This scanner will scan for future contracts where the 5 period exponential moving average has been falling for last five candles for: Volume, Open Interest and Price, indicating a long unwinding.
Universe
NFO-FUT
Time Frame
1 Day
Conditions
Period max(5, OI MA(exponential,5,0) - OI MA(exponential,5,-1) ) lower than 0.0 and Period max(5, EMA(volume, 5, 0) - EMA(volume, 5, -1) ) lower than 0.0 and Period max(5, EMA(close, 5, 0) - EMA(close, 5, -1) ) lower than 0.0