Searching for Metastock scripts I found a really useful script that filters the stock that haven't been traded . You should create a new explorer in MS with the following code:
year:=2008;
month:=7;
day:=25;
isTraded :=If(Year()<>year,1,If(Month()<>month,1,If(DayOfMonth()<>day,1,0)));
And filter for
isTraded=1