Hi Jonny,
What about using an oscillator such as OBOS which shows the percentage difference in the price of an instrument above or below a moving average? If you set the moving average to something like two, this should give you a good proxy for the sort of information you’re looking for; well at least half of it anyway. 🙂
You’ll obviously be scanning for other criteria too, but it seems to me that most TA software should do this for you.
HTH
Cheers
Mayfly