perth based quant and algorithmic traders, page-7

"Michael, can your system take in dividends, pe's and ranges etc. Read an interesting strategy the other day - will send it to you when I dig it up if interested. "

Hi Mickey,

My system aggregates the following data

Course of sales
Market depth
End Of Day
Fundamental data (so "yes" to above question)
Company Option
Short Sale report
Announcements

then I calculate Standard EOD studies (RSI, Bollinger etc)
and save them (end of day) also simple moving averages for short sales.

I also do some proprietary EOD studies, such as a really cool Trend (up/down) algorithm I worked out myself

plus I do proprietary calculations for market Depth and COS
data and store that intraday - including downloading Announcements

Its bucket loads of data and from all of that I populate about 10 live reports just by doing database queries on a repeating schedule

In the future I plan to add more EOD studies and also multiple algos that are used to determine "Tradeability" of each stock or what I called "Theoretical Market return"


The COS and market Depth data is used primarily for day trades, but they are useful for swing trades as well - rather than waiting for a stocks oscillator to swing up and cross a threshold level (say 30 for RSI), I can see straight away if the stock is going to swing for the next leg up

the most exciting stuff I do though is the market depth analysis. sure it can be manipulated, so I dont rely on it 100% to make trades, but when using it in the past I have discovered some interesting market activity

I am about to re connect to the exchange - tomorrow actually and test the latest changes