Pretty much any stock can be traded on the BATS exchange. Orders can be routed there just like any other exchange. 

As far as stocks listed on BATS, it's a short list:

The daily volume for PPP on 3/21 is being reported everywhere as 18 million shares.  I agree that summing up the intraday volume (hourly) doesn't add up, but I'm finding the exact same thing from other sources.  Right now, I can't account for the discrepancy.

I clicked the link jpetesmith posted above and it linked fine to Boxer.  If you scroll to the bottom there are two video links on that topic.

Once you plot the custom indicator using Bruce's formula above, you can add the simple moving averages like you would with any other indicator.

Click on the name of the custom indicator in the legend and select Plot New Indicator Here...

Select Moving Average and set the Period to 3 and click OK.

Now click on the Moving Average in the legend and do the same thing, this time setting the Period to 5.

You can now click on the 3 period moving average and select Create Scan Condition.

Set the Condition to Crossing up through the 5 period average.

Working fine here. What's happening when you try to go there?