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Liquidity Sweep

 
Canada

In smart money concepts (SMC), a sell-side liquidity sweep is a quick run below an obvious low that triggers the stop orders resting there, followed by a reversal. This screen lists stocks on the Toronto Stock Exchange whose low today broke the prior 20-day low while the close finished back above it, with a lower shadow longer than the body, an up close and volume above average. It is a price and volume proxy for the stop hunt, not order-flow data. Prices are in Canadian dollars, and the list covers TSX-listed stocks with at least C$1 million in average daily trading value.

Screening formula:
exch(tsx) and type(stock) and advol(21) > 1 and l < lowest(20)@1 and c > lowest(20)@1 and tail(0) > body(0) and c > o and cvol > avol(21)
 
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View:
Charts    
   Symbol   Name   Industry   Sector   Exchange   Cap  Cap, mln  Last  Change  Change, %  Volume
 EMA.TO 
Emera Inc
Utilities - Regulated Electric
Utilities
TSX
Large
 19,882  65.20  -0.05 -0.08 1,367,094
 MAL.TO 
Magellan Aerospace Corp
Aerospace & Defense
Industrials
TSX
Small
 1,948.11  31.30  -0.19 -0.6 41,322
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