Only way I'm aware of is buying data and screening / backtesting using say, amibroker. You can get a bunch of foreign ones at EODdata.com for free and you pay for historical data - $50 U.S for each exchange. Just paid for the TSE, Im happy with the data.
Code Name DateTime
AMEX American Stock Exchange 06 Jan 2006 DOWNLOAD
CBOT Chicago Board of Trade 06 Jan 2006 DOWNLOAD
CME Chicago Merchantile Exchange 06 Jan 2006 DOWNLOAD
FOREX Foreign Exchange 09 Jan 2006 DOWNLOAD
INDEX Global Indices 09 Jan 2006 DOWNLOAD
HKSE Hong Kong Stock Exchange 06 Jan 2006 DOWNLOAD
KCBT Kansas City Board of Trade 06 Jan 2006 DOWNLOAD
LSE London Stock Exchange 06 Jan 2006 DOWNLOAD
MLSE Milan Stock Exchange 06 Jan 2006 DOWNLOAD
MGEX Minneapolis Grain Exchange 06 Jan 2006 DOWNLOAD
USMF Mutual Funds 06 Jan 2006 DOWNLOAD
NASDAQ NASDAQ Stock Exchange 06 Jan 2006 DOWNLOAD
NYBOT New York Board of Trade 06 Jan 2006 DOWNLOAD
COMEX New York Commodity Exchange 06 Jan 2006 DOWNLOAD
NYMEX New York Merchantile Exchange 06 Jan 2006 DOWNLOAD
NYSE New York Stock Exchange 06 Jan 2006 DOWNLOAD
OBB OTC Bulletin Board 06 Jan 2006 DOWNLOAD
SGX Singapore Stock Exchange 06 Jan 2006 DOWNLOAD
TSE Toronto Stock Exchange 06 Jan 2006 DOWNLOAD
VSE Vancouver Stock Exchange 06 Jan 2006 DOWNLOAD
WCE Winnipeg Commodity Exchange 06 Jan 2006 DOWNLOAD