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REPORTS.md

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Sample Reports

Risk Warning: We do not guarantee accuracy and will not accept liability for any loss or damage which arise directly or indirectly from use of or reliance on information contained within these reports. We may provide general commentary which is not intended as investment advice and must not be construed as such. Trading/Investments carries a risk of losses in excess of your deposited funds and may not be suitable for all investors. Please ensure that you fully understand the risks involved.

S&P500 companies with most daily gains

uvr report_by_query.py -t "SP500 Daily Movers" -q "(is_large_cap == True)" -o "daily_close_change_delta_1" -v

S&P500 companies with most weekly gains

uvr report_by_query.py -t "SP500 Weekly Movers" -q "(is_large_cap == True)" -o "week_1_close_change_delta_1" -v

S&P500 companies with most monthly gains

uvr report_by_query.py -t "SP500 Monthly Movers" -q "(is_large_cap == True)" -o "month_1_close_change_delta_1" -v

Scanners

EMA Bounce

uvr report_by_query.py -t "EMA Bounce" -q "(day_0_ema_60 < day_0_ema_50 < day_0_ema_45 < day_0_ema_40 < day_0_ema_35 < last_close < day_0_ema_30) and (adx_14 > 35) and (daily_strat.str.contains('.*-2d-2d')) and (daily_strat_candle.str.contains('.*-red-green$'))" -o "natr_30" -v
uvr report_by_query.py -t "EMA 8x21 Pullback" -q "(day_0_ema_60 < day_0_ema_50 < day_0_ema_45 < day_0_ema_40 < day_0_ema_35 < day_0_ema_21 < day_0_ema_8) and (vol_ema_3 > vol_ema_5 > vol_ema_7) and (last_low > day_0_ema_21) and (last_low < day_0_ema_8) and (adx_14 < 30) and (adx_9 > adx_14 > adx_21)" -o "natr_30" -v
uvr report_by_query.py -t "UpTrend" -q "(day_0_ema_3 > day_0_ema_5 > day_0_ema_7 > day_0_ema_9 > day_0_ema_11 > day_0_ema_13 > day_0_ema_15 > day_0_ema_21 > day_0_ema_30 > day_0_ema_35 > day_0_ema_40 > day_0_ema_45 > day_0_ema_50 > day_0_ema_60)" -o "smooth_30" -v
# 21 x 50
uvr report_by_query.py -t "UpTrend" -q "(day_0_ema_21 > day_0_ema_50) and (last_high > day_0_ema_8) and (last_low < day_0_ema_8)" -o "smooth_30" -v
# 8 x 21 CrossOver (Possible Beginning of new trend)
uvr report_by_query.py -t "8x21" -q "(last_close > 100) and (last_close > day_0_ema_8) and (day_0_ema_8 > day_0_ema_21) and (day_1_ema_8 < day_1_ema_21)" -o "natr_30" -v
uvr report_by_query.py -t "Ema21 Bounce" -q "(day_0_ema_8 > day_0_ema_21) and (day_0_ema_8 > day_0_ema_21) and (last_high < day_0_ema_8) and (last_low > day_0_ema_21) and (daily_strat_candle.str.contains('.*-red-green$'))" -o "smooth_30" -v
uvr report_by_query.py -t "Power of 3 Daily" -q "(power_of_3_daily == True)" -o natr_30 -v
uvr report_by_query.py -t "Power of 3 Weekly" -q "(power_of_3_week_1 == True) and (last_close < day_0_boll_21_2)" -o natr_30 -v
uvr report_by_query.py -t "⬆ 5D Volume" -o natr_30 -v -q "(last_volume > day_2_volume > day_3_volume > day_4_volume > day_5_volume > day_6_volume > day_7_volume > day_8_volume > day_9_volume)"
uvr report_by_query.py -t "⬆ 4D Vol/R-G-G Candles" -o natr_30 -v -q "(last_volume > day_2_volume > day_3_volume > day_4_volume) and (daily_strat_candle.str.contains('red-green-green$'))"
uvr report_by_query.py -t "⬆ 2W Vol/GG Candles" -o natr_30 -v -q "(week_0_volume > week_1_volume > week_2_volume > week_3_volume and (week_1_strat.str.contains('2d-2d-2u$')) and (week_1_strat_candle.str.contains('.*-green-green$')))"
uvr report_by_query.py -t "123 Pullbacks(Daily)" -q "(adx_14 > 35) and (pdi_14 > mdi_14) and (daily_strat.str.contains('2d-2d-2u$'))" -o natr_30 -v
# Track - Buy when cross-up week high
uvr report_by_query.py -t "123 Pullbacks(week_1)" -q "(adx_14 > 35) and (pdi_14 > mdi_14) and (week_1_strat.str.contains('2d-2d-2u$'))" -o natr_30 -v
# Oversold and mean reversion
uvr report_by_query.py -t "Mean Rev 50 LowerBB" -o natr_30 -v -q "(daily_strat_candle.str.contains('.*-red-green$')) and (last_close < day_0_boll_50_3_lb)"
uvr report_by_query.py -t "Mean Rev LowerBB" -o natr_30 -v -q "(daily_strat_candle.str.contains('.*-green$')) and (last_close < day_0_boll_21_2_lb)"
# boll_21_3_lb -> bollinger ban 21 day MA, 3 Stdev Lowerband
uvr report_by_query.py -t "Mean Reversion 21 LowerBB" -o natr_30 -v -q "(last_close < day_0_boll_21_3_lb) and (daily_strat_candle.str.contains('.*-green$'))"
uvr report_by_query.py -t "Squeeze Up" -o natr_30 -v -q "(daily_strat.str.contains('.*-2u$')) and (daily_strat_candle.str.contains('.*-green$')) and (week_1_strat.str.contains('.*-1$')) and (week_1_strat_candle.str.contains('.*-green$'))"
./rbq "(daily_strat.str.contains('.*-2u$')) and (daily_strat_candle.str.contains('.*-green$')) and (week_1_strat.str.contains('.*-1$')) and (week_1_strat_candle.str.contains('.*-green$'))"
uvr report_by_query.py -t "Momentum Trending" -q "last_close > day_0_ema_3 > day_0_ema_5 > day_0_ema_7 > day_0_ema_9 > day_0_ema_11 > day_0_ema_13 > day_0_ema_30 > day_0_ema_35 > day_0_ema_40 > day_0_ema_45 > day_0_ema_50 > day_0_ema_55 > day_0_ema_60" -o green_candles_30 -v
uvr report_by_query.py -t "Boomer" -q "(daily_strat.str.contains('.*-1-1$')) and (daily_strat_candle.str.contains('.*-green-green$'))" -o natr_30 -v
uvr report_by_query.py -t "Boomer" -q "(month_1_strat.str.contains('1-1-1$')) and (month_1_strat_candle.str.contains('.*-green-green$'))" -o natr_30 -v
uvr report_by_query.py -t "Boomer" -q "(last_volume > 100000) and (month_3_strat.str.contains('.*-1-1$')) and (week_1_strat_candle.str.contains('red-green-green$'))" -o monthly_gains_1 -v
uvr report_by_query.py -t "KC inside BB Channel" -o natr_30 -v -q "(boll_ub < kc_ub) and (boll_lb > kc_lb) and (vol_ema_3 > vol_ema_5 > vol_ema_7) and (daily_strat.str.contains('.*-2u$')) and (daily_strat_candle.str.contains('.*-green$'))"
# Read symbols from file and generate report
QUERY=$(SYMBOLS=$(cat file.csv | awk -F\, '{print $1}' | grep -v symbol | while read line; do echo "'$line'"; done | tr '\n' ','); echo "(symbol in ($SYMBOLS))"); ./rbq $QUERY
uvr report_by_query.py -t "BB lb (oversold)" -o natr_30 -v -q "(day_5_low < day_4_boll_21_2_lb) and (day_4_low < day_3_boll_21_2_lb) and (day_3_low < day_2_boll_21_2_lb) and (last_low > day_0_boll_21_2_lb) and (daily_strat_candle.str.contains('.*-green$'))"
# Few days down in a row
uvr report_by_query.py -t "9 Days Down in a row" -o natr_30 -v -q "(day_2_low < day_3_low < day_4_low < day_5_low < day_6_low < day_7_low < day_8_low < day_9_low < day_10_low)"
# Parabolic moves
uvr report_by_query.py -t "Month Change" -o month_1_close_change_delta_1 -v -q "(month_1_close_change_delta_1 > 50)"
uvr report_by_query.py -o smooth_30 -t "4RSI" -v -q "(last_close < 100) and (last_close > day_0_ma_50) and (monthly_gains_3 > 0) and (day_0_rsi_2 < 10)"
uvr report_by_query.py -o smooth_30 -t "AllRSI" -v -q "(day_0_rsi_2 < 10) and (day_0_rsi_4 < 10) and (day_0_rsi_9 < 10) and (last_close > 10)"
uvr report_by_query.py -o smooth_30 -t "RSI3 Bounce" -v -q "last_close > 10 and week_1_rsi_3 < 5 and week_0_rsi_3 > 5 and week_0_rsi_3 < 10"
uvr report_by_query.py -o smooth_30 -t "RSI4 Bounce" -v -q "last_close > 10 and day_2_rsi_4 < 15 and day_1_rsi_4 > 15 and day_0_rsi_4 > 15"
uvr report_by_query.py -o smooth_90 -v -t "Long Key Reversal" -q "((day_2_low < day_3_low) and (last_close > day_3_high) and (last_close > day_2_high)) and (daily_strat_candle.str.contains('red-red-green$')) and (last_close > day_0_ema_8 > day_0_ema_21) and (week_1_strat_candle.str.contains('.*-green$'))"
uvr report_by_query.py -o smooth_90 -v -t "Long Key Reversal 2" -q "((week_2_low < week_3_low) and (last_close > week_3_high) and (last_close > week_2_high))"
uvr report_by_query.py -o smooth_90 -v -t "Long base and Breakout" -q "(last_volume < day_2_volume) and (last_low < day_2_high) and (last_close > month_1_high) and (last_close > month_2_high) and (last_close > month_3_high) and (day_2_volume < last_close)"
uvr report_by_query.py -t "MMA Breakout" -q "(last_close > day_0_ema_3 > day_0_ema_5 > day_0_ema_7 > day_0_ema_9 > day_0_ema_11 > day_0_ema_13) and (last_close < day_0_ema_30 < day_0_ema_35 < day_0_ema_40 < day_0_ema_45 < day_0_ema_50 < day_0_ema_55 < day_0_ema_60)" -o green_candles_30 -v
# last_candle is 3x previous candle, last_volume is 3x previous candle volume
./rbq "(last_close > 10) and (abs(last_high - last_close) < 3 * abs(day_2_high - day_2_low)) and (last_volume > day_2_volume * 3) and (daily_strat_candle.str.contains('.*-green-green$')) and (daily_strat.str.contains('.*-2u$'))"
# Volume/Price divergence/convergence
./rbq "(vol_ma_3 > vol_ma_5 > vol_ma_7 > vol_ma_9 > vol_ma_11 > vol_ma_13 > vol_ma_15 > vol_ma_17 > vol_ma_19 > vol_ma_21) and (day_0_ma_3 < day_0_ma_5 < day_0_ma_7 < day_0_ma_9 < day_0_ma_11 < day_0_ma_13 < day_0_ma_15)"
./rbq "(day_2_volume > day_3_volume > day_4_volume > day_5_volume > day_6_volume) and (day_2_close < day_3_close < day_4_close < day_5_close < day_6_close < day_7_close)"

S&P Equal Weighted ETFs

QUERY=$(SYMBOLS=$(cat data/equal-weighted.csv | awk -F\, '{print $1}' | grep -v symbol | while read line; do echo "'$line'"; done | tr '\n' ','); echo "(symbol in ($SYMBOLS))"); ./rbq $QUERY

S&P Sector ETFs

QUERY=$(SYMBOLS=$(cat data/sector-etfs.csv | awk -F\, '{print $1}' | grep -v symbol | while read line; do echo "'$line'"; done | tr '\n' ','); echo "(symbol in ($SYMBOLS))"); ./rbq $QUERY

QUERY=$(SYMBOLS=$(cat combined_output.csv | awk -F, '{print $1}' | grep -v symbol | while read line; do echo "'$line'"; done | tr '\n' ','); echo "(symbol in ($SYMBOLS))"); ./rbq $QUERY