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