Algo For Below Stock Screener

Algos, strategies, code
1

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.

  1. The volume of previous day is more than the 30 day average volume
  2. The price of the stock is more than 100 and less than 500
  3. previous day range is at least 3% of the stock value
  4. Stock must have at least 1% Gap-Up or Gap-down opening the previous day