Learn how stock scanners surface market activity.
Practical field guides for premarket, momentum, relative volume, VWAP, liquidity, streaming alerts, and scanner-to-chart validation without pretending uncertainty disappears.
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Product capture · Public market data · Aug 3, 2026Day Trading Starts With Risk—Not a Hot Ticker
A risk-first field guide to market mechanics, stock scanners, charts, position sizing, liquidity, and disciplined decision-making.
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14 articles · Every article linked below
01Product capture · Aug 3, 2026Day Trading Starts With Risk—Not a Hot Ticker
A risk-first field guide to market mechanics, stock scanners, charts, position sizing, liquidity, and disciplined decision-making.
02Product capture · Aug 3, 2026Stock Scanner vs. Stock Screener: What Changes in Real Time?
Understand how continuous stock scanners differ from point-in-time screeners, when each is useful, and why neither replaces chart and liquidity validation.
03Product capture · Aug 3, 2026How Real-Time Stock Scanners Work
Follow the path from provider market data to normalized fields, scanner conditions, ranked results, streaming events, alerts, and visible recency status.
04Product capture · Aug 3, 2026Premarket Gap Scanner Settings: A Practical Framework
Build a premarket gap scanner with session-aware price, gap, volume, relative-volume, float, liquidity, exchange, and catalyst filters.
05Product capture · Aug 3, 2026High-of-Day Breakout Scanner Workflow
Configure and validate high-of-day momentum events with session highs, distance-to-high, volume, relative volume, liquidity, cooldowns, and chart context.
06Low-Float Volatility: What a Scanner Can and Cannot Tell You
Use float, price, volume, dollar volume, spread, catalyst, offering, reverse-split, and halt context without treating low float as a prediction.
07Unusual Volume Scanner Filters That Add Context
Combine relative volume, recent volume, dollar volume, price change, liquidity, session, float, and catalyst filters without confusing activity with direction.
08Product capture · Aug 3, 2026From Scanner Alert to Focused Watchlist—Without Chasing
A repeatable way to turn live momentum alerts into a small, evidence-based watchlist before risking capital.
09Risk First: Size the Trade From the Stop
Why fixed-dollar risk produces more consistent exposure than fixed share size when volatility changes.
10VWAP Is Context, Not a Command
How to use VWAP as an intraday reference without turning every touch or reclaim into an automatic trade.
11Plan the Opening Range Before You Trade the Break
A structured way to read the first minutes of regular trading without treating every new high as confirmation.
12Relative Volume Needs Context
How to interpret unusual participation alongside liquidity, time of day, catalysts, and price structure.
13The Hidden Cost Between the Chart and the Fill
Why spread, depth, speed, and slippage belong in the risk calculation before a trade is placed.
14A Premarket Routine That Reduces Impulse
Build a short preparation loop for market context, candidates, risk limits, and explicit no-trade conditions.