Scan crypto markets with the Basis Screener Lab

Build conditions that describe a setup

A screen is a tree of AND and OR groups. Each rule compares a market field, indicator, formula or strategy signal with a fixed value or another operand. The screen keeps each rule result visible so a high score can be explained.

1. 01

   Choose the universe

   Select quote asset, market type, venue, top 20–200 size, timeframe and required history.

2. 02

   Add the first rule

   Start with the condition that defines the setup, such as close above EMA 50.

3. 03

   Add independent filters

   Use liquidity, volatility or participation filters rather than stacking similar oscillators.

4. 04

   Add a Formula ranking

   Choose a saved Formula Lab model or write an inline factor, then decide whether the highest or lowest values are best.

5. 05

   Run and rank

   Sort matches by condition score, Formula value, volume, change or symbol; open any result directly on the chart.

Four evidence sources can share one screen

• Market fields: last price, change, quote volume and liquidity-oriented data.
• Indicators: any supported study plot with its own parameters.
• Formula Lab: custom expressions and derived series.
• Strategies: signal output from built-in or saved custom strategies.

Backtest the screen before turning it into a monitor

A screen that describes today perfectly can still be a one-off. Use the screener backtest to evaluate historical occurrences and inspect sample size, return distribution and stability. Change one assumption at a time and keep the final period out of the search.

Convert a stable screen into an alert

1. 01

   Create alert

   Open the screen action and choose Create alert.

2. 02

   Choose cadence

   Set how often the market-wide scan should run.

3. 03

   Choose trigger mode

   Trigger on new entrants when you want change, or current matches when every qualifying state matters.

4. 04

   Review history

   Use the monitor record to distinguish a new setup from the same setup persisting.