Advanced Screener (EOD)

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The Advanced Screener uses EOD (End of Day) data to display the results of executed scans that you select. This data needs to be updated (downloaded) daily from the TD AMERITRADE servers. Each time you launch the screener from the Tools menu and the data needs updating, the following prompt will appear:

 

 

The main screen shows the date of the last data update (to the right of the Advanced tab). This is is the data that will  be used for all scans. You can update the data to the most recent at any time by clicking on the Update the Files button. Click on either the Basic or Advanced tab to select the scans that you want to Execute:

 

Basic Scan:

Select a Category and choose from the Basic Screens (scans) available:

When you highlight a screen in the list, the description appears below in the yellow information box. For each scan, enter a Price range and a Volume to narrow the search criteria.  Click the Execute button to perform and display the scan results.

 

Advanced Scan:

This screen is organized by groups of folders and the scans within them. Folders can have other folders within them.  Shown first are the built-in system scans followed by Custom Scans that you create. Click on the + next to a folder to open and display the scans available within it:

In addition to the buttons at the bottom of the screen, you can also right click on a folder or scan for a menu with options. You can save and share folders and scans (with a file extension of .SCX) using the Import and Export options.

 

Use Add Folder and Add Scan to create your own folders and scans which you can Modify or Delete. (You cannot delete a scan that you did not create).  You can Inspect (look at) a built-in scan, which lets you see the criteria (rules) of the scan in the Scan Editor (below) but you can not Modify it. To Modify a built-in scan, you must first make a Copy of it and then Modify it as any Custom Scan.  Click the Execute button to perform and display scan results.

 

The Scan Editor comes up when you select Inspect, Add Scan or Modify.  You can not make any changes to a built-in scan (Inspect only).  The screen shows you the current Rules (or criteria) that will be used for the scan:

The Name box contains the name of the scan.  The Rules box shows all the rules (or criteria) currently in the scan. To remove a rule, highlight it and click the Delete the Rule button.

 

To change a rule, highlight the rule and it will then appear in the Edit Rule area where you can change it using the drop-down menus. Use the same drop-down lists to Add a Rule.

 

As you point to each rule in the drop-down list, a tooltip appears describing what the rule does. Select the operator from the "is" drop-down list and the available values for the selected rule from the drop-down list below it.

 

Click on Make Complex Rule to switch to a freeform style editor where you can directly type the rules as they appear in Make Simple Rule mode.

 

Click the Save Rule button if the rule is OK or the Cancel Changes button to undo any changes to the rule.  Click OK to save all changes or Cancel to exit the screen without saving your changes.

 

When you Execute a scan, a window that looks similar to a portfolio will appear showing the scan results:

Note that if QuoteTracker is not auto-registered to a TD AMERITRADE account, the scan will be limited to show only the first few symbols; the rest will be shown as asterisks. 

 

Clicking on the pushpin will link the selected symbol to other linked windows.

 

To create a portfolio using the symbols from the scan, click on the Make into a Portfolio button. You will be prompted to provide a name for the portfolio.

 

Right click on any symbol in the scan results table to see a menu of options similar to that of a portfolio.  From the menu you can Export Scan Results to a CSV (Comma Separated Value) text file that is compatible with such applications as Excel.

 

The columns shown in the scan window are from a pre-defined view that is selected from the Select View menu option.  Edit Views... brings up the View Editor:

 

The Saved Views column shows both the built-in system views and ones that you can create by clicking on the Add button.  You can not Delete, Rename or change a built-in view. You can make a Copy of a built-in view and then modify it as your own. You can re-arrange the order of the views you add (but not the built-in views) by clicking on one and then clicking on the up and down arrows to move it. The scans will appear in this new order when you right click a symbol on a scan results screen.

 

The Available Columns show all columns that are available in the system. Click on the + next to a group to open and display the columns within it.  Select a column name and click the Right arrow to add the selected column to one of your views.

 

The Columns to View/Column Order shows the columns that will appear on the scan screen for the selected view.  To change the appearance of a column, click on the column name and then choose Default, Bold or Italic. For your own added views, click on the Left arrow to remove a selected column from the view or re-arrange the order of the columns as they will appear on the scan screen by highlighting the column and clicking on the up and down arrows to move it.

 

Column Definitions

Note: All references to "weekly" data are for the five trading days within a week. "Monthly" data refers to the average 20 trading days per month.

 

Earnings Estimates

1 Qtr out Est: Estimate 1 quarter beyond the current quarter.

2 Qtr out Est: Estimate 2 quarters beyond the current quarter.

3 Qtr out Est: Estimate 3 quarters beyond the current quarter.

2 Yrs out Est: Estimate 2 years out.

Curr Qtr Est: Current quarter's estimate.

Curr Yr Est: Current year's estimate.

Next Yr Est: Next year's estimate.

 

Earnings

EPS: An acronym for earning per share - a company's profit divided by its number of shares outstanding. If a company earned $2 million in one year had 2 million shares of stock outstanding, its EPS would be $1 per share.

EPS 1 Qtr Ago: The earnings per share 1 quarter ago.

EPS 2 Qtr Ago: The earnings per share 2 quarters ago.

EPS 3 Qtr Ago: The earnings per share 3 quarters ago.

EPS 4 Qtr Ago: The earnings per share 4 quarters ago.

EPS Chg Last Qtr: The difference between the current quarter's earnings per share and the prior quarter's earnings per share.

EPS Cur Qtr: The current quarter earnings per share.

EPS Last 5 Qrts: Earnings per share for the last five quarters.

EPS Chg: The earnings per share change from the prior quarter to the current quarter.

EPS TTM: The earnings per share for the trailing twelve months.

EPS TTM Chg: The difference between the trailing twelve month earnings per share and the prior 12-month period's earnings per share.

Last Qtr EPS (Exc): The last quarter's EPS excluding extra-ordinary items.

Last Qtr EPS (Inc): The last quarter's EPS including extra-ordinary items.

P/E: Price to Earnings Ratio - the share price of a stock divided by earnings per share for the company's most recent four quarters. A projected (or forward) P/E divides the share price by estimated earnings per share for the coming four quarters.

 

Fundamentals

% Inst Held: Percentage of the common shares of the stock held by institutions, such as mutual funds and large corporations.

Annual Div: The portion of a company's profit paid to common and preferred shareholders as dividends per share each year.

Annual Div Yield: The percentage return to shareholders from a company's dividend (calculated as the dividend per share divided by the share price). A stock selling for $20 a share with an annual dividend of $1 per share yields the investor 5 percent.

Beta: A measure of the volatility of a security relative to the market. A value less than one shows the security is less volatile than the market. A value greater than one shows the security is more volatile than the market.

Book Val MRQ: Book value of the company for the most recent quarter.

Cash/Share MRQ: The amount of cash per share for the most recent quarter.

Current Ratio: The ratio of assets to liabilities.

Debt/Equity MRQ: The amount of debt the company is carrying for the most recent quarter.

Float(K): The number of shares that are available for trading.

Gross Margin TTM: Gross margin earned during the trailing twelve months.

Insider Buying (K): Stock bought by the management of the company.

Insider Selling (K): Stock sold by the management of the company.

Inst Buying (K): Stock bought by institutions.

Inst Selling (K): Stock sold by institutions.

LT Debt/Equity MRQ: The amount of long term debt the company is carrying for the most recent quarter.

Market Value (M): The product of the number of outstanding shares times the current price.

Oper Margin TTM: The operating margin earned during the trailing twelve months.

Outst Shares (M): Stock currently held by investors, including restricted shares.

Price/Assets TTM: A company's current stock price divided by its trailing twelve months of assets.

Price/Cash Flow TTM: A company's current stock price divided by its trailing twelve months cash flow.

Price/Equity TTM: A company's current stock price divided by its trailing twelve months equity.

Price/Sales TTM: A company's current stock price divided by its trailing twelve months sales.

Profit Margin TTM: The profit margin earned during the trailing twelve months.

Rev/Employee: The revenue per employee.

ROI: The return on investment (ROI) of the company.

Short Interest: The total number of shares that have been sold short shown as a percentage of the float.

 

Misc.

# Days Trading: The number of days that a stock has been trading.

Bear: Generally a negative indicator. The Bull-to-Bear ratio compares the number of bearish and bullish indicators for a single stock. A value of Bear means there are more bearish indicators than bullish indicators for the stock.

Bull: Generally a positive indicator. The Bull-to-Bear ratio compares the number of bearish and bullish indicators for a single stock. A value of Bull means there are more bullish indicators than bearish indicators for the stock.

Bull:Bear: The ratio of bullish indicators to bearish indicators (i.e., Relative Strength Index, On Balance Volume, etc.)

Company Name: The name of the company.

Exchange: The exchange on which the stock trades.

Industry: Industry group to which the stock belongs.

Symbol: Call letters representing the company's security that is traded on an exchange.

 

Overnight Average (ONA)

ONA $.50 Bear: Calculates the probability that the stock will go down at least $.50 from the day's close to the next morning's low. An ONA $.50 Bear rating of 85 means that 85% of the time, the stock has moved down at least $.50 from the previous closing price to the high price the following day. The higher the rating, the more predictable the stock's current behavior. Measurement period is the most recent 20 trading days.

ONA $.50 Bull: Calculates the probability that the stock will go up at least $.50 from the day's close to the next morning's high. An ONA $.50 Bull rating of 85 means that 85% of the time, the stock has moved up at least $.50 from the previous closing price to the high price the following day. The higher the rating, the more predictable the stock's current behavior. Measurement period is the most recent 20 trading days.

ONA $1 Bear: Calculates the probability that the stock will go down at least $1 from the day's close to the next morning's low. An ONA $1 Bear rating of 85 means that 85% of the time, the stock has moved down at least $1 from the previous closing price to the high price the following day. The higher the rating, the more predictable the stock's current behavior. Measurement period is the most recent 20 trading days.

ONA $1 Bull: Calculates the probability that the stock will go up at least $1 from the day's close to the next morning's high. An ONA $1 Bull rating of 85 means that 85% of the time, the stock has moved up at least $1 from the previous closing price to the high price the following day. The higher the rating, the more predictable the stock's current behavior. Measurement period is the most recent 20 trading days.

ONA 2.5% Bear: Calculates the probability that the stock will go down at least 2.5% from the day's close to the next morning's low. An ONA 2.5% Bear rating of 85 means that 85% of the time, the stock has moved down at least 2.5% from the previous closing price to the high price the following day. The higher the rating, the more predictable the stock's current behavior. Measurement period is the most recent 20 trading days.

ONA 2.5% Bull: Calculates the probability that the stock will go up at least 2.5% from the day's close to the next morning's high. An ONA 2.5% Bull rating of 85 means that 85% of the time, the stock has moved up at least $.50 from the previous closing price to the high price the following day. The higher the rating, the more predictable the stock's current behavior. Measurement period is the most recent 20 trading days.

 

Price

% Price Chg: Percentage difference between today's closing price and the previous day's closing price.

1 Mth $ Price Chg: One month dollar price change.

1 Mth % Price Chg: One month percentage price change.

1 Wk $ Price Chg: One week dollar price change.

1 Wk % Price Chg: One week percentage price change.

3 Day Status: Stocks trading higher for three consecutive days may be initiating a strong up trend while those trading lower for three consecutive days may be initiating a strong down trend. The status will be "Higher" for stocks closing higher for three consecutive days. The status will be "Lower" for stocks closing lower for three consecutive days.

52 Week High: The stock's 52 week high.

52 Week Low: The stock's 52 week low.

Breakout: Stocks whose current day's trading range is the widest range in the past nine days and whose closing price makes a new 50-day high or low.

Close: Price at which the last transaction in a stock took place on the prior trading day.

Close 1 Mth Ago: The closing price one month ago.

Close 5 Days Ago: The closing price 5 days ago.

Close From Low: The difference between the stock's closing price and its low price on the last trading day.

Close From Open: The difference between the stock's opening and its closing price on the last trading day.

Daily Range Ave: The average daily high to low range. Stocks with a large average are usually more volatile.

Gap Down %: Percentage gap in price between the previous day's low and the current day's high. A Gap exists when there is no overlap between the previous day's trading range and the current day's trading range.

Gap Up %: Percentage gap in price between the previous day's high and the current day's low. A Gap exists when there is no overlap between the previous day's trading range and the current day's trading range.

High: The highest price for the day

Low: The lowest price for the day

Open: The opening price for a stock based on the most recent data.

Prev: The stock's closing price from the previous trading day's session.

Price Chg: The change in a stock's price from the close two trading session's ago to the close of the last trading session.

Today's Range: The range between the high and low.

 

Short Term Average (STA)

STA $.50 Bear: Rating that indicates how often a stock will move down at least $.50 below its opening price. The stock does not have to close $.50 below its opening price for a positive STA $.50 Bear rating to be registered. An STA $.50 Bear rating of 85 means that 85% of the time, the stock has moved down at least $.50 below its opening price during the trading day. The higher the rating, the more predictable the stock's current behavior. Measurement period is the most recent 20 trading days.

STA $.50 Bull: Rating that indicates how often a stock will move up at least $.50 above its opening price. The stock does not have to close $.50 above its opening price for a positive STA $.50 bull rating to be registered. An STA $.50 Bull rating of 90 means that 90% of the time, the stock has moved at least $.50 above its opening price during the trading day. Measurement period is the most recent 20 trading days.

STA $1 Bear: Rating that indicates how often a stock will move down at least $1 from its opening price. The stock does not have to close $1 below its opening price for a positive STA $1 Bear rating to be registered. An STA $1 Bear rating of 85 means that 85% of the time, the stock has moved down at least $1 below its opening price during the trading day. Measurement period is the most recent 20 trading days.

STA $1 Bull: Rating that indicates how often a stock will move up at least $1 from its opening price. The stock does not have to close $1 above its opening price for a positive STA $1 Bull rating to be registered. An STA $1 Bull rating of 85 means that 85% of the time, the stock has moved at least $1 above its opening price during the trading day. Measurement period is the most recent 20 trading days.

STA 2.5% Bear: Rating that indicates how often a stock will move down at least 2.5% below its opening price. The stock does not have to close 2.5% below its opening price for a positive STA 2.5% Bear rating to be registered. An STA 2.5% Bear rating of 90 means that 90% of the time, the stock has moved down at least 2.5% below its opening price during the trading day. Measurement period is the most recent 20 trading days.

STA 2.5% Bull: Rating that indicates how often a stock will move up at least 2.5% above its opening price. The stock does not have to close 2.5% above its opening price for a positive STA 2.5% rating to be registered. An STA 2.5% Bull rating of 85 means that 85% of the time, the stock has moved 2.5% above its opening price. Measurement period is the most recent 20 trading days.

 

Technical Indicators

3PB: The 3PB play is like keeping a stop limit 3 highs (or lows) ago; however, the limit is based on days making highs or lows.

3PB Limit: The "stop limit" for the 3PB play.

ADX: An acronym for Average Directional Movement that measures the degree of trend or direction in a stock. A rating of 30 or more is said to be trending.

B Bands: Shows where the price is in relation to the Bollinger Bands channel.  Possible values include:

Above  - price is above the upper Bollinger Band
Above X - price just crossed over the upper Bollinger Band
Below - price is below the lower Bollinger Band
Below X - price just crossed below the lower Bollinger Band
Mid - price is between the two Bollinger Bands.  The icon next to Mid would indicate whether the price just crossed over into the mid-range (with an arrow on red background). If the price did not just cross over one of the bands, the icon would be of a yellow thermometer.

 

CVAD: Chaikin's Volatility indicator compares the spread between a security's high and low prices. It quantifies volatility as a widening of the range between the high and the low price.

DI: An acronym for Directional Movement Indicator that measures the buying and selling pressure. DI is also the base indicator from which the ADX is calculated.

MA (10 Day): Rate that indicates whether a stock closes above its 10-day moving average line. Possible ratings are Bull (price is above its 10-day moving average) and Bear (price is below its 10-day moving average).

MA (13 Day): Rate that indicates whether a stock closes above its 13-day moving average line. Possible ratings are Bull (price is above its 13-day moving average) and Bear (price is below its 13-day moving average).

MA (50 Day): Rate that indicates whether a stock closes above its 50-day moving average line. Possible ratings are Bull (price is above its 50-day moving average) and Bear (price is below its 50-day moving average).

MA 10 Over 50: Rate that indicates the stock's 10-day moving average is above its 50-day moving average—a bullish indication. Possible ratings are Yes and No.

MACD: An acronym for Moving Average Convergence Divergence, which is a powerful trending indicator consisting of two simple lines. When the lines cross, it can indicate a change in trend. Possible ratings include:

 

Bull (MACD line is above the centerline)
Bear (MACD line is below the centerline)
Bull X Ctr (MACD line is crossing above the centerline today)
Bull X Up (MACD line is above the centerline with a bullish crossing - MACD Line above Signal line)
Bull X Dn (MACD line is above the centerline with a bearish crossing - MACD Line below Signal line)
Bear X Ctr (MACD line is crossing below the centerline today)
Bear X Up (MACD line is below the centerline with a bullish crossing - MACD Line above Signal line)
Bear X Dn (MACD line is below the centerline with a bearish crossing - MACD Line below Signal line)

 

MACD Fast/Slow: Rate that indicates that fast MACD line (red line) is above the slow line (white line)—a bullish indication. Possible ratings are: Yes (red line is above white line) and No (red line is below white line).

MACD Trend Down %: The percentage of days over the past year that the stock has been trending down (MACD line below the centerline). The higher the rating, the more days the stock has been trending down.

MACD Trend Up %: The percentage of days over the past year that the stock has been trending up (MACD line above the centerline). The higher the rating, the more days the stock has been trending up.

MACD Weekly: Rate that indicates the MACD status for the stock's weekly chart (Monday's opening price and Friday's closing price representing one price bar)—same as the MACD rating but over a longer time span. When the lines cross, it can indicate a change in trend. Possible ratings include:

 

Bull (MACD line is above the centerline)
Bear (MACD line is below the centerline)
Bull X Ctr (MACD line is crossing above the centerline today)
Bull X Up (MACD line is above the centerline with a bullish crossing - MACD Line above Signal line)
Bull X Dn (MACD line is above the centerline with a bearish crossing - MACD Line below Signal line)
Bear X Ctr (MACD line is crossing below the centerline today)
Bear X Up (MACD line is below the centerline with a bullish crossing - MACD Line above Signal line)
Bear X Dn (MACD line is below the centerline with a bearish crossing - MACD Line below Signal line)

 

Money Flow Index: similar to the RSI (Relative Strength Index) except that it looks at volume and not just price. This has the effect of tracking the money flowing into and out of the security. The Money Flow Index can range from 0 to 100. Values below 20 or above 80 indicate a reversal. A disparity between price and the money flow is also an indication of a reversal.

OBV: (On Balance Volume) A running cumulative total of upside and downside volume. OBV is used to determine the buying direction and measures 14-day trading volume on up days minus the volume on down days. Possible ratings include Bull and Bear.

PROC: (Price Rate of Change) Measures the rate at which price is changing. Possible ratings include: Bull and Bear.

Quiet Period: A flag that an IPO stock has been trading less than 25 days.

RPS: (Relative Price Strength) Compares the stock's relative price strength to the relative strength of all other stocks. The higher the rating the stronger the stock is compared to other stocks.

RSI: (Relative Strength Index) Measures the speed at which a stock moves up. RSI is plotted on a vertical scale from 0 to 100. Values above 70 are considered to be overbought and values below 30 are considered to be oversold. RSI usually employs 9 or 14 increment time periods.

Stoch MA X: Indicates if the stochastic is crossing its moving average. If a Bear X is displayed, the stochastic is crossing down over its moving average. If a Bull X is displayed, the stochastic is crossing up over its moving average.

Stoch Value: The actual stochastic value (range from 100 to 0).

Stoch X: Indicates what part of the scale the stochastic has crossed. If Bear X75 is displayed, the stochastic has crossed down below 75 on the scale. If Bull X25 is displayed, the stochastic has crossed above 25 on the scale.

Stochastics: Shows how the stock is performing against the last 5 days. If the stochastic indicator is above the stochastic's moving average, it is considered bullish. The range of the stochastic value is from 100 to 0.

Strength Meter: An intuitive indicator of the three-week trend. Stocks moving up 10% or more in that period are given a Green or Trending Up rating. Stocks moving down 10% or more during that period are given a Red or Trending Down rating. Stocks between + / - 9% during that period are given a Yellow or Range Bound rating.

Weekly MACD Fast/Slow: Indicates that the weekly MACD line (red line) is above the slow line (white line).

Williams %R: Similar to Stochastics, but reverse. Williams %R compares the close with the highest high. An overbought condition is indicated when the indicator is less than 20 or 30 percent and an oversold condition is indicated when the indicator is above 70 or 80 percent.

 

Volume

% Vol 1 Day: One day volume percentage change.

% Vol Chg 1 Mth: One month volume percentage change.

% Vol Chg 2 Days: Two day volume percentage change.

% Vol Chg 6 Mth: Six month volume percentage change.

Vol Ave 1 Mth: A stock's daily average trading volume over the past month.

Vol Ave 2 Days: A stock's daily average trading volume over the past two days.

Vol Ave 6 Mth: A stock's daily average trading volume over the past six months.

Volume: The daily number of shares of a security that changes hands between a buyer and a seller.