Definitely avoid 1018, if for no other reason than machinability -- it's soft and gummy. I would use 1144 ("Stressproof") for the screw -- moderately hard in the annealed state, stable, and machines like a dream.
Thanks guys I don't have the tooling (threading gears or threading dial) and mainly the skill to make the threads. So i'm looking at buying the precision acme threaded rod from McMaster. I wasn't sure if the heat-treat 4140 could be turned down.
Thanks all for the info Clay