Screener
Write a screen as a formula, or start from a preset. It runs over every listed scrip, on history adjusted for bonus and rights.
What each preset looks for
- RSI oversold
- RSI(14), a 0 to 100 gauge of how hard the price moved lately, is below 30, so the price has fallen hard over recent sessions.
- rsi(14) < 30
- RSI overbought
- RSI(14), a 0 to 100 gauge of how hard the price moved lately, is above 70, so the price has risen hard over recent sessions.
- rsi(14) > 70
- Golden cross, last 5 days
- The 50-day average moved above the 200-day average in the last 5 sessions.
- sma(50) crosses above sma(200) within 5
- Crossed above 20-day average
- The close moved above its 20-day average on the last session.
- close crosses above sma(20)
- Volume spike on an up day
- Volume is more than twice its 20-day average, and the scrip closed higher than the session before.
- volume > 2 * sma(volume, 20) and change > 0
- 20-day breakout on volume
- The close is at or above the highest price of the 20 sessions before, with volume over 1.5 times its 20-day average.
- close >= max(20)[1] and volume > 1.5 * sma(volume, 20)
- Weekly MACD turning up
- The weekly MACD histogram, which shows the gap between a fast and a slow average and counts the week in progress, moved from below zero to above it on the last session.
- weekly macd(12, 26, 9).hist crosses above 0
- Strong uptrend
- ADX(14), a gauge of how strong a trend is, is above 25, which marks a strong trend, and +DI (upward pull) is above −DI (downward pull), which marks it as upward.
- adx(14) > 25 and plus_di(14) > minus_di(14)
- Bullish engulfing, RSI under 40
- The last candle rose and its body covers the body of the candle before it, while RSI(14), a 0 to 100 gauge of how hard the price moved lately, is below 40.
- cdlengulfing > 0 and rsi(14) < 40
- Above upper Bollinger band
- The close is above the upper Bollinger band, which sits 2 standard deviations over the 20-day average.
- close > bbands(20, 2, 2, 0).upper
Syntax
- Fields
- open high low close volume change turnover liquidity_rank illiquidity traded60 flow5 broker_hhi5
- Compare
- > >= < <= = != + - * /
- Combine
- and or not ( )
- Crosses
- ema(9) crosses above ema(21) within 3 close crosses below sma(50)
- Timeframe
- weekly rsi(14) < 30 monthly close > monthly sma(10)
- Bars ago
- close[1] is yesterday’s close, sma(20)[5] five bars back
- Outputs
- macd(12, 26, 9).signal bbands(20).lower stoch.d
- Indicators
- sma ema wma dema tema rsi macd stoch stochrsi cci willr roc mom adx plus_di minus_di aroon aroonosc sar atr natr trange bbands stddev obv mfi ad max min supertrend ichimoku, and candle patterns such as cdlengulfing cdlhammer cdldoji
- Source
- sma(volume, 20) ema(rsi(14), 5)