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Reference v4.0

Filter Reference

Complete reference guide for all 65+ scanner filters in Scanz. Includes filter categories, syntax patterns, comparison operators, and practical examples for building powerful stock scans.

Quick Start

To add a filter to your scan:

  1. Click + Filter in the filter panel
  2. Select a category (Price, Change, Liquidity, etc.)
  3. Choose a specific filter from the submenu
  4. Select a comparison operator (greater than, less than, etc.)
  5. Enter your value

Filters are combined with AND logic by default - all conditions must be true for a stock to appear in results.


Filter Syntax

Session Indicators

Most filters include a session indicator suffix:

SuffixSessionDescription
RHRegular Hours9:30 AM - 4:00 PM ET
PMPre-Market4:00 AM - 9:30 AM ET
AHAfter Hours4:00 PM - 8:00 PM ET
FDFull DayAll sessions combined

Example: Volume RH shows volume during regular trading hours only.

Intraday Timeframes

Scanz supports extensive intraday timeframes for charts, filters, and technical indicators. This is one of our key strengths for day traders.

Candle/Chart Intervals:

IntervalCodeUse Case
1 MinuteMIN_1Scalping, precise entry/exit timing
5 MinutesMIN_5Day trading, intraday patterns
10 MinutesMIN_10Short-term swing setups
15 MinutesMIN_15Intraday trend following
30 MinutesMIN_30Intraday support/resistance
1 HourHOUR_1Hourly trends, swing trading
DailyDAY_1Swing trading, position trading

Intraday Change Intervals: Measure price/volume changes over specific minute intervals: 1, 2, 3, 4, 5, 10, 15, 30, 60, 90, 120 minutes.

Multi-Day Change Intervals: Track changes over multiple days: 2, 3, 4, 5, 10, 15, 20, 30, 45 days.

Weekly/Monthly/Yearly:

  • Week to Date (WTD), 1-52 weeks
  • Month to Date (MTD), 1-12 months
  • Year to Date (YTD), 1 year (260 trading days)

Maximum Historical Lookback: 260 periods

Moving Average Timeframes

Moving averages (SMA, EMA) can be calculated on any candle interval:

  • 1-minute MA: Fast-moving, great for scalping setups
  • 5-minute MA: Standard day trading timeframe
  • 15-minute MA: Smoother intraday trends
  • Daily MA: Traditional swing/position trading

Moving Average Crossover Examples:

50/200 SMA cross on 5-minute charts: SMA 50 | 5min greater than SMA 200 | 5min

9/20 EMA cross on 1-minute charts: EMA 9 | 1min greater than EMA 20 | 1min

Golden Cross on daily charts: SMA 50 | Daily greater than SMA 200 | Daily

Comparison Operators

OperatorDescriptionExample
Greater ThanValue exceeds thresholdLast Price greater than 10
Less ThanValue below thresholdLast Price less than 100
Equal ToExact match% Change equal to 0
Greater Than Or Equal ToValue at or above thresholdVolume greater than or equal to 100000
Less Than Or Equal ToValue at or below thresholdRSI less than or equal to 30
BetweenValue within rangeLast Price between 5 and 50

Relative Comparisons (By Modifier)

When comparing one value to another (e.g., current volume vs. previous volume), you can enable the “by” checkbox to specify how much greater or less the value should be. This unlocks three comparison modes:

ModeDescriptionExample
ValueAbsolute difference in the same unitsVolume | RH greater than Volume | RH[-1] ☑ by more than 100000 Value
PercentPercentage differenceLast Price greater than Open ☑ by more than 5 Percent
TimesMultiplier comparisonVolume | RH greater than Volume | RH[-1] ☑ by more than 3 Times

How to use:

  1. Set up a filter comparing two values (e.g., Volume | RH greater than or equal to Volume | RH[-1])
  2. Check the “by” checkbox that appears
  3. Enter your threshold value
  4. Select Value, Percent, or Times from the dropdown

Practical Examples:

Volume surge (3x previous candle):

Volume | RH greater than or equal to Volume | RH[-1] ☑ by more than 3 Times

Price broke above VWAP by at least 2%:

Last Price greater than VWAP ☑ by more than 2 Percent

Price within $0.50 of day high:

Last Price greater than or equal to High ☑ by less than 0.50 Value


Price Filters

Filters related to security pricing metrics and quotes.

FilterDescriptionUse Case
BidCurrent highest price a buyer is willing to payAssess demand pressure
AskCurrent lowest price a seller is willing to acceptAssess supply pressure
% On The BidPercentage relationship to the current bid priceIdentify buying pressure
% On The AskPercentage relationship to the current ask priceIdentify selling pressure
Last PriceMost recent transaction priceCore price filtering
OpenOpening price for the current trading sessionGap analysis
HighHighest price reached during the current trading sessionIntraday range analysis
LowLowest price reached during the current trading sessionSupport levels
CloseClosing price from the previous trading sessionReference point for changes
SpreadAbsolute difference between bid and ask pricesLiquidity assessment
% SpreadSpread expressed as a percentageCompare spread across price ranges
RangeAbsolute difference between high and low pricesVolatility measure
% RangeRange expressed as a percentageNormalized volatility

Price Filter Examples

Stocks priced between $5 and $50:

Last Price greater than or equal to 5

Last Price less than or equal to 50

Tight spread stocks (liquid):

% Spread less than or equal to 0.5

High intraday range (volatile):

% Range greater than or equal to 5


Change Filters

Filters based on price movements and percentage changes.

FilterDescriptionUse Case
Net ChangeAbsolute price difference between current price and previous closeDollar movement tracking
Percent ChangePrice change expressed as a percentage relative to previous closeMomentum screening

Change Filter Examples

Gainers (up more than 5%):

Percent Change greater than or equal to 5

Losers (down more than 3%):

Percent Change less than or equal to -3

Stocks moving at least $1:

Net Change greater than or equal to 1

OR

Net Change less than or equal to -1


Liquidity Filters

Filters related to trading volume and market liquidity.

FilterDescriptionUse Case
VolumeNumber of shares or contracts tradedBasic liquidity filter
TradesCount of individual transactionsTrade activity measure
Dollar VolumeTotal value of shares traded (price × volume)Institutional interest
Relative VolumeCurrent volume compared to historical average daily volume (not time-of-day specific)Unusual activity detection
Relative Dollar VolumeCurrent dollar volume compared to historical averageNormalized dollar flow
Relative TradesCurrent trade count compared to historical averageUnusual trade activity

Liquidity Filter Examples

High volume stocks:

Volume greater than or equal to 500000

Unusual volume (2x normal):

Relative Volume greater than or equal to 2

Institutional-grade liquidity:

Dollar Volume greater than or equal to 10000000

Active trading (many transactions):

Trades greater than or equal to 1000


Technical Filters

Technical analysis indicators and metrics organized by subcategory.

Moving Averages

FilterDescriptionCommon Periods
Simple Moving Average (SMA)Average price over a specific period9, 20, 50, 200
Exponential Moving Average (EMA)Weighted average giving more importance to recent prices9, 12, 26, 50
Triple Exponential Average (TRIX)Advanced moving average reducing lag in trend signals14, 18

Volatility Indicators

FilterDescriptionTypical Use
Upper BollingerUpper band (SMA + 2 standard deviations)Overbought detection
Middle BollingerMiddle band (typically 20-period SMA)Trend center
Lower BollingerLower band (SMA - 2 standard deviations)Oversold detection
Average True Range (ATR)Volatility indicator measuring price rangePosition sizing, stops

Momentum Indicators

FilterDescriptionKey Levels
RSI (Relative Strength Index)Momentum oscillator (0-100)Oversold < 30, Overbought > 70
MACDMain MACD line (difference between two EMAs)Signal line crossovers
MACD HistogramDifference between MACD line and signal lineMomentum divergence
MACD SignalSignal line (EMA of MACD line)Crossover signals
MFI (Money Flow Index)Volume-weighted RSI (0-100)20/80 levels
ROC (Rate of Change)Momentum showing percent change over timeZero line crossings
CCI (Commodity Channel Index)Momentum for cyclical trends+100/-100 levels
ADX (Average Directional Index)Trend strength indicator (0-100)Strong trend > 25
A/D OscillatorVolume-based money flow indicatorDivergence analysis
Parabolic SARTrend-following for reversal pointsPrice vs SAR position

Stochastics

FilterDescriptionKey Levels
Stochastic Slow %KSmoothed stochastic value20/80 levels
Stochastic Slow %DMoving average of Slow %KSignal line
Stochastic Fast %KRaw stochastic valueMore sensitive
Stochastic Fast %DMoving average of Fast %KCrossover signals

Price Indicators

FilterDescriptionUse Case
VWAPVolume Weighted Average PriceInstitutional benchmark

Technical Filter Examples

RSI oversold bounce:

RSI less than or equal to 30

Last Price greater than or equal to SMA 50

MACD bullish crossover:

MACD greater than MACD Signal

MACD Histogram greater than 0

Price above all major moving averages:

Last Price greater than SMA 20

Last Price greater than SMA 50

Last Price greater than SMA 200

Bollinger Band squeeze (low volatility):

Upper Bollinger - Lower Bollinger less than or equal to ATR × 2


Capital Structure Filters

Filters related to company capitalization and ownership structure.

FilterDescriptionUse Case
Market CapitalizationTotal market value of outstanding sharesSize classification
Shares OutstandingTotal number of shares issued by the companyDilution risk
FloatNumber of shares available for public tradingLiquidity/squeeze potential
Percent FloatPercentage of outstanding shares available for tradingInstitutional ownership
Float RotationRate at which the entire float is tradedMomentum indicator
Percent InsidersPercentage of shares owned by company insidersAlignment of interests
Percent InstitutionsPercentage of shares owned by institutional investorsSmart money tracking

Capital Structure Examples

Small cap stocks:

Market Capitalization greater than or equal to 300000000

Market Capitalization less than or equal to 2000000000

Low float (squeeze candidates):

Float less than or equal to 10000000

High insider ownership:

Percent Insiders greater than or equal to 20

Float rotation (entire float traded):

Float Rotation greater than or equal to 1


Short Interest Filters

Short selling and borrowing metrics.

FilterDescriptionUse Case
Short SharesNumber of shares currently sold shortShort squeeze potential
Short RatioRatio of short interest to average daily volumeDays to cover
Short Shares (Prior Month)Number of shares sold short in the previous monthTrend tracking
Short % Change MoMPercentage change in short interest from previous monthSentiment shifts
Days To CoverTheoretical days required to cover all short positionsSqueeze timing

Short Interest Examples

High short interest:

Short Ratio greater than or equal to 10

Increasing short interest:

Short % Change MoM greater than or equal to 20

Potential short squeeze setup:

Short Ratio greater than or equal to 5

Relative Volume greater than or equal to 2

Percent Change greater than or equal to 10


Financials Filters

Financial statement data and key metrics.

FilterDescriptionUse Case
RevenueTotal income from sales before expensesGrowth screening
Gross ProfitRevenue minus cost of goods soldMargin analysis
EBITDAEarnings Before Interest, Taxes, Depreciation, and AmortizationOperating performance
CashAvailable cash and cash equivalentsFinancial health
DebtTotal short-term and long-term debt obligationsRisk assessment

Financial Filter Examples

Profitable companies:

EBITDA greater than 0

Strong cash position:

Cash greater than or equal to 100000000

Low debt:

Debt less than or equal to Cash


News Filters

News-related filters for event-driven trading.

FilterDescriptionUse Case
News CountNumber of news items related to the securityNews activity

News Filter Example

Stocks with recent news:

News Count greater than or equal to 1


Filter Recipes

Momentum Day Trade Setup

Percent Change | RH greater than or equal to 5

Volume | RH greater than or equal to 500000

Relative Volume greater than or equal to 2

Last Price greater than or equal to 1

Last Price less than or equal to 20

Float less than or equal to 50000000

Pre-Market Gapper

Percent Change | PM greater than or equal to 10

Volume | PM greater than or equal to 100000

Last Price greater than or equal to 2

Oversold Bounce

RSI less than or equal to 30

Last Price greater than SMA 200

Volume greater than or equal to 500000

Percent Change greater than or equal to 0

Breakout Scanner

Last Price greater than High D[-1]

Volume greater than or equal to Average Volume × 1.5

RSI less than 70

Last Price greater than SMA 50

Short Squeeze Setup

Short Ratio greater than or equal to 8

Relative Volume greater than or equal to 3

Percent Change greater than or equal to 5

Float less than or equal to 20000000

High Volume Low Float

Float less than or equal to 10000000

Volume greater than or equal to 1000000

Percent Change greater than or equal to 3

Last Price greater than or equal to 2

VWAP Reclaim

Last Price greater than VWAP

Last Price [-5m] less than VWAP

Volume greater than or equal to 500000

After Hours Mover

Percent Change | AH greater than or equal to 5

Volume | AH greater than or equal to 50000


Tips for Power Users

  1. Start broad, then narrow - Begin with fewer filters and add more to refine results
  2. Use relative metrics - Relative Volume is more useful than absolute Volume for finding unusual activity
  3. Combine technical and fundamental - Price action with float/short data creates powerful setups
  4. Save successful scans - Build a library of scans for different market conditions
  5. Monitor filter counts - Too many filters may return zero results; too few returns noise