A question about the market scanner

[marie1]

Hello guys,

I want to know if it possible to scan all NASDAQ and NYSE stocks for the following criteria:

- capitalization min. 1B
- stock price min. $10
- today's volume min. $10.000.000

So far this can do almost every broker's scanner. But now I need this too:

- today's low must be below yesterday's low (or alternative: below the low of the last three days)
- the last closed 5 minute candle's upper shadow must be larger than 50% of the whole candle size (so the scanner must be able to understand the calculation: previous candle's high minus maximum of previous candle's open/close must be be larger the previous candle's high minus previous candle's low)

It's just very simple maths but I haven't found any software which could do this.

Can I built a scanner like this with NT8?

I saw that I can choose the NASDAQ100 and S&P500 instruments in the scanner. So I am afraid that it's only possible to scan 600 stocks instead of all NASDAQ and NYSE stocks?

Thank you for an answer.

[NinjaTrader_EricB]

Hello marie1,

Thank you for your post.

Glad to assist. The Control Center > Market Analyzer window is able to accomplish plotting instruments and displaying real-time, indicator and other metrics which can be filtered. A "Market capitalization,"

Filtering only on today's low and yesterday's low (or the low of the last three days), the last closed 5 minute candle's upper shadow would require custom programming in order to be accomplish fully. There are, however, options to set an Indicator column to the Candlestick pattern indicator in a similar fashion.

Please see the below section of our help guide for more on the Market Analyzer.
http://ninjatrader.com/support/helpG...t_analyzer.htm


The Market Analyzer does not have any hard-coded for instruments added.However, limits are often set via data providers themselves. For example, a Kinetick real time subscriptions offer limits like 100 symbols at a time, but you can upgrade to has much as 500 symbols. You would need to check the data provider in use to inquire about limits as these items would vary depending on provider and account settings.

The below link will show all the NinjaTrader-supported data feeds and the market they support.

See "Understanding the Data Supplied by your Connectivity Provider

https://ninjatrader.com/support/help...y_provider.htm

Let us know if we may assist further.

[marie1]

Hello Eric,

thank you for the answer.

Just to be sure that I got all points. I can search for a 5/15/30 (whatever timeframe) minute candle which is defined by my criteria but I can only scan for them in a self-created list of instruments. And the maximum number of instruments is determined by the datefeed and in my case it would be the datafeed of Interactive Brokers.

Is this correct?

Do you know from experience how many realtime quotes at one time are provided by a standard account with Interactive Brokers?

Thank you!

Last question: is it possible to import a list of instruments or do I have to type in every symbol manually?

[NinjaTrader_EricB]

Thank you for your reply.

That is correct. For the IB data limits, this would depend on what is enabled on the individual account - we don't have any information on what is standard default, so this would be best confirmed via TWS or IB. When data limits are reached, a message like "'Requested Market Data is Not Subscribed...' usually will list in the Control Center > Log tab.

A stock symbol list can be imported via Tools > Import > Stock Symbol List... See below for more import criteria.

https://ninjatrader.com/support/help...stock_symb.htm