earlier (about a month).
- Change, 63 sessions. Close against the close 63 sessions earlier (about a quarter).
- Change, 126 sessions. Close against the close 126 sessions earlier (about six months).
- Change, 252 sessions. Close against the close 252 sessions earlier (about a year).
- Opening gap. The last session's open against the prior close.
- 20-session average. Simple average of the last 20 closes.
- 50-session average. Simple average of the last 50 closes.
- 200-session average. Simple average of the last 200 closes.
- 20-session EMA. Exponential average of the closes, 20 sessions.
- Close vs 20-session average. How far the close sits above (+) or below (-) its 20-session average.
- Close vs 50-session average. How far the close sits above (+) or below (-) its 50-session average.
- Close vs 200-session average. How far the close sits above (+) or below (-) its 200-session average.
- Efficiency ratio, 20. Kaufman's efficiency ratio: the 20-session net move divided by the sum of the daily moves. 1 is a straight line, near 0 is chop.
- RSI (14). Wilder's relative strength index over 14 sessions, 0 to 100.
- MACD line. EMA(12) of the closes minus EMA(26).
- MACD signal. EMA(9) of the MACD line.
- MACD histogram. MACD line minus its signal.
- Relative strength, 1 year. Percentile of the 252-session change among every stock scanned: 99 means stronger than 99% of them.
- Relative strength, 1 quarter. Percentile of the 63-session change among every stock scanned.
- Volume. Shares traded in the last session.
- Average volume, 20. Mean shares traded over the 20 sessions before the last.
- Relative volume. Last session's shares over the 20-session average before it.
- Dollar volume. Close times shares, last session.
- Average dollar volume, 20. Mean of close times shares over the 20 sessions before the last.
- ATR (14), % of price. Wilder's average true range over 14 sessions, as a share of the close.
- 52-week high close. Highest close of the last 252 sessions, the last one included.
- 52-week low close. Lowest close of the last 252 sessions, the last one included.
- Position in 52-week range. Where the close sits between the 52-week low close (0) and high close (100).
- Distance from 52-week high. Close against the 52-week high close; 0 is at the high.
- Crossed above 20-session average. Sessions since the close crossed above its 20-session average (1 = on the last session), within 20.
- Crossed below 20-session average. Sessions since the close crossed below its 20-session average, within 20.
- Crossed above 50-session average. Sessions since the close crossed above its 50-session average, within 20.
- Crossed below 50-session average. Sessions since the close crossed below its 50-session average, within 20.
- Crossed above 200-session average. Sessions since the close crossed above its 200-session average, within 20.
- Crossed below 200-session average. Sessions since the close crossed below its 200-session average, within 20.
- 50-session average crossed above 200. Sessions since the 50-session average crossed above the 200-session average, within 20.
- 50-session average crossed below 200. Sessions since the 50-session average crossed below the 200-session average, within 20.
- MACD crossed above signal. Sessions since the MACD line crossed above its signal, within 20.
- MACD crossed below signal. Sessions since the MACD line crossed below its signal, within 20.
- RSI crossed above 30. Sessions since RSI (14) crossed above 30, within 20.
- RSI crossed below 70. Sessions since RSI (14) crossed below 70, within 20.
- Market cap. Shares outstanding from the latest filing times the close (screener universe only).
- P/E. Price over trailing earnings per share from filings (screener universe only).
- Revenue growth. Latest fiscal year revenue against the year before, from filings.
- Net margin. Net income over revenue, latest fiscal year.
- Piotroski F-Score. Nine filing checks passed, 0 to 9.
- Insider buys, 45 days. Open-market Form 4 purchases in the insider feed's window.
Questions
Is this a live scanner?
No. Every figure is from the last complete session's end-of-day bars, and the page says which session. A live scanner needs real-time data we do not show publicly.
Is it limited?
No. The figures for every stock are built once per session and your rules run in your browser, so scans are not counted, capped or slowed, on any plan.
Do the indicators match the charts?
Yes. They come from the same code the charts draw: Wilder's RSI, MACD 12/26/9 on exponential averages, Wilder's ATR, over the last 253 sessions split-adjusted the same way. Checked against the chart on 14 stocks, two recent splits among them, every figure matched within 0.1%.
Why does a stock I expected not match?
A stock without enough history for a figure (a 200-session average needs 200 sessions), or outside the fundamentals screener for the fundamentals figures, has no value for it, and a missing value never matches. ETFs are not in this universe.