@Brettser16 Here is a scan for 2.5 times the ATR. Place the following code in the scanner.
I just scanned the S&P 500 using a daily aggregation and obtained 6 hits
def factor = 2.5;
plot scan = TrueRange(high[1], close[1], low[1]) >= Average(TrueRange(high[1], close[1], low[1]), 10) * factor;