As part of filtering out "badly behaved" stocks from an automated strategy, I would like to find out the stocks that gapped down (on daily bars) by more than a given percentage over a period of time (how many times did XYZ gap down more than 1% over the last ten years,and by how much, that sort of thing). What is the best/fast way of going about doing that. I do have access to eSignal daily data, although never used their scripts. I also have access to thinkorswim, but again I have very limited experience of thinkscript. I can definitely code, but if there is an easy/fast way of doing it, I'd love to use it. Thanks for any help.