Find stocks that have recently crossed the EMA and SMA filtered by volume/capitalization

Tarea técnica

I am loking for the algoritm that can help my to  find stocks that have recently crossed the EMA and SMA on the daily chart.
The algorithm should cover global stocks  
The list of securities is filtered by volume/capitalization, and it should be possible to set your own limited list.

At the output, we should get a list of securities with the lowest date of the last intersection.

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