I think you should start reading here. http://www.nasaa.org/ You are not being answered as it is not clear what you want. Purge means to do away with, or to get rid of something.
I use Strategy Scanner from Etrade Pro. Not sure what type of criteria you are looking at. You want to purge penny stocks? Does that mean you want to watch stock other than pennies? Strategy Scanner allows you to set up scan according to where they trade. So if you don't want a pink you don't have to choose that.