Do you discard any setups based on price, average volume, or volatility etc.? I.e. higher priced stocks are generally slower to move etc., might take 3 months to move 30% vs 3 weeks in the lower price / capitalised stocks.
Depending on what system I'm using, I have a volume filter to avoid getting caught in thinly traded stocks. I've never really applied anything to my discretionary trading setups though.
