There is an easy and free solution, which is to use the "Screener" facility in ProRealtime but don't put any criteria in , so you get the whole list with the screening parameter shown as the criteria. the code for the screener is very easy it is:
Avtfx=AverageTrueRange[14](Close)
Screener(Avtfx)
An account with Prorealtime is free for EOD data you just need to register. they have a great charting package.