illi4 / stock-screener Goto Github PK

If the last date is same as today, will need to remove the last row in the pandas DF

Need to either use an alternative source or remove this alltogether

Have to spend too much time now iterating over graphs, should be automated.
Note YFinance bugs - when run in the morning, cannot rely on OHLC for the same day and will have to get stocks's info

Write a script which fills in prices (entries) for paper trades to save time

Need to add the condition to remove stocks with minuscule liquidity

Per the rules:

• Last week's close above ma
• This week close to date above ma

This has to be done for multiple systems and variants

Easy metrics:

• Win rate (% of winning trades from all trades)
• Number of winning / losing trades
• Expectency (win rate and % median for winners and losers combined) for a quarter / month
• Median winning / losing trade % and reward/risk ratio (winning % divided by losing %)
• Avg/median time in trade
• One more potential metric: annual/quarterly return to maximum drawdown ratio
• Equity curve (not sure this is possible with Tableau - do I have to use Python)? Note this won't really be representative prior to simulation implementation.

Dimensions:

• Splits by Test A/B/C/D. Note that the result in the output for tests should be the same instead of '-'
• Dimensions by: star rating (individual and grouping 4+5 together), penny/non-penny

Simulations:

• For analytics, would need to understand # of trades per day for further Monte Carlo analysis / simulation. What is the # of trades if only taking 4-5 starts, or only the best for the day? This would have to be paired with median time in trade because I cannot enter every day. There must be some upper limit on the number of positions. If there is less limit - number of trades should be selected carefully.
• The simulation would need to run per different tests (A/B/C/D, start ratings, industry ratings etc.). Probably first run with only one limiting criteria and one system. This would have to be its own function.

Sectors: add a mapping from https://www.marketindex.com.au/statistics
Add sector to shortlisted
Grab sector performance from YFinance

• Add info on max negative strikes (done)
• Add position decrease option after X negative trades in simulator

See evernote

Try to configure the scripts and run screener / paper trading for a while to compare ASX vs US performance with this approach.

Todos:

• Add ASX/NASDAQ (market column) to the database
• Add an updater of stocks for nasdaq. Note that I can add 1d volume straight away
• Change the ASX stock updater to use http://eoddata.com/ as well
• Filter volume straight away for ASX when scanning
• Change get_stock_data to run for NASDAQ and ASX
• Add support for ASX\NASDAQ for the scan without sectors for NASDAQ
• Add sectors for NASDAQ