(2023-04-23, 03:27 PM)pcabc Wrote: Orange and Blue combined would be a sum of stocks above the zero line and stocks with a rising zero line?  Perhaps a recalculation based on a score of +1 for RS above the zero line and zero line rising, -1 for RS below the zero line and zero line falling?  But I'd have to recalculate, which takes a long time.

(2023-04-23, 03:27 PM)pcabc Wrote: Swapping the index is easy.  I'll change the index to the S&P Small cap 600 later.  Don't seem to have the Russell 2000 available, except for a UK ETF which may have currency exchange rates overlaid - confusing the picture.

Not what you suggested, but swapping the underlying breadth pool is slower.  It was about 2 1/2 mins per point for these latest calcs.  My computer started to swap memory much more, so my plan to see if I can load all of the stocks in breadth pool to allow for MUCH faster historical breath calculations is probably a non-starter.  I can try loading the data to see if it is feasible fairly quickly though.

(2023-04-23, 03:44 PM)isatrader Wrote:

(2023-04-23, 03:27 PM)pcabc Wrote: Orange and Blue combined would be a sum of stocks above the zero line and stocks with a rising zero line?  Perhaps a recalculation based on a score of +1 for RS above the zero line and zero line rising, -1 for RS below the zero line and zero line falling?  But I'd have to recalculate, which takes a long time.

No, the rising zero line wouldn't be an absolute requirement, it would be an OR calculation. i.e. if the % of stocks with Mansfield RS above zero OR if % of stocks with Mansfield RS above zero with rising zero line. As % of stocks with Mansfield RS above zero is the fast line and rising zero line is the slow line.

So get aggressive on orange above 50%, as it's highlighting a period where stocks have strong momentum. But tighten up stops and trim extended, sell laggards, but hold leaders on Blue falling back below 50% etc.

Quote:

(2023-04-23, 03:27 PM)pcabc Wrote: Swapping the index is easy.  I'll change the index to the S&P Small cap 600 later.  Don't seem to have the Russell 2000 available, except for a UK ETF which may have currency exchange rates overlaid - confusing the picture.

Not what you suggested, but swapping the underlying breadth pool is slower.  It was about 2 1/2 mins per point for these latest calcs.  My computer started to swap memory much more, so my plan to see if I can load all of the stocks in breadth pool to allow for MUCH faster historical breath calculations is probably a non-starter.  I can try loading the data to see if it is feasible fairly quickly though.

I'm only referring to visual referencing not changing the calculation.

Quote:On a separate note, with the development of the screener on the front end of the website I will have many years of Mansfield RS data for every US stock soon, and other markets potentially. UK, India etc. But starting with the US data. So i'll be able to do some backtests on the data.

(2023-04-23, 10:10 PM)pcabc Wrote: I presume you have your own database then?  At some point I found it more flexible for individual stocks to calculate this sort of data on the fly.  But, then calculating the market breadth is slower as you have to keep recalculating the data for every stock in the breadth pool.  The problem I had hit with carrying out all the calculations and then storing them was that (I was using python) that the  calculations of the various parameters, per stock, were taking too long to calculate and store in the database.  But perhaps serious speedups were possible?

(2023-04-24, 12:05 AM)isatrader Wrote: Yep, we have a cloud server setup that will be pulling in the data each day into the screener. But just trying to sort out the data provider, as for commercial use the data can be very expensive each month. So trying to find a provider that is reasonable that will provide the adjusted daily and weekly data, plus sector and group info.

Here's an example of what the charts will look like. Each stock will have it's own page.

(2023-04-24, 11:29 PM)pcabc Wrote: I found that pulling data is not as simple as it sounds.  Its easy until you find that there are market holidays which vary by market, that cryptos and forex (?) have data on weekends where stocks and commodities do not.  In the end I decided to just ignore market holidays, it was simpler.  So for market breadth purposes I make a copy of the indices and fill in the gaps caused by market holidays.  Another piece of fun is that sometimes stock data can be slow, even perhaps for individual stocks.  So I bulk download end of day data.  Then at some point overnight I have a script that checks for stocks missing data and it tries to update that data individually.  If a stock fails to be updated that way 10 times in a row then I assume that stock ticker is dead.

The smaller cap stocks seem to have more data issues than the larger ones.  Perhaps they simply don't trade on some days?

When free data was available Yahoo had a reasonable API, Google was second.  When they stopped I found it took me a while to find a provider at an affordable price.  Unsure whether some were commercial feeds rather than for individuals, but the costs could escalate quickly.

As for sector and group info.  There is some free data for some markets that I can find from time to time.  But each source has its own format. I could get the data from my existing data provider, but I would have to update my package to one four times the price, so I'm not keen to go that route right now.

Nice clear charts.

(2023-04-27, 12:17 AM)isatrader Wrote: My developer has been working on it since Christmas, so is a big endeavour, but is initially only going to be focused on the US markets, as data costs for a commercial licence are at least ten times that of those for personal use per month. So am currently negotiating with a number of data providers to try and get what I need and to make the product viable for me. As the first quote I got came in at $1250 a month, which is just for open, high, low, close, volume data. So was concerned that I wouldn't be able to get it done, but have since found a couple of providers willing to do it in the hundreds, not thousands a month. As redistributing data on a website is very different price wise than personal use. But hopefully, with the higher price, also comes more sanitised data for errors, like you've mentioned. But we'll see in time with that.