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:
- Click + Filter in the filter panel
- Select a category (Price, Change, Liquidity, etc.)
- Choose a specific filter from the submenu
- Select a comparison operator (greater than, less than, etc.)
- 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:
| Suffix | Session | Description |
|---|---|---|
RH | Regular Hours | 9:30 AM - 4:00 PM ET |
PM | Pre-Market | 4:00 AM - 9:30 AM ET |
AH | After Hours | 4:00 PM - 8:00 PM ET |
FD | Full Day | All sessions combined |
Example: Volume RH shows volume during regular trading hours only.
Comparison Operators
| Operator | Description | Example |
|---|---|---|
| Greater Than | Value exceeds threshold | Last Price greater than 10 |
| Less Than | Value below threshold | Last Price less than 100 |
| Equal To | Exact match | % Change equal to 0 |
| Greater Than Or Equal To | Value at or above threshold | Volume greater than or equal to 100000 |
| Less Than Or Equal To | Value at or below threshold | RSI less than or equal to 30 |
| Between | Value within range | Last 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:
| Mode | Description | Example |
|---|---|---|
| Value | Absolute difference in the same units | Volume RH greater than Volume RH[-1] by more than 100000 (at least 100K more shares) |
| Percent | Percentage difference | Last Price greater than Open by more than 5 Percent (at least 5% higher than open) |
| Times | Multiplier comparison | Volume RH greater than Volume RH[-1] by more than 3 Times (at least 3x previous volume) |
How to use:
- Set up a filter comparing two values (e.g.,
Volume RH greater than or equal to Volume RH[-1]) - Check the “by” checkbox that appears
- Enter your threshold value
- 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.
| Filter | Description | Use Case |
|---|---|---|
| Bid | Current highest price a buyer is willing to pay | Assess demand pressure |
| Ask | Current lowest price a seller is willing to accept | Assess supply pressure |
| % On The Bid | Percentage relationship to the current bid price | Identify buying pressure |
| % On The Ask | Percentage relationship to the current ask price | Identify selling pressure |
| Last Price | Most recent transaction price | Core price filtering |
| Open | Opening price for the current trading session | Gap analysis |
| High | Highest price reached during the current trading session | Intraday range analysis |
| Low | Lowest price reached during the current trading session | Support levels |
| Close | Closing price from the previous trading session | Reference point for changes |
| Spread | Absolute difference between bid and ask prices | Liquidity assessment |
| % Spread | Spread expressed as a percentage | Compare spread across price ranges |
| Range | Absolute difference between high and low prices | Volatility measure |
| % Range | Range expressed as a percentage | Normalized 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.
| Filter | Description | Use Case |
|---|---|---|
| Net Change | Absolute price difference between current price and previous close | Dollar movement tracking |
| Percent Change | Price change expressed as a percentage relative to previous close | Momentum 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.
| Filter | Description | Use Case |
|---|---|---|
| Volume | Number of shares or contracts traded | Basic liquidity filter |
| Trades | Count of individual transactions | Trade activity measure |
| Dollar Volume | Total value of shares traded (price × volume) | Institutional interest |
| Relative Volume | Current volume compared to historical average volume | Unusual activity detection |
| Relative Dollar Volume | Current dollar volume compared to historical average | Normalized dollar flow |
| Relative Trades | Current trade count compared to historical average | Unusual 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
| Filter | Description | Common Periods |
|---|---|---|
| Simple Moving Average (SMA) | Average price over a specific period | 9, 20, 50, 200 |
| Exponential Moving Average (EMA) | Weighted average giving more importance to recent prices | 9, 12, 26, 50 |
| Triple Exponential Average (TRIX) | Advanced moving average reducing lag in trend signals | 14, 18 |
Volatility Indicators
| Filter | Description | Typical Use |
|---|---|---|
| Upper Bollinger | Upper band (SMA + 2 standard deviations) | Overbought detection |
| Middle Bollinger | Middle band (typically 20-period SMA) | Trend center |
| Lower Bollinger | Lower band (SMA - 2 standard deviations) | Oversold detection |
| Average True Range (ATR) | Volatility indicator measuring price range | Position sizing, stops |
Momentum Indicators
| Filter | Description | Key Levels |
|---|---|---|
| RSI (Relative Strength Index) | Momentum oscillator (0-100) | Oversold < 30, Overbought > 70 |
| MACD | Main MACD line (difference between two EMAs) | Signal line crossovers |
| MACD Histogram | Difference between MACD line and signal line | Momentum divergence |
| MACD Signal | Signal 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 time | Zero 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 Oscillator | Volume-based money flow indicator | Divergence analysis |
| Parabolic SAR | Trend-following for reversal points | Price vs SAR position |
Stochastics
| Filter | Description | Key Levels |
|---|---|---|
| Stochastic Slow %K | Smoothed stochastic value | 20/80 levels |
| Stochastic Slow %D | Moving average of Slow %K | Signal line |
| Stochastic Fast %K | Raw stochastic value | More sensitive |
| Stochastic Fast %D | Moving average of Fast %K | Crossover signals |
Price Indicators
| Filter | Description | Use Case |
|---|---|---|
| VWAP | Volume Weighted Average Price | Institutional 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.
| Filter | Description | Use Case |
|---|---|---|
| Market Capitalization | Total market value of outstanding shares | Size classification |
| Shares Outstanding | Total number of shares issued by the company | Dilution risk |
| Float | Number of shares available for public trading | Liquidity/squeeze potential |
| Percent Float | Percentage of outstanding shares available for trading | Institutional ownership |
| Float Rotation | Rate at which the entire float is traded | Momentum indicator |
| Percent Insiders | Percentage of shares owned by company insiders | Alignment of interests |
| Percent Institutions | Percentage of shares owned by institutional investors | Smart 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.
| Filter | Description | Use Case |
|---|---|---|
| Short Shares | Number of shares currently sold short | Short squeeze potential |
| Short Ratio | Ratio of short interest to average daily volume | Days to cover |
| Short Shares (Prior Month) | Number of shares sold short in the previous month | Trend tracking |
| Short % Change MoM | Percentage change in short interest from previous month | Sentiment shifts |
| Days To Cover | Theoretical days required to cover all short positions | Squeeze 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.
| Filter | Description | Use Case |
|---|---|---|
| Revenue | Total income from sales before expenses | Growth screening |
| Gross Profit | Revenue minus cost of goods sold | Margin analysis |
| EBITDA | Earnings Before Interest, Taxes, Depreciation, and Amortization | Operating performance |
| Cash | Available cash and cash equivalents | Financial health |
| Debt | Total short-term and long-term debt obligations | Risk 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.
| Filter | Description | Use Case |
|---|---|---|
| News Count | Number of news items related to the security | News 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
- Start broad, then narrow - Begin with fewer filters and add more to refine results
- Use relative metrics - Relative Volume is more useful than absolute Volume for finding unusual activity
- Combine technical and fundamental - Price action with float/short data creates powerful setups
- Save successful scans - Build a library of scans for different market conditions
- Monitor filter counts - Too many filters may return zero results; too few returns noise
Related Documentation
- Scanner Documentation - Core scanner usage guide
- Signals & Events - Pattern-based scanning
- Alerts System - Set alerts based on filter conditions
- Advanced Features - Power user techniques