This is easy using aq. Here is an example. From a watch list of 2000 stocks (NASDAQ and NYSE). If X is 100%, there is all for the week 20070917-20070921. All syms of the week vol is 100% greater than 30/20/10 week moving average. $ aq -Ncw -osym,date,close,vol,volma30@vol@30@MA,volma20@vol@20@MA,volma10@vol@10@MA,f30:#2.00@vol@volma30@DIV,f20:#2.0@vol@volma20@DIV,f10:#2.0@vol@volma10@DIV -f t -b20070921 sym date close vol volma30 volma20 volma10 f30 f20 f10 ----------------------------------------------------------------------------------------- AIR 20070917 29.8700 6946700 2715070 2385960 3111100 2.5586 2.9115 2.2329 ALNY 20070917 33.5700 5322900 2270843 2644360 2356180 2.3440 2.0129 2.2591 APOG 20070917 27.0900 4447600 1526736 1625930 1994730 2.9131 2.7354 2.2297 BCRX 20070917 7.9800 9084500 1826250 1825790 2095500 4.9744 4.9757 4.3352 CLC 20070917 34.9800 4553200 1732810 1720825 1892860 2.6276 2.6459 2.4055 EDO 20070917 56.3700 11562700 2407056 2699345 3875330 4.8037 4.2835 2.9837 EQIX 20070917 85.3200 8909600 3024636 3239780 4031290 2.9457 2.7501 2.2101 GLNG 20070917 22.0700 4329600 1440740 1869720 1783780 3.0051 2.3156 2.4272 IRBT 20070917 17.7500 4336800 1244216 1312855 1717810 3.4856 3.3033 2.5246 JRJC 20070917 23.2300 12205700 1078103 1467060 2133550 11.3215 8.3198 5.7208 KMX 20070917 21.8000 38294000 14246383 13905275 17276050 2.6880 2.7539 2.2166 LIHR 20070917 33.2500 4155300 936556 1065010 1376950 4.4368 3.9017 3.0178 MMP 20070917 41.4500 3153500 906470 1001450 1225850 3.4789 3.1489 2.5725 MPWR 20070917 25.0600 6228400 1452813 1784915 2373110 4.2871 3.4895 2.6246 NICE 20070917 35.0000 4063700 1402573 1536020 1764210 2.8973 2.6456 2.3034 PLCM 20070917 27.5800 20823100 8066313 8110330 8843890 2.5815 2.5675 2.3545 POOL 20070917 24.8000 13467900 3628853 3890905 4487690 3.7113 3.4614 3.0011 RNT 20070917 20.9800 6205700 1773403 1840070 2620880 3.4993 3.3725 2.3678 SNDA 20070917 34.3800 14204700 4191816 4909085 5644490 3.3887 2.8936 2.5166 SNH 20070917 22.2300 9385100 3164446 3289350 4014350 2.9658 2.8532 2.3379 SWWC 20070917 12.8900 2853800 949746 1074720 1309380 3.0048 2.6554 2.1795 USU 20070917 10.4000 35902700 12713116 15220295 16091870 2.8241 2.3589 2.2311 VTR 20070917 41.8700 15174600 5898780 7142265 7415170 2.5725 2.1246 2.0464 WPZ 20070917 41.3200 2429600 810276 907275 1135640 2.9985 2.6779 2.1394 If just consider 30 week average, here is the list of stocks ADBE AIB AIR ALNY APOG ARGN BBV BCRX CLC CLI CMCSA CMED CREE DSX EDO ENB ENZ EQIX ETFC FSTR GLNG GOLD HCP HOV ICOC IFF IRBT JRJC KFY KMX KWD LEH LFG LIHR LKQX LNET MF MKSI MMP MPWR NICE NILE NPBC NWK PGJ PLCM POOL PRX RDEN RHB RNT SFD SGY SHOO SNCR SNDA SNH SRVY SWWC TGIC TICC USU UTR VTR WPZ XLF It takes a few seconds to scan all stocks under my watch. I can do it free for you.
I've got about 4,000 tickers input into Amibroker, which is very reasonable. It's got a proprietary, but very simple, language that could easily do what you're asking. It will scan through these 4,000 tickers in about 30 seconds. You can probably get Amibroker to email you, but why not take 30 seconds each night and just run it yourself?