- This system is currently based around Simple Moving Averages (SMAs) that are based around the principals of Fibonacci numbers. These are used alongside a Slow Stochastic Oscillator (SSO) to create buy and sell signals, which are given numbers based upon their strengths.
- Over time, I adjust the stochastic coefficients and the weightings of the moving averages to create more reliable results during my back testing (for my use), but to also make the system more reliable generally.
- Attached in the linked folder will be a file called "buysignallers.txt" and "sell signallers.txt", which can both be used to show the position of a stock against the others that are analysed. This is where you will find the total signal strengths for stocks.
- It is worth noting that not all stocks and shares may load or process due to where the program gets its data from and some stocks with share prices below 0.10p will currently not analyse properly.
- These reports are all made up of a list of signals and comments and the data for these are taken daily. E.G. Today's signals use yesterday's closing stock prices - given in pence, not pounds!
- The "signals" show the fibonacci SMAs that crossover and or any slow stochastic notifications.
- The "comments" show the value of the said SMA with the value of the previous day shown in brackets.
e.g.
# Signals
Sell - 24.802226076843513707865168540 - 34 crossed 144
# Comments
SMA 3 - 25.50 (25.50)
SMA 5 - 25.50 (25.50)
- More information regarding this project can be found here:
http://themaskedstocktrader.blogspot.co.uk/2014/11/my-experience-with-quantitative-finance.html
No comments:
Post a Comment