I want to build a screener for pre-market screening on stocks for day trading selection with below conditions. Be noted that the screener would run on the closing value, so in effect an off-line screener.
- The volume of previous day is more than the 30 day average volume
- The price of the stock is more than 100 and less than 500
- previous day range is at least 3% of the stock value
- Stock must have at least 1% Gap-Up or Gap-down opening the previous day