Where to find data - stocks in relationship to vwap/moving average

[halperin]

Any one know where I can find data or even better a symbol that will tell me

percent of stocks trading above/below vwap on the day
stocks trading above their 5-10-20 day moving average

for example I know on esignal u can get a chart with the symbol "$PCTABOVEVWAP.ny-st" for one of them.

 

[botpro]

Any one know where I can find data or even better a symbol that will tell me

percent of stocks trading above/below vwap on the day
stocks trading above their 5-10-20 day moving average

for example I know on esignal u can get a chart with the symbol "$PCTABOVEVWAP.ny-st" for one of them.

With such programs like AmiBroker (www.amibroker.com) you can filter the database of stocks after such individual criteria.
It maintains a local database. You must update the database periodically, ie. in your case at least daily.
Either have a paid datafeed or use for example the free services of Yahoo or Google.
Such packages have usually a download utility for updating the db. Then you can scan the database as you wish.
But: such systems are usually not free, AmiBroker is maybe the best and fastest.