What I finally came up with is the following:

It is not to strict but just enough, and flexible ood to keep making adjustments. The 200 average should be wide enough to capture a good picture of those parameters in the stocks in the 5 minutes. Also, clasifying the securities by the M5 AVOL allows me to keep on top those most liquid.

It’s a pity that there is not an only metric I can use to easily sort through those illquid stocks, since I have noticed that still I miss some great stocks to trade and that, depending on market conditions, I have to readjust the parameters of the screener, and that makes it burdemsome.

Please, Vonasi, send me a PM or a reply should you come up with something that can push the niddle a little bit forward, and thank you for your contribution.