Code for a filter assuming a minimum $1 move in the stock from previous day.
Z = abs(Close-Ref(Close,-1)) >=1;
Diff = Close-Ref(Close,-1);
V = Volume;
Y = Volume * Close > 500000 AND Volume > 1000000;
X = Close/Ref(Close,-1);
Filter = Y AND ATR(1)/3 > Ref(ATR(1),-1) AND Z;
AddColumn((X-1)*100, "% Gain OR Loss", 1.3 );
AddColumn(V, "Volume", 1 );
AddColumn(Diff, "Change from Previous Day", 1.1 );
US Stocks NYSE, NASDAQ, AMEX:
Ticker Date/Time % Gain OR Loss Volume Change from Previous Day
AEOS 3/1/2006 13.506 10929600 3.4
ARB 3/2/2006 -9.594 2552300 -3.7
AZO 3/1/2006 3.734 2526900 3.6
BCR 3/2/2006 6.152 1910300 4.1
CARN 3/1/2006 23.077 2116400 1.0
CHS 3/2/2006 -13.421 19679900 -6.4
COGN 3/1/2006 2.667 1644600 1.0
CTV 3/1/2006 10.046 3569900 2.4
CVTX 3/2/2006 -5.516 3209300 -1.5
ELX 3/1/2006 6.405 2330700 1.1
FLR 3/2/2006 -6.844 4010800 -6.0
FXEN 3/1/2006 -18.626 1494700 -1.0
GGB 3/1/2006 4.822 1031800 1.1
GYMB 3/2/2006 8.049 1179800 1.8
IRF 3/1/2006 5.013 1096600 1.9
IVGN 3/1/2006 5.259 3137700 3.7
KEA 3/1/2006 12.010 1258900 1.4
LDG 3/2/2006 11.063 3539410 4.3
LEA 3/2/2006 -10.400 7126400 -2.2
MONE 3/2/2006 18.802 8731000 1.1
MW 3/2/2006 14.250 4404100 4.6
MYOG 3/2/2006 8.911 1898600 3.3
NSTK 3/2/2006 -37.315 8142900 -8.6
ORLY 3/1/2006 13.692 3082700 4.5
PETM 3/2/2006 7.783 6678000 2.0
PGR 3/2/2006 -3.081 1757100 -3.3
PHH 3/2/2006 -9.502 4820400 -2.7
PLCM 3/1/2006 8.033 1979100 1.6
PSUN 3/1/2006 -7.896 13697700 -1.9
QLGC 3/1/2006 -50.486 8760400 -20.8
SGMS 3/1/2006 6.704 1740900 2.1
SHRP 3/2/2006 -16.381 2271800 -1.9
SMTS 3/1/2006 6.398 1455000 1.6
SPW 3/1/2006 6.396 2429400 3.2
SSRI 3/2/2006 9.427 1526700 1.6
TXN 3/1/2006 7.806 35036200 2.3
VSNT 3/2/2006 49.815 2335100 2.7