eiffel-mas-discuss — Mailing list for general discussion of MAS issues

[MAS-discuss] Intraday data question

[Cedrick J. <ce...@ca...>]

Howdy-

I am fairly new to MAS, and I like the product so far!

I've setup the MAS server on my linux server, and I am running the
latest
MAS client on my windows machine. How do I configure this to get 20min
delayed
intraday data from a place like yahoo?


TIA,
Cedrick

[MAS-discuss] Re: New Question (fwd)

[Jim C. <jt...@di...>]

I originally sent this to the announce list instead of the discuss list -
sorry about that.  Apologies for the double entry for those who subscribe
to both lists.

jtc
------- Forwarded Message

To: Stephen Osborn <st...@cs...>, eif...@sf...
Subject: Re: New Question 
In-Reply-To: Your message of "Tue, 25 Feb 2003 07:24:06 MST."
             <5.2...@po...> 
Date: Tue, 25 Feb 2003 15:16:23 -0700
From: Jim Cochrane <jt...@di...>

> If I want mas to give me a list of stock that crossed a buy or sell trigger 
> yesterday, and only list the one from yesterday. How do I do that?
> 
> I tried setting the analysis date to yesterday, and run. I got nothing.
> 
> I tried setting it for 1 week, I got an email with listed triggers that 
> happened yesterday, plus triggers that happened earlier in the week.

Hi Stephen.

[Note: I'm CCing this reply to the mas discussion list, since I believe it's
relevant for other MAS users, too.]

MAS does something that may come close enough to what you want to be
acceptable, with a couple caveats that I'll mention later.  When mas performs
a market analysis, it saves all triggered events in a history file so that
the next time it runs, those same events will not be re-reported - only new
events will be reported.  (So the first time you run it you will get some
events that go back several days, depending on the start-date you set; but
on subsequent runs, you will not get many "stale" events.)

The first caveat is that sometimes a signal will seemingly reappear
again the next day.  The reason for this is that sometimes the current
day's data will affect the mathematics such that an anomaly occurs where
yesterday's signal is no longer a signal - the signal now occurs "today".
I believe this phenomenon appears in many trading systems.  (And the ones
where it doesn't are probably modified to eliminate it; I'm not sure if
that is a wise decision, though.)

The second caveat is that there is a bug in the current version (which I
have not yet released) where each day's analysis overwrites the history
file from the previous day.  This bug, of course, removes the feature of
not producing duplicate signals.  This is on my list of important bugs to
fix.  I think the 1.6.5 version you are using does not have this bug, but I
have not yet had a chance to verify this.  If you find that it does have
the bug, I'd appreciate it if you would let me know.  (The easiest way to
tell is by looking at the history file: If before a run it has records for
the previous day's signals in it and after the run it only has today's
signals, then the bug is present in your version.  The history file is that
...history* file we were discussing in a previous email of yours.)

I have my system configured to run mas every day, telling mas to process
the last 3 or 4 days of data.  The result is (when using a version
where the above-described bug is not present) that most signals are
for the last 2 days - today and yesterday, with a small number for a
day or two before (due to the anomaly described above).  I find that a
signal for the day before is often useful because it will often point
out a tradable that has not yet moved - that is, the potential trade
may still be available.  (I've recently had the idea, though not the
time/energy to try it out, of including intraday data processing for the
signal generation.  My thinking is that if a stock is in a long-term trend
(according to the criteria I've set up in mas), the short-term criteria
(that it's oversold - for an uptrend) will sometimes be too late when
EOD data is used - for example, I often receive signals that are too
late by one day - the stock has already moved too much to get in on.
But if the analysis is done a few times during the day, rather than at
the end of the day, the chances are a lot greater for the signal to be
generated in time for a trader to act on it.  This scheme is, of course,
for those who can trade during the day; it wouldn't work for those who
are not able to place trades until evening.)

[Tip: If you have some intellectual stamina, Jack Hershey's posts on
misc.invest.futures and misc.invest.technical are often full of somewhat
cryptic, but very useful, if you can decipher it, information about
powerful trading techniques.  You might want to use google.com to check out
some of his past posts.]

> 
> Once I get this figured out, I would like run a cron job so when I get up 
> every morning there is an email in my box with buy and sell recommendations.
> 
> How would I do that?

I can give you some pointers.  First, if you don't already, you should read
up a bit on cron and how to set up a crontab file.  Then you'll need to
write a script or two to drive mas to do what you want.  (Adding the
ability in mas itself to do such scheduled processing is on things I've
been considering, but this is not a trivial feature to add.)  You can take
a look at the following scripts in the scripts*.tar.gz file for an example
of how to drive mas:

run_market_analysis
analyze_watch_lists
analyze_stocks

Here is the cron entry I use to run mas every day:

50 17 * * 1-5 ~/bin/run_market_analysis


If you need more guidance, I may be able to help; but I can't devote a lot
of time to it - at least not without charging a fee :-)


Good luck -

Jim

------- End of Forwarded Message

Re: [MAS-discuss] trouble adding event registrants

[David C. <cro...@in...>]

Jim Cochrane wrote:
> David Crossley wrote:
> > Thanks. I followed some leads and found the answer
> > to my problem. Somehow i had a corrupted
> > $MAS_DIRECTORY/generators_persist and that was the cause
> > of all my strange problems. I got a fresh copy from the
> > distribution at mas-1.6.5/lib/config/generators_persist
> > Everything now behaves as it should and i have seen
> > my first market signals. Hooray.
> > Thanks again.
> > --David
> 
> Hi David.
> 
> I'm glad you got it working!
> 
> From reading the email you sent yesterday, I realized that the rpm file
> installs the *persist files in both /opt/mas/lib and /opt/mas/lib/config.
> I would call that a flaw in the install process, since the duplication is
> unecessary and can cause confusion, as in your case.

I was thankful that it *did* install a "duplicate" because
then i could just get a fresh copy of the file that i had
mangled.

> Did you find the generators_persist file in opt/mas/lib/ to be corrupted?

That is what i was worried about and why i emailed Jim off-list.
I thought that i had been careful to keep the distribution intact
by copying all stuff to ~/mas/lib and using it from there.

Everything is okay with the RPM distribution. I installed it
on another computer to be sure. Only my copy was corrupted.

> By the way, here's a tip about these *persist files.  Sometimes a new
> version of mas will not be compatible with an old *persist file.  So, if
> you at some point create your own indicators or event generators and want
> to make sure they don't become out-of-date because of this phenomenon, you
> can use the -r option of macl to "record" the creation of your indicators
> into a file.  Then, if you need to recreate the indicators at some point,
> you can simply start the server and run: "macl -i indicator_file port",
> where indicator_file is a file you created earlier with, e.g.:
> "macl -r indicator_file port".

Thanks. That is a great idea for management of *persist files.
I intend to be using mas for a long time, so such survival tips
are very important.

--David

Re: [MAS-discuss] trouble adding event registrants

[David C. <cro...@in...>]

Thanks. I followed some leads and found the answer
to my problem. Somehow i had a corrupted
$MAS_DIRECTORY/generators_persist and that was the cause
of all my strange problems. I got a fresh copy from the
distribution at mas-1.6.5/lib/config/generators_persist
Everything now behaves as it should and i have seen
my first market signals. Hooray.
Thanks again.
--David

Re: [MAS-discuss] trouble adding event registrants

[Jim C. <jt...@di...>]

> Help please. I can successfully run MAS server and can
> use the Java GUI client. However, i am having trouble
> with the first steps of doc/market_analysis
> 
> Connecting with the client 'maclj' is fine and i can
> "Show settings", "Select tradable", "View data", etc.
> 
> However, the client hangs after echo of the details
> for the first new registrant that i added with option
> r->a->u
> 
> The only way out is to kill the maclj process, and
> also the mas process because it does not respond
> after that.
> 
> Using the 'macl' client is similar - it hangs before
> listing the user details.
> 
> The platform is Linux RH8.0 if that matters.
> mas-1.6.5 via RPM.

Hi David.

I need to know two things to help me determine what's happening:

First, when, with macl or maclj, you do: m<Enter>v<Enter>
what do you see?

And I need to know exactly what you see on the screen when the problem
occurs, including what you type.  The best way to do this is to start
the server, start the script command, and then start macl or maclj;
then send me the output file from the script command, e.g.:

mas [your usual args] 12345
script /tmp/mas_output
macl 12345
[steps to reproduce the problem]
<Ctl>\ # Or whatever you need to do to kill the macl process
exit # to exit 'script'

Then send me /tmp/mas_output.  I'd prefer if you did this with both macl
and maclj so I have the diagnosis for both situations.


Jim

[MAS-discuss] trouble adding event registrants

[David C. <cro...@in...>]

Help please. I can successfully run MAS server and can
use the Java GUI client. However, i am having trouble
with the first steps of doc/market_analysis

Connecting with the client 'maclj' is fine and i can
"Show settings", "Select tradable", "View data", etc.

However, the client hangs after echo of the details
for the first new registrant that i added with option
r->a->u

The only way out is to kill the maclj process, and
also the mas process because it does not respond
after that.

Using the 'macl' client is similar - it hangs before
listing the user details.

The platform is Linux RH8.0 if that matters.
mas-1.6.5 via RPM.

--David

[MAS-discuss] Re: can't create candlesticks

[David C. <cro...@in...>]

Thomas Zauner wrote:
>
>  i can't get the gui-client (java) to display candlesticks
> <snip/>
>
> - i copied the .ma_clientrc file to the MAS_DIRECTORY
> i am currently in.
> <snip/>
>
> -i start the client (i want him to use the config file in
> this dir, the MAS_DIRECTORY I AM STILL IN)
> 	magc 13579 -no_cd
> 
> AND....................... NO CANDLE STICKS, but i have seen
> them in screenshots on the web page

Please describe what you do see. Do you see a raw blue background
with basic graphs and lack of features? Then it sounds like magc
is not finding your .ma_clientrc - i too had trouble with this
when i first started. My system works now ...

[localhost]$ echo $MAS_DIRECTORY
/home/me/mas/lib
[localhost]$ cd /home/me
[localhost]$ magc 7652 &
... beauty, it finds my config file at $MAS_DIRECTORY/.ma_clientrc

There is a documentation patch at SourceForge which may help.

If today's email does not help, then please describe your
situation and environment settings. Do you have all the mas
library files in $MAS_DIRECTORY ?

--David

[MAS-discuss] can't create candlesticks

[Thomas Z. <Tho...@gm...>]

hi, 

i can't get the gui-client (java) to display candlesticks

my system /setup:

- linux RH-7.3

- Market Analysis Server, Version 1.6.5, October 11, 2002 
  (downloaded the .rpm)

- ENVIRONEMENT: (as output from set | grep MAS )
	  MAS_DIRECTORY=/home/tom/Programms/mas

- i copied the symbols file from ./lib/symbols to MAS_DIRECTORY

- i run the server with the test data that comes with it, i am in the
	MAS_DIRECTORY (i use the example given in the introduction)

	 mas  -f , ./lib/data/tradables/*.txt -b 13579	&

- i copied the .ma_clientrc file to the MAS_DIRECTORY i am currently in.

- i configured  the file .ma_clientrc   like:

	.
	.
	.
	# The drawing style for the main graph (options: candle,regular) 	#
regular means standard price bars.

	main_graph_style        candle
	#main_graph_style       regular
	.
	.
	.

-i removed the -ma_client_settings file  in MAS_DIRECTORY, so he doesn't
	use any old settings.   
	
-i start the client 
(i want him to use the config file in this dir, the MAS_DIRECTORY I AM
STILL IN)
	magc 13579 -no_cd
	

AND....................... NO CANDLE STICKS, but i have seen them in
screenshots on the web page


THX for help

Thomas Zauner

Re: [MAS-discuss] Some basic question...

[Jim C. <jt...@di...>]

Hi Pietro.

> Just a couple of basic question... I'm brand new to Market Analysis, but 
> it's something that attract me.
> I've seen an article about MAS on the Eiffel mailing list (and eiffel is 
> another thing that I'm interested in).
> 
> The question are:
> 1) I'm going to use MAS on a Windows machine, I've seen two different 
> archives for the last version: 1.6.5 and 1.6.5a. What is the difference?

1.6.5a is newer and contains a small bug fix.  This is the one you should
download.

> 
> 2) Where can I find information on internet sites that make available the 
> market data to do analysis with MAS? (not only on the NYSE, but even 
> european markets, like Milan).

A couple resources you could try for finding good data sources are the
investment FAQ:

http://invest-faq.com/

the TA newsgroup, misc.invest.technical (and misc.invest.futures, if you're
into futures), and google.com might yield some good results, with a search
such as:

european stocks end-of-day data

There are probably some European news groups or discussion groups with
people who could give you some good information about European data
sources.  Asking on misc.invest.technical might help you find some of these
groups.

Also, since you're interested in Eiffel, you might want to check out the
Eiffel newsgroup, comp.lang.eiffel.


Good luck.

Jim Cochrane

[MAS-discuss] Some basic question...

[Pietro F. M. <pie...@ho...>]

Just a couple of basic question... I'm brand new to Market Analysis, but 
it's something that attract me.
I've seen an article about MAS on the Eiffel mailing list (and eiffel is 
another thing that I'm interested in).

The question are:
1) I'm going to use MAS on a Windows machine, I've seen two different 
archives for the last version: 1.6.5 and 1.6.5a. What is the difference?

2) Where can I find information on internet sites that make available the 
market data to do analysis with MAS? (not only on the NYSE, but even 
european markets, like Milan).

Best regards
Pietro F. Maggi

_________________________________________________________________
MSN 8 with e-mail virus protection service: 2 months FREE* 
http://join.msn.com/?page=features/virus

[MAS-discuss] (no subject)

[Jim C. <jt...@di...>]

This email is an invitation to all subscribers of the mas-discuss mailing
list to use this list to participate in discussions about MAS, including
helping each other out with problems, as well as MAS tips and tricks,
and other discussion related to how to use MAS.  I have also posted an
announcement to the mas-announce list.  [Apologies for the double posting
for those who subscribe to both lists.]

The reason I'm sending this announcement is that a couple MAS users have
asked me if there is a user group and/or mailing list for discussing
MAS issues, and I think that the mas-discuss list is the appropriate
forum for such discussions.  I also suspect that as the user base
for MAS grows, the discuss list is likely to become more active and,
as a result, more helpful and valuable to those who subscribe.  And I
suspect that many of you are interested in having this list become the
forum for such discussions.  This email is therefore intended to serve
as an initial "push" to encourage this forum to develop.

I should mention that I have had offers from MAS users to fill the role of
a moderator for the list, for the purpose of leading and encouraging
discussions and perhaps exercising some control over irrelevant posts.  I
think this is not necessary at this point.  Rather, I think that the list
members can exercise their own self-discipline, as well as encouraging
each other's enthusiasm about ways to more effectively use MAS.


Best wishes and good trading!


Jim Cochrane

[MAS-discuss] Adding new indicator [Bollinger Bands]

[Anthony R. <ar...@em...>]

Hello,

This list doesn't seem to be very active, but if anyone can help me
I'd appreciate it.  I'm trying to add Bollinger Bands to MAS.  I've read 
through the docs/creating_indicators file and I have a pretty good 
understanding of how to add indicators, but I don't know how to
get a SUM function working.

I'm trying to do something like:                                      

                           N_TH_ROOT
                            /              \
                          /                 \
                   DIVISION          2
                      /     \
                     /        \
                 SUM     20
                 /       \
                /         \
         POWER     ???
        /               \
       /                  \
SUBTRACTION   2
     /                  \
   /                     \
20 period MA     CLOSING_PRICE

This should give me the Sigma and then I just need to 
multiply that by 2 and add it back to the 20 period MA.

So my questions are:

How do I setup the SUM?  Do I use LINEAR SUM?
An example would be helpful.
Also, once I have the Sigma how can (or can I) setup an
indicator that plots three lines on the upper part of the graph?
(ie.  can 1 indicator plot the SMA and the two bands?)

If you need clarification please ask.
The bollinger band formula can be found at:
http://www.BollingerBands.com/services/bb/brainstorm.asp

Thanks for you help,
Anthony

Re: [MAS-discuss] (no subject)

[Jim C. <jt...@di...>]

Hi Damian -

Thanks for the feedback.  Regarding Eiffel, it was probably SmallEiffel you
downloaded, the free GNU Eiffel compiler.  Unfortunately, MAS has not yet
been ported to SmallEiffel - it depends on some libraries that are part of
ISE's Eiffel package.  So you won't be able to compile mas in its current
state with SmallEiffel.

Regarding the problem you reported, it sounds like it's probably a bug in
mas.  But I'd like to get more details on the situation.  I tried to
duplicate the problem you had, but did not get mas to crash.  Let me
describe what I did and you can respond as to whether I am duplicating the
same problem you're having.

I added an entry for IFMX in the symbols.mas file to reproduce the problem
you describe below with an invalid symbol (since IFMX is not longer
valid).  When I start the GUI and request data for ifmx, mas does not crash
- it keeps going -, but it produces the following error message:

QuoteMonster has started...
Retrieving
http://chart.yahoo.com/table.csv?s=ifmx&a=07&b=01&c=98&d=07&e=09&f=01&g=d&q=q&y=0&z=ifmx&x=.csv

Reversing date sequence
Error encountered retrieving data.

Error encountered - obtaining data for GUI client:
Error occurred reading from external data source

And the GUI shows an error box saying "Error occurred retrieving data for
ifmx."

So I first need to ask, Am I duplicating the error correctly by adding
IFMX to the symbols.mas file?  If so, on your system is mas actually
crashing, rather than printing the error message listed above?  If it is
crashing, what is the precise behavior - can you send me a file with mas's
console output?  (You can put this info. in a file with output redirection
- for example, instead of starting mas with "mas -o -f , -x -b 12345 &",
you would type
"mas -o -f , -x -b 12345 >/tmp/mas.out 2>&1 &".)

Let me know the answers to the above questions and we can procede from
there.  Probably it's best if you respond directly to my email address
instead of to the list.  (I should probably add an eiffel-mas-bugs list at
some point.)


Jim

Damian Kohlfeld wrote:

> Fantastic program.  I've been running it for over a month now.  My
> question is:  How do I get it to make money?  Just kidding.  I'm not all
> that familiar with Eiffel and have just recently downloaded it.  My
> problem is that when I use the external request method, it'll crash if a
> symbol does not exist in my symbols.mas file.  I went ahead and modified
> the mas_external....pl  file to ignore blank responses, but, the mas
> program itself will then fail.  Is there another way?  The exact
> situation follows:
>
> Ticker: IFMX changed to ADSL last week, causing mas to crash upon quote
> retreival.
>
> Damian
>
> _______________________________________________
> Eiffel-mas-discuss mailing list
> Eif...@li...
> http://lists.sourceforge.net/lists/listinfo/eiffel-mas-discuss

[MAS-discuss] (no subject)

[Damian K. <dam...@an...>]

Fantastic program.  I've been running it for over a month now.  My
question is:  How do I get it to make money?  Just kidding.  I'm not all
that familiar with Eiffel and have just recently downloaded it.  My
problem is that when I use the external request method, it'll crash if a
symbol does not exist in my symbols.mas file.  I went ahead and modified
the mas_external....pl  file to ignore blank responses, but, the mas
program itself will then fail.  Is there another way?  The exact
situation follows:

Ticker: IFMX changed to ADSL last week, causing mas to crash upon quote
retreival.

Damian

[MAS-discuss] More....

[Jasmin B. <ja...@no...>]

Sorry... my email cut out and was sent as is (add the below
  to my previous email)


- one item I was thinking of creating was a perl script to access the
  mas server.  This would allow me more control over what I would want
  automated.

- Is there anyway to get buy/sell signals without emailing them to
  someone.  ie just listing them to STDOUT  (maybe I can do this with
  perl or would I have to do it with the log file)  This will allow me
  to use the data how I would like in perl or what ever.  Instead of
  perl going to my email and parsing the data.

- When I change the data files after the server is run, it will not 
  pick up any newly named files.  (for example if ibm.txt and qqq.txt
  was listed when I ran the mas server, and I added nt.txt later, mas
  will not pick up 'nt')  Is there anyway without resetting (shutdown
  and restart) the server for it to pick up the new data files?


Sorry for all of the questions.  You have a very nice product, just
curious to your current status and some of the above questions related
to your future plans.

Thanks for your time... jasmin.

--

Jasmin Bertovic  (jbe...@ho...)
Allen, TX

[MAS-discuss] MAS-1.5 future / questions

[Jasmin B. <ja...@no...>]

JIm...

Excellent product.  I haven't looked at beyond just using it (ie source).
I have a few questions for you;

- Once the server is started in Linux in the background, how do I 
  end / stop the server. (I have been just using the kill command
  ie kill -9 procid)  Is there another way to have the server stop?

- I haven't had much luck with the log file for sending the market analysis
  (it produces a core dump when I try and do this...)  It might be on my
end,
  maybe the permissions I set on the directory...or something like that.
I'll
  have to dig a bit further.  If you have any ideas let me know (if you like
  a copy of the error it dumps I can send it)

- What are your future plans for the product?
  ie Testing systems platform, signals placed on chart, etc...

- Is Eiffel tough to learn? use?

- Are you looking for help in further developing the product?  Not sure how
  much experience I can bring (Perl, C, and less on object oriented
programming)

[MAS-discuss] Re: [MAS-announce] test message

[Jim C. <jt...@di...>]

Jim Cochrane wrote:

> Testing announce list.
>
> _______________________________________________
> Eiffel-mas-announce mailing list
> Eif...@li...
> http://lists.sourceforge.net/mailman/listinfo/eiffel-mas-announce

testing reply-to