My "filters" are simple: price > $2 and average daily dollar volume > $200,000. From that population, my software looks for stocks matching my EOD set-up criteria.
i would love to help you out with some ideas, but its very hard to address your question specifically, because its trying to cover something incredibly expansive in a vague fashion.
i have multiple screens that i use in my trading, but they all look for different criteria, serve a different purpose, and are used within the context of different trading methodologies and spread across different time frames. and all of them were devloped and modified based off of my experiences with the market...
we all perceive and experience the market differently, so as i stated before, its very difficult to answer your question. people have libraries based on such topics. feel free to pm me...