Alerts can only be set one at a time. If you are using End of Day data, you would be better to setup a scan with your criteria and link it to a Watchlist. Every time you open the Watchlist the codes would update to show the latest results.
You would first build the scan, selecting the data group(s) you want the criteria checked against. Once setup execute the scan, and export the results to a Watchlist.
The newly opened Watchlist will automatically be linked to the scan. You can save the page as a workbook, and anytime that workbook is opened you will see which code(s) match your criteria using the latest available EOD data.