29 Aug 2026
Scans that say "most of the last ten days"
How count() and countstreak() let a scan ask for seven of the last ten days instead of all ten, with four NSE scans built on them and the limits of both functions.
Read the guide →Guides to the setups the scan library is built from — what each one means, when it works, and how to test it before trusting it. Every article ends in a scan you can run.
29 Aug 2026
How count() and countstreak() let a scan ask for seven of the last ten days instead of all ten, with four NSE scans built on them and the limits of both functions.
Read the guide →29 Aug 2026
Most scans read the close and ignore the rest of the candle. abs(), greatest() and least() in Sift let a scan describe the body: its size against the stock's own norm, and where the whole of it sits. Three ready NSE scans.
Read the guide →28 Aug 2026
The five fields a screener uses to measure momentum, the filters that stop a strength ranking turning into a chase list, and four ready NSE scans.
Read the guide →28 Aug 2026
What regular bullish and bearish RSI divergence measure, why a single-bar scan has to approximate them with offsets, what that approximation costs, and two ready NSE scans.
Read the guide →28 Aug 2026
What a stock screener does and does not do, end-of-day versus realtime, the eight setup families for NSE stocks, why delivery percentage matters here, and how to check a scan before trusting it.
Read the guide →16 Aug 2026
Why a raw candlestick scan returns noise on the NSE, the three context conditions that make a pattern worth looking at, and the scans with each one built in.
Read the guide →16 Aug 2026
Side-by-side translations of the four Chartink idioms: the crossover, the streak, the N-day high and the volume multiple, plus what has no equivalent here.
Read the guide →16 Aug 2026
What the 1, 5 and 20-day columns in the hit-rate panel measure, the two misreadings that flatter bad scans, and what the replay deliberately leaves out.
Read the guide →16 Aug 2026
Connect Claude Code or any MCP client to 30 years of NSE end-of-day data: run screener scans in plain English, check them against history in the same conversation, and save the ones that survive.
Read the guide →15 Aug 2026
The overhead-supply logic behind buying 52-week highs, three entry variants with the scans that run them, and the three ways the strategy loses money.
Read the guide →15 Aug 2026
How to measure a squeeze with normalised band width, why compression says nothing about direction, the NR7 single-bar version, and the NSE scans for both.
Read the guide →15 Aug 2026
Five capabilities that separate stock screeners: outcome measurement, event conditions, delivery data, data depth and an API, with what each one is worth.
Read the guide →15 Aug 2026
What delivery percentage measures, why a fixed threshold like 60% is the wrong way to read it, and the NSE scans built on deviation from a stock's own baseline.
Read the guide →15 Aug 2026
What the 50/200-day crosses record, why they fire late by design, the whipsaw tax in sideways markets, and how to check their hit rate on NSE stocks.
Read the guide →15 Aug 2026
A five-step method for testing a screener scan against history, from stating the claim to spotting the three biases that fake a good result.
Read the guide →15 Aug 2026
What the OHL condition actually measures, why open = low reads as buyer control, and how to run both sides of it across the NSE on end-of-day data, free.
Read the guide →15 Aug 2026
Why a bare RSI-below-30 scan returns falling knives, the one condition that fixes it, the RSI levels that matter inside trending stocks, and four ready NSE scans.
Read the guide →15 Aug 2026
A working swing screen in three layers: trend, setup, trigger. How to build each one for NSE stocks, which presets express them, and how to check the screen against history.
Read the guide →15 Aug 2026
Why volume is the one input that can't be faked, what 2× average volume actually implies, three ready NSE volume breakout scans, and the mistakes that make volume screeners useless.
Read the guide →