Any one know where I can find data or even better a symbol that will tell me percent of stocks trading above/below vwap on the day stocks trading above their 5-10-20 day moving average for example I know on esignal u can get a chart with the symbol "$PCTABOVEVWAP.ny-st" for one of them.
With such programs like AmiBroker (www.amibroker.com) you can filter the database of stocks after such individual criteria. It maintains a local database. You must update the database periodically, ie. in your case at least daily. Either have a paid datafeed or use for example the free services of Yahoo or Google. Such packages have usually a download utility for updating the db. Then you can scan the database as you wish. But: such systems are usually not free, AmiBroker is maybe the best and fastest.