Python scanner for Thinkorswim On-Demand feature.
Thinkorswim provides an incredible market replay feature so that someone can practice their trading. Unfortunately it does not provide you with scanners like it normally would during real-time trading. I decided to put together a python script that will simulate an intraday momentum scanner. There is an area that clearly specifies the criteria of the scanner. One can easily add in their own criteria or change mine!
All you need to do is download the zip file and run the .exe script in ~scanner_exe/dist/