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Addition of new volatility "screener"

The idea is to calculate the volatility of all the stocks loaded into each simulation run (on the fly), and then use a number of  trades factor to skim off and use only the most volatile instruments.

The volatility measurement needs to be adjustable over X bars back from the current bar, it would be better if this starts from 5 bars and grows out until 100 bars or 50 bars is achieved, in the same was the averages do in the end of day unit.

Formula for calculating volatility.

(((Highest close  (period look back) / Lowest close (period look back)) *100 )-100

((1900 / 400 ) x 100)-100 = 280%

((20 / 17) x 100) -100 = 17.64%

So we set the default look back period to 50 days, then find the highest and lowest close. The formula above puts that out as a percentage reading in a nice simple way.

As the simulation starts off give it 5 days to get a reading then the next day it gets 6 days, etc until it hits the 50 day look back period.

So for the first few days it will be using 10 days look back or 15 days etc to find the highest and lowest closes, its not ideal but its better than nothing.

So once we loaded up 200 or 300 stocks into the simulator, we then run it for a while and we end up with a nice little league table showing the volatility for each symbol.

We then set (N trades)  (which stands for the number of trades we want open at any time) You can put 40 as default with increments of 1 with little up and down arrows to adjust it. 1 to 200

The volatility look back days (Vola days) will also have to be adjustable with 50 days as defualt.  Please put the arrows for up and down here too with 1 step increments. 1 to 200

As it runs over the data the simulator views the stance changes as usual, but now it can open open a new trade if that symbol is also in the top 40 (or whatever number we have chose) of the league table of 200 stocks.

If we get a sell or buy signal and the stock is not in the top 40, then we do not add a new long or short it, but we close out any long or short if one is there.

If we get a signal to buy or sell and the stock is in the top 40 then we can put the trade on as normal.

The advantage of this method is that we always maintain a constant number of trades throughout the simulation runs and this makes calculating gearing, risk per trade and all the other bits a lot easier.

Also we are guaranteed to have only put trades on stocks that are doing something exciting.

We can also use this same formula for purging out inactive trades at a later date.

The idea would be if a stock drops into the lower part of the same league table..EG, relegated from premier to division 3 then we can just purge it to make room for something that will work for us to make money.

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The idea would be if a stock drops into the lower part of the same league table..EG, relegated from premier to division 3 then we can just purge it to make room for something that will work for us to make money.

Needs more thought before doing it, but i guess it will be an ok feature.

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If you want to read up on the ideas, you can find them here

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At the bottom left corner is timer, please make that default to 7 seconds and have a little arrow up or down to adjust it in 1 step

incremented from (3-20)

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1. Sorry there was one thing i forgot to mention before, please change the netchange > 10% over X days so default is 2 days.

Please add 6,7,8,9, 11,12,13,14 into the list in both the plus and minus settings.

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Please make this steps run in 0.5 increments to add more flexibility to the scans, i use this a lot as it tells me when lots of people know something and are piling into trades, (usually some news comes out soon afterwards) 

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1. Time started stays at zero
2. Time finshed stay at zero
3. You can add a time since started timer as well.
4. When selecting only 4 digit symbols it says you must select at least one combination thus forcing the collect 3 and 4 digit symbols
5. I think we need to split it up into bite sized chunks ( or at least have an option to do so) so i think we can have a start and end box Start from R End at Z for example. When its done and the text file is made the text file can show in its file name New symbols A-F then DATE. To get around the problem of selecting the correct file from the new symbols folder we can simply have a browse button on the bigcharts page (pointing to new_symbols in c) and then choose the one we want to view. Also this will help as there will be less to view in the lists. Please make this feature inclusive of both letters or numbers inputted into the 2 boxes
6. The box should read A,B,C,D..to Z...then 0,1,2,3, etc So that we can scan numbered too.
7. Progress counter E.G if we started at AAAA and its currently checking BAA2 in yahoo, then it would be good to see what stage its at in the program so we know how long it will take by looking where it is at now.
8. Maybe we can refine the "traded for 2 days" filter for some improvements, but lets get the above working correctly first.

This can be run from the Market monitor main form. (When the form is opened, the blue one with stack of coins on it.) you can use the button marked simulation, as its not connected to anything. Change the name to Scan for new symbols.

When we click it, it opens a window with the time of day start and stop ( so it can start at 1am and run until 7am so it doesnt kill the bandwidth)

We plug it into yahoo finance and iterate between AAAA, AAA1, AAA2 etc until we get to ZZZZ and each time it finds a volume number in that field for one day, then it can add it to a list.

I guess this list can go into the SQL database under the heading Possible new symbols to add. Or maybe it needs to make it into a text file instead so as not to mess up the database...I can make a folder in C drive called New_symbols and the text file can be dumped into there.

When its finished running through them, it needs to show its finished ( hopefully it can do the whole lot in 6 hours )

When I want to view the new symbols, we can have a new button on the big charts page (just to the left of the "passed" label in the top right corner. The button will be "Load new symbols" Then it will fill up the list view box as usual if it was running the slideshow.

The middle box that i usually click to move the right side list over the build report list can be used in the same way. Then once i have scanned through them all, i can send you the completed list of new symbols to add into the database. The slideshow must be able to pause and resume as it does now, because the list is going to be very big!

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The new filter will have 2 drop down forms from a to z, so i can reduce the number of symbols in the scan. I can do A-J (Inclusive) and then do K-Z inclusive so i dont miss out on seeing them when i make tea or take a piss or get distracted.

This can be positioned on the filters page to the left of KEY SIGNAL and above ALERT

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1. When slideshow is done i am unable to press slideshow again and have to scroll up the list box then click on the first one and then press slideshow again.
2. To correct this, when the last symbols has been viewed for 7 seconds (or as stated in the timer box) then the slideshow can "reset" so as to be just the same as if it was just loaded. So I can press slideshow again and it will work straight away.

Sometimes when its mad busy with a lot of programs running, i cant find the message box quickly on the toolbar, so we can just remove this message box and flash a message on the big charts page to highlight a comment called "Slide show finished" this can be located in the place where you put the MC window (for trades that are under £1 stock) It dissapears from view, but when a stock has a small price you will be able to see it on the top right of the page.