I'm looking for a stock screener that is capable of programming a stock screen like the following: Screen for stocks trading within 5% of their 52-week highs. Then sort them by the # of days that have passed since their 52-week low. Keep the stocks with the shortest # of days since their 52 week low (say the lowest 5%.) I don't mind learning some programming in order to make such a screen. I need a stock screener that can define a custom, nonstandard parameter, compute that parameter for all the stocks in its universe, then find, say, the top 5% percentile for that particular parameter.
you can also do this with tradelink, which is open source and supports 15+ brokers. check out the tradelink.research module, google tradelink project or tutorials at tutorials.tradelink.org
You could build your own scanner in C++ using our TradeScript library, which we used to develop ScanTheMarket.com several years ago. That was capable of scanning 50,000 symbols in less than 20ms. See archive.org. It isn't online any longer since we sold it to Genesis Securities.
If you're looking for end of day stuff, stockfetcher is pretty good. It won't do you any good for real-time stuff, though.