Announcing release 1.2 of the Market Analysis System 
Author Message
 Announcing release 1.2 of the Market Analysis System

This is to announce version 1.2 of the Market Analysis System (MAS).
MAS is a client/server application that provides tools for analysis of
financial markets using technical analysis, with the goal of helping its
user make better buying and selling decisions and to help save time by
automating some tasks that would otherwise be done by hand.  MAS includes
facilities for charting, as well as for automated batch processing of
market data.

MAS 1.2 includes some bug fixes and minor extensions to both the server
and the GUI client.

MAS is released as free software, and is currently available at:

http://www.*-*-*.com/

MAS has two main components:  the Market Analysis System Server (also
known as Market Analysis Server) and the Market Analysis GUI Client.
The server provides the capability to apply technical analysis[1]
indicators to market data.  Additionally, the server allows the user
to specify a set of criteria (using one more more technical indicators)
and apply those criteria to market data, generating buy and sell signals
for markets that meet the criteria[2].

The current version of the MAS server runs on Linux/Intel and Windows
systems, although the Windows version is currently more limited than the
Linux version[3].  The MAS server is written in Eiffel.  The GUI Client is
written in Java and should run on any system with a Java runtime
environment (JRE).

The Market Analysis GUI Client (MAGC) provides basic charting facilities,
using the server to obtain market and indicator data.  MAGC currently
displays price data using either standard bar charts or candle charts.

MAS currently accepts daily stock and index data.  In the future it will
probably be expanded to accept other kinds of data, such as futures data.

Below is a summary of MAS's features.

Market Analysis Server (MAS)

Functionality:

  - Includes several system-defined technical indicators.
  - Allows the user to create and save new technical indicators.
  - Handles stock splits.
  - Currently expects daily data.
  - Production of weekly data from daily data.
  - Allows user to create and save sets of market-analysis rules.
  - Analyzes market data using selected market-analysis rules.
  - Notification by email of buy and sell signals generated by market analysis.
  - Allows user to add registrants for email of market analysis results.
  - Provides services to GUI or command-line clients using a socket-based
    protocol.
  - One server process can service several GUI clients.

System-defined technical indicators:

  - Simple Moving Average
  - Exponential Moving Average
  - MACD Difference
  - MACD Signal Line (EMA of MACD Difference)
  - MACD Histogram
  - Momentum
  - Rate of Change
  - Williams %R
  - Stochastic %K
  - Stochastic %D
  - Slow Stochastic %D
  - Relative Strength Index

Current list of user-configured technical indicators:

  - On Balance Volume
  - Accumulation/Distribution
  - Slope of MACD Signal Line
  - Slope of Slope of MACD Signal Line
  - EMA of Volume

Current list of market-analysis rules:

  - MACD Crossover (Buy)
  - MACD Crossover (Sell)
  - Stochastic %D Cross Below 35% (Buy)
  - Stochastic %D Cross Above 65% (Sell)
  - Volume > Yesterday's Volume EMA (5) * 2.75
  - Slope of MACD Signal Line Cross Above 0 (Buy)
  - Slope of MACD Signal Line Cross Below 0 (Sell)
  - Slope of Slope of MACD Signal Line Cross Above 0 (Buy)
  - Slope of Slope of MACD Signal Line Cross Below 0 (Sell)

Market Analysis GUI Client (MAGC)

Functionality:

Provides charts of market and indicator data.
Obtains market and indicator data from the MAS via a network connection.
Provides choice of candles or price bars.
Provides selection of markets.
Provides choice of daily or weekly data.
Displays reference dates and values based on current data.
Allows user to run several windows at a time.
Provides configuration of colors for graph components.
Provides configuration of date range for data.
Allows configuration of user-defined reference lines.
Allows printing of charts.

Acknowledgements

I would like to thank Eirik Mangseth for his work porting MAS to Windows
and writing an ODBC database layer for Windows, and for his helpful comments
and suggestions.

[1] For those not familiar with technical analysis, it is a set of
techniques for analyzing market data, using indicators such as trend
lines, moving averages, price momentum, oscillators, etc. to identify
changes in market trends.  It is based on the observation that "prices
move in trends which are determined by the changing attitudes of investors
toward a variety of economic, monetary, political, and psychological
forces." ["Technical Analysis Explained," by Martin J. Pring]

[2] For example, one configuration I haved used is to issue a buy signal
if Stochastic %D crosses below 35% (indicating that the stock is becoming
oversold) and, no more than 28 days before that, the weekly MACD difference
line crossed above the weekly MACD signal line (indicating that the stock
may be in a long-term uptrend), as well as to issue a sell signal for the
opposite event - Stochastic %D crosses above 65% and weekly MACD difference
line crosses below weekly MACD signal line.

[3] The Windows version currenlty can only be used for charting of stocks
with the system-defined indicators.  It cannot do batch processing.  Also,
it cannot read the stock split data file; so to use it for charting you will
need stock data that has already been adjusted for splits.  There is a
description of the reasons for these limitations included in the files that
contain the Windows release (README_WINDOWS.txt in mas_windows1.2.zip or
mas_windows1.2.tar.gz).
--
Jim Cochrane



Sat, 21 Dec 2002 03:00:00 GMT  
 Announcing release 1.2 of the Market Analysis System
This is one piece of Eiffel software that's in daily production use.
The Linux version that is ;-)

Thanks to Jim for a very fine piece of work.

Eirik M

"If I can't Eiffel in heaven, I won't go"


Quote:
> This is to announce version 1.2 of the Market Analysis System (MAS).
> MAS is a client/server application that provides tools for analysis of
> financial markets using technical analysis, with the goal of helping its
> user make better buying and selling decisions and to help save time by
> automating some tasks that would otherwise be done by hand.  MAS includes
> facilities for charting, as well as for automated batch processing of
> market data.

> MAS 1.2 includes some bug fixes and minor extensions to both the server
> and the GUI client.

> MAS is released as free software, and is currently available at:

> http://eiffel-mas.sourceforge.net/

> MAS has two main components:  the Market Analysis System Server (also
> known as Market Analysis Server) and the Market Analysis GUI Client.
> The server provides the capability to apply technical analysis[1]
> indicators to market data.  Additionally, the server allows the user
> to specify a set of criteria (using one more more technical indicators)
> and apply those criteria to market data, generating buy and sell signals
> for markets that meet the criteria[2].

> The current version of the MAS server runs on Linux/Intel and Windows
> systems, although the Windows version is currently more limited than the
> Linux version[3].  The MAS server is written in Eiffel.  The GUI Client is
> written in Java and should run on any system with a Java runtime
> environment (JRE).

> The Market Analysis GUI Client (MAGC) provides basic charting facilities,
> using the server to obtain market and indicator data.  MAGC currently
> displays price data using either standard bar charts or candle charts.

> MAS currently accepts daily stock and index data.  In the future it will
> probably be expanded to accept other kinds of data, such as futures data.

> Below is a summary of MAS's features.

> Market Analysis Server (MAS)

> Functionality:

>   - Includes several system-defined technical indicators.
>   - Allows the user to create and save new technical indicators.
>   - Handles stock splits.
>   - Currently expects daily data.
>   - Production of weekly data from daily data.
>   - Allows user to create and save sets of market-analysis rules.
>   - Analyzes market data using selected market-analysis rules.
>   - Notification by email of buy and sell signals generated by market
analysis.
>   - Allows user to add registrants for email of market analysis results.
>   - Provides services to GUI or command-line clients using a socket-based
>     protocol.
>   - One server process can service several GUI clients.

> System-defined technical indicators:

>   - Simple Moving Average
>   - Exponential Moving Average
>   - MACD Difference
>   - MACD Signal Line (EMA of MACD Difference)
>   - MACD Histogram
>   - Momentum
>   - Rate of Change
>   - Williams %R
>   - Stochastic %K
>   - Stochastic %D
>   - Slow Stochastic %D
>   - Relative Strength Index

> Current list of user-configured technical indicators:

>   - On Balance Volume
>   - Accumulation/Distribution
>   - Slope of MACD Signal Line
>   - Slope of Slope of MACD Signal Line
>   - EMA of Volume

> Current list of market-analysis rules:

>   - MACD Crossover (Buy)
>   - MACD Crossover (Sell)
>   - Stochastic %D Cross Below 35% (Buy)
>   - Stochastic %D Cross Above 65% (Sell)
>   - Volume > Yesterday's Volume EMA (5) * 2.75
>   - Slope of MACD Signal Line Cross Above 0 (Buy)
>   - Slope of MACD Signal Line Cross Below 0 (Sell)
>   - Slope of Slope of MACD Signal Line Cross Above 0 (Buy)
>   - Slope of Slope of MACD Signal Line Cross Below 0 (Sell)

> Market Analysis GUI Client (MAGC)

> Functionality:

> Provides charts of market and indicator data.
> Obtains market and indicator data from the MAS via a network connection.
> Provides choice of candles or price bars.
> Provides selection of markets.
> Provides choice of daily or weekly data.
> Displays reference dates and values based on current data.
> Allows user to run several windows at a time.
> Provides configuration of colors for graph components.
> Provides configuration of date range for data.
> Allows configuration of user-defined reference lines.
> Allows printing of charts.

> Acknowledgements

> I would like to thank Eirik Mangseth for his work porting MAS to Windows
> and writing an ODBC database layer for Windows, and for his helpful
comments
> and suggestions.

> [1] For those not familiar with technical analysis, it is a set of
> techniques for analyzing market data, using indicators such as trend
> lines, moving averages, price momentum, oscillators, etc. to identify
> changes in market trends.  It is based on the observation that "prices
> move in trends which are determined by the changing attitudes of investors
> toward a variety of economic, monetary, political, and psychological
> forces." ["Technical Analysis Explained," by Martin J. Pring]

> [2] For example, one configuration I haved used is to issue a buy signal
> if Stochastic %D crosses below 35% (indicating that the stock is becoming
> oversold) and, no more than 28 days before that, the weekly MACD
difference
> line crossed above the weekly MACD signal line (indicating that the stock
> may be in a long-term uptrend), as well as to issue a sell signal for the
> opposite event - Stochastic %D crosses above 65% and weekly MACD
difference
> line crosses below weekly MACD signal line.

> [3] The Windows version currenlty can only be used for charting of stocks
> with the system-defined indicators.  It cannot do batch processing.  Also,
> it cannot read the stock split data file; so to use it for charting you
will
> need stock data that has already been adjusted for splits.  There is a
> description of the reasons for these limitations included in the files
that
> contain the Windows release (README_WINDOWS.txt in mas_windows1.2.zip or
> mas_windows1.2.tar.gz).
> --
> Jim Cochrane




Tue, 24 Dec 2002 03:00:00 GMT  
 
 [ 2 post ] 

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