Filters

Last updated About 1 year ago

Price

Filters related to security pricing metrics and quotes

  • Bid: Current highest price a buyer is willing to pay

  • Ask: Current lowest price a seller is willing to accept

  • Percent On Bid: Percentage relationship to the current bid price

  • Percent On Ask: Percentage relationship to the current ask price

  • Last Price: Most recent transaction price

  • Open: Opening price for the current trading session

  • High: Highest price reached during the current trading session

  • Low: Lowest price reached during the current trading session

  • Close: Closing price from the previous trading session

  • Spread: Absolute difference between bid and ask prices

  • Percent Spread: Spread expressed as a percentage

  • Range: Absolute difference between high and low prices

  • Percent Range: Range expressed as a percentage

Change

Filters based on price movements and percentage changes

  • Net Change: Absolute price difference between current price and previous close

  • Percent Change: Price change expressed as a percentage relative to previous close

Liquidity

Filters related to trading volume and market liquidity

  • Volume: Number of shares or contracts traded

  • Trades: Count of individual transactions

  • Dollar Volume: Total value of shares traded (price × volume)

  • Relative Volume: Current volume compared to historical average volume

  • Relative Dollar Volume: Current dollar volume compared to historical average

  • Relative Trades: Current trade count compared to historical average

Technical

Technical analysis indicators and metrics

Moving Averages

  • Simple Moving Average: Average price over a specific period

  • Exponential Moving Average: Weighted average giving more importance to recent prices

  • Triple Exponential Average: Advanced moving average reducing lag in trend signals

Volatility Indicators

  • Bollinger Bands

    • Upper Bollinger: Upper band (typically SMA + 2 standard deviations)

    • Middle Bollinger: Middle band (typically SMA)

    • Lower Bollinger: Lower band (typically SMA - 2 standard deviations)

  • Average True Range: Volatility indicator measuring price range

Momentum Indicators

  • Accumulation/Distribution Oscillator: Volume-based indicator measuring money flow

  • Average Directional Index: Trend strength indicator

  • Commodity Channel Index: Momentum oscillator for identifying cyclical trends

  • Moving Average Convergence Divergence

    • MACD: Main MACD line (difference between two EMAs)

    • MACD Histogram: Difference between MACD line and signal line

    • MACD Signal: Signal line (EMA of MACD line)

  • Money Flow Index: Volume-weighted RSI measuring buying and selling pressure

  • Rate Of Change: Momentum oscillator showing percent change over time

  • Relative Strength Index: Momentum oscillator measuring speed and change of price movements

  • Parabolic SAR: Trend-following indicator for potential reversal points

  • Stochastics

    • Stochastic Slow K: Slow %K line (smoothed version of Fast %K)

    • Stochastic Slow D: Slow %D line (moving average of Slow %K)

    • Stochastic Fast K: Fast %K line (raw stochastic value)

    • Stochastic Fast D: Fast %D line (moving average of Fast %K)

Price Indicators

  • Volume Weighted Average Price: Average price weighted by volume

Capital Structure

Filters related to company capitalization and structure

  • Market Capitalization: Total market value of a company's outstanding shares

  • Shares Outstanding: Total number of shares issued by the company

  • Float: Number of shares available for public trading

  • Percent Float: Percentage of outstanding shares available for public trading

  • Float Rotation: Rate at which the entire float is traded

  • Percent Insiders: Percentage of shares owned by company insiders

  • Percent Institutions: Percentage of shares owned by institutional investors

Short Interest

Short selling and borrowing metrics

  • Short Shares: Number of shares currently sold short

  • Short Ratio: Ratio of short interest to average daily trading volume

  • Short Shares (Prior Month): Number of shares sold short in the previous month

  • Short Percent Change Month Over Month: Percentage change in short interest from previous month

  • Days To Cover: Theoretical days required to cover all short positions based on average volume

Financials

Financial statement data and ratios

  • Revenue: Total income from sales before expenses

  • Gross Profit: Revenue minus cost of goods sold

  • EBITDA: Earnings Before Interest, Taxes, Depreciation, and Amortization

  • Cash: Available cash and cash equivalents

  • Debt: Total short-term and long-term debt obligations

News

News-related filters and sentiment indicators

  • News Count: Number of news items related to the security