You are on the right track. You can use the Position in Range filters which use a percentage (percentile actually) to place the stock at a certain place in its daily range. You could also use the Below High filters which use a dollar amount below the High or Above the Low to place the stock. Here's an example of the Below High filter using your Short strategy (flip it to see the opposite (Long) side: http://www.trade-ideas.com/View.php?O=20000000000000000000000000000000000000000000000000000000_40_0&QRUN=0.09&MaxPrice=20&MinBelowHigh=.01&MaxBelowHigh=.20&WN=MOD:+running+up+using+Below+High+Filters Here's the same Short strategy with the Position in Range filters: http://www.trade-ideas.com/View.php?O=20000000000000000000000000000000000000000000000000000000_40_0&QRUN=0.09&MaxPrice=20&MinRD=96&WN=MOD:+running+up+using+Position+in+Range+filter Let me know if that helps