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

[MAS-discuss] The yahoo data bug has been fixed.

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

All -

In spite of my busy schedule, I've managed to find the time to fix the
bug that was causing a core dump with the -w option when reading data
from yahoo in the new format.*  While doing that, I decided to also fix
the other yahoo-related problem - the addition of an extra field in the
data from yahoo - what appears to be the split-adjusted close value.
This field would show up in mas as an open interest field.  The fix
was to ignore, for each record, any extra fields beyond the expected 6
for stocks.

I'll probably put the fixed executable up on sourceforge soon.  However,
if you are interested in the fixed version, send me an email to let
me know (at my jtc at dim.com address).  The more requests I receive,
the more urgent classification I'll give this task, and the sooner I'll
be likely to get around to uploading it.

IMPORTANT NOTE:  If you've been using mas with the -w option and have
cached data files lying around (which reside in a directory named
cached_data under your mas directory), you need to delete these files
so that mas will create a fresh cache.  Otherwise, the files, which
are likely to be in the old format (with the extra field), will not
be updated correctly with the result that you will not see the latest
"fixed" data.  This is important because I will not have the time to
help people who have not read this note and taken the needed action.
(Of course, one purpose for the discussion list is for fellow mas users
to help those who are struggling with such issues, right?)

This will also give those who have not yet responded to my query about your
location to do so in the same email (that is, just include your country
of residence, and optionally, your city in the email).  [Thanks again to
those who have sent in this info.]


* For those who are interested, the problem was caused by yahoo adding an
html comment at the beginning of the data.  The fix was simple: Since the
actual data starts with a number, the day part of the date, I changed the
code to simply throw away any lines that do not begin with a number.

[MAS-discuss] The yahoo data bug

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

Regarding the bug in the server in processing yahoo data, I think that
anyone who is using the "get data from yahoo" option is going to be
affected by this, which I would guess is at least 25% of mas users.

If you are affected and would like a fix, even though I've acknowledged the
bug, it will be useful to me, and to you, if you send me a quick email
letting me know that you're affected - Just reply to my address in this
email - jtc at dim.com - and keep the subject of this email in your subject
line so that my filter puts it in the right directory.

This will allow me to gage how many are affected by this problem and could
have a bearing on when I get around to fixing it.


Jim

[MAS-discuss] mas server crashing on reading yahoo data (fwd)

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

All -

Hoping to be pre-emptive, I thought it'd be wise to announce this bug that
Pedro found recently.  It appears that yahoo.com has made a small change in
the format of its data that is causing the mas server to crash.  My guess
is that some of you have already encountered this.

Can't promise when it will be fixed, but it's on "the list".


Jim
------- Forwarded Message
...

... when I went to start the mas server with the defaults I use to get 
yahoo data it gave a segmentation fault, so I tried several times and 
every time I got the same. I imagined it must have something to do with 
the yahoo data so I went to download it manually with wget and noticed 
it now has this at the end of the file:

<!-- chart2.finance.dcn.yahoo.com uncompressed Thu Apr  1 17:49:07 PST 
2004 -->

------- End of Forwarded Message

[MAS-discuss] Re. international use of MAS

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

All -

I've gotten about six responses to my request for info. on where people are
located.  Thanks very much to those who responded.  I'm including a summary
of these results below for those who are interested.

To those who haven't responded: You may be busy, but it only takes about 20
seconds to hit the "respond" button, type in the country (and city, if you
like) where you are located, and hit the "send" button.  And if you
thinking "How will doing this help me?", the more helpful feedback I get
for this system, the more I will be inspired to add new and useful
features, and the more likely it is that a new version with features you've
been wanting will become available.


Jim

Here is the summary:

San diego california, usa
Redhat (don't recall the version)

Australia, near Canberra.
Linux (Red Hat 9) 2.4.20-9
Java 1.4.1
mas-1.6.6g ... but only in tinkering mode.

Longmont Colorado running on Linux in server mode only.

Sydney, Australia.
RedHat Linux 9 using kernel version 2.4.20-9

San Mateo, California
Windows XP
jre 1.4.1
mas1.6q
not working for me though ... [There is a problem with the installation
process on Windows XP and 2000 - jtc.]

Toronto, Canada
MAS 1.6.6g
Debian Linux (3.x)

Re: [MAS-discuss] Question - international use of MAS

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

Australia, near Canberra.
Linux (Red Hat 9) 2.4.20-9
Java 1.4.1
mas-1.6.6g ... but only in tinkering mode.
Trying to trade on the ASX only.

--David

[MAS-discuss] Re: Eiffel-mas-discuss digest, Vol 1 #75 - 1 msg

[Yared D. <yde...@co...>]

San Mateo, California
Windows XP
jre 1.4.1
mas1.6q
not working for me though ...

----- Original Message ----- 
From: <eif...@li...>
To: <eif...@li...>
Sent: Tuesday, March 23, 2004 8:01 PM
Subject: Eiffel-mas-discuss digest, Vol 1 #75 - 1 msg


> Send Eiffel-mas-discuss mailing list submissions to
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> When replying, please edit your Subject line so it is more specific
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>
> Today's Topics:
>
>    1. Question - international use of MAS (Jim Cochrane)
>
> --__--__--
>
> Message: 1
> To: eif...@li...
> Date: Tue, 23 Mar 2004 11:44:41 -0700
> From: Jim Cochrane <jt...@di...>
> Subject: [MAS-discuss] Question - international use of MAS
>
> Hi all.
>
> You probably all know this, but in case not, I am the main author of the
> MAS product.
>
> I'd like to know where everyone is located, both so that I can brag
> about the international appeal of MAS on my resume [:-)] and because
> this is useful information for future planning for MAS development.
>
> I'd appreciate it if you would send me an email (just replying to this
> email should work) letting me know what country you live in.  (The city
> would be nice too, but that's optional.)  It would also be helpful if
> you would include what platform (e.g., Windows 98, Redhat 7.3, ...)
> you're running MAS on and what version of MAS you're using; but this is
> optional - If you only have time to send a line like "I live in Peru.",
> that's fine and very helpful.
>
> I do know the nationality of some of you from past email communications,
> but it would still be helpful if you would send this information so that I
> have it all in one "folder".
>
> (It would probably be wise for me to put this in an online survey, but
> I think mas-discuss is a good start - a place where, I believe, serious
MAS
> users hang out.)
>
>
> Thanks!
> Jim Cochrane
>
>
>
> --__--__--
>
> _______________________________________________
> Eiffel-mas-discuss mailing list
> Eif...@li...
> https://lists.sourceforge.net/lists/listinfo/eiffel-mas-discuss
>
>
> End of Eiffel-mas-discuss Digest

[MAS-discuss] Re: Eiffel-mas-discuss digest, Vol 1 #75 - 1 msg

[Paul T. <pta...@ya...>]

Jim,

I live in Sydney, Australia.

My platform is RedHat Linux 9 using kernel version 2.4.20-9

I am currently running mas 1.6.6g an dtrading on the US and ASX markets.


Regards,
Paul

On Wed, 2004-03-24 at 15:01,
eif...@li... wrote:
> Send Eiffel-mas-discuss mailing list submissions to
> 	eif...@li...
> 
> To subscribe or unsubscribe via the World Wide Web, visit
> 	https://lists.sourceforge.net/lists/listinfo/eiffel-mas-discuss
> or, via email, send a message with subject or body 'help' to
> 	eif...@li...
> 
> You can reach the person managing the list at
> 	eif...@li...
> 
> When replying, please edit your Subject line so it is more specific
> than "Re: Contents of Eiffel-mas-discuss digest..."
> 
> 
> Today's Topics:
> 
>    1. Question - international use of MAS (Jim Cochrane)
> 
> --__--__--
> 
> Message: 1
> To: eif...@li...
> Date: Tue, 23 Mar 2004 11:44:41 -0700
> From: Jim Cochrane <jt...@di...>
> Subject: [MAS-discuss] Question - international use of MAS
> 
> Hi all.
> 
> You probably all know this, but in case not, I am the main author of the
> MAS product.
> 
> I'd like to know where everyone is located, both so that I can brag
> about the international appeal of MAS on my resume [:-)] and because
> this is useful information for future planning for MAS development.
> 
> I'd appreciate it if you would send me an email (just replying to this
> email should work) letting me know what country you live in.  (The city
> would be nice too, but that's optional.)  It would also be helpful if
> you would include what platform (e.g., Windows 98, Redhat 7.3, ...)
> you're running MAS on and what version of MAS you're using; but this is
> optional - If you only have time to send a line like "I live in Peru.",
> that's fine and very helpful.
> 
> I do know the nationality of some of you from past email communications,
> but it would still be helpful if you would send this information so that I
> have it all in one "folder".
> 
> (It would probably be wise for me to put this in an online survey, but
> I think mas-discuss is a good start - a place where, I believe, serious MAS
> users hang out.)
> 
> 
> Thanks!
> Jim Cochrane
> 
> 
> 
> --__--__--
> 
> _______________________________________________
> Eiffel-mas-discuss mailing list
> Eif...@li...
> https://lists.sourceforge.net/lists/listinfo/eiffel-mas-discuss
> 
> 
> End of Eiffel-mas-discuss Digest

[MAS-discuss] Re: Eiffel-mas-discuss digest, Vol 1 #75 - 1 msg

[Stephen O. <st...@os...>]

Longmont Colorado running on Linux in server mode only.

At 09:01 PM 3/23/2004, you wrote:
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>         eif...@li...
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>
>You can reach the person managing the list at
>         eif...@li...
>
>When replying, please edit your Subject line so it is more specific
>than "Re: Contents of Eiffel-mas-discuss digest..."
>
>Today's Topics:
>
>    1. Question - international use of MAS (Jim Cochrane)
>Message: 1
>Message-Id: <200...@ju...>
>To: eif...@li...
>Date: Tue, 23 Mar 2004 11:44:41 -0700
>From: Jim Cochrane <jt...@di...>
>Subject: [MAS-discuss] Question - international use of MAS
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>
>Hi all.
>
>You probably all know this, but in case not, I am the main author of the
>MAS product.
>
>I'd like to know where everyone is located, both so that I can brag
>about the international appeal of MAS on my resume [:-)] and because
>this is useful information for future planning for MAS development.
>
>I'd appreciate it if you would send me an email (just replying to this
>email should work) letting me know what country you live in.  (The city
>would be nice too, but that's optional.)  It would also be helpful if
>you would include what platform (e.g., Windows 98, Redhat 7.3, ...)
>you're running MAS on and what version of MAS you're using; but this is
>optional - If you only have time to send a line like "I live in Peru.",
>that's fine and very helpful.
>
>I do know the nationality of some of you from past email communications,
>but it would still be helpful if you would send this information so that I
>have it all in one "folder".
>
>(It would probably be wise for me to put this in an online survey, but
>I think mas-discuss is a good start - a place where, I believe, serious MAS
>users hang out.)
>
>
>Thanks!
>Jim Cochrane
>
>
>
>
>_______________________________________________
>Eiffel-mas-discuss mailing list
>Eif...@li...
>https://lists.sourceforge.net/lists/listinfo/eiffel-mas-discuss

[MAS-discuss] Question - international use of MAS

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

Hi all.

You probably all know this, but in case not, I am the main author of the
MAS product.

I'd like to know where everyone is located, both so that I can brag
about the international appeal of MAS on my resume [:-)] and because
this is useful information for future planning for MAS development.

I'd appreciate it if you would send me an email (just replying to this
email should work) letting me know what country you live in.  (The city
would be nice too, but that's optional.)  It would also be helpful if
you would include what platform (e.g., Windows 98, Redhat 7.3, ...)
you're running MAS on and what version of MAS you're using; but this is
optional - If you only have time to send a line like "I live in Peru.",
that's fine and very helpful.

I do know the nationality of some of you from past email communications,
but it would still be helpful if you would send this information so that I
have it all in one "folder".

(It would probably be wise for me to put this in an online survey, but
I think mas-discuss is a good start - a place where, I believe, serious MAS
users hang out.)


Thanks!
Jim Cochrane

[MAS-discuss] Has anyone got the 1.6.6q mas_gui working

[Paul T. <pta...@ya...>]

If so I'd like to hear about any problems you had - I keep getting an
error in the MA_Client class.

Also the .ma_clientrc file doesn't seem to be in the rpm file and when I
use the 1.6.6 version it can't open it ??

Any suggestions welcomed !!

Paul

[MAS-discuss] Killing the Mas Server

[Paul T. <pta...@ya...>]

I noticed a couple of FAQs related to this topic ( not sure how old ) so
the following may help Linux users:_

#!/usr/bin/expect --
 
set HOME "/home/mas"
if ![ catch { exec netstat -plt | grep mas > $HOME/net.out }] { }
if {[ file exists "$HOME/net.out" ]} {
        set inFile [ open $HOME/net.out "r" ]
        while {[ gets $inFile line ] != -1 } {
                scan $line "%s%s%s%s%s%s%s" junk junk junk junk junk
junk pid
                regsub "\/" $pid "\t" pid
                scan $pid "%s%s" myPid junk
                exec kill $myPid
        }
}

You may have to change the HOME setting to the directory where you want
the net.out file to be put. This handles multiple mas servers and I
generally run it before starting the server because mas can get confused
( badly ) if it has more than one server with the same port ID.

Expect should be in /usr/bin but check first.

This needs to be run by the same user who started the server.

Paul

[MAS-discuss] Data Format

[Paul T. <pta...@ya...>]

I noticed when reading the FAQs that there was a solution to reversing
the data - from latest at the top to latest at the bottom - which gave a
highly complicated little script.

For Linux users try tac ( cat backwards ). Also I find that I sometimes
get multiple entries for the same date when using yahoo historical data
and

cat ./Data/$file.txt  | uniq > junk
mv junk ./Data/$file.txt

solves that problem.

Also if anyone is using linux and would like some handy data collection
scripts let me know via this list. I also collect index data for lots of
US and ASX indices and track trend info - I'm willing to pass this stuff
on as well - so long as its accepted free of liability.

Regards,
Paul

[MAS-discuss] mas-1.6.6q GUI Errors

[Paul T. <pta...@ya...>]

Greetings !!

Has anyone installed the mas-1.6.6q magc GUI ?? If so have they
encountered an error "exception in thread "main"
java.lang.NoClassDefFoundError:
mas_gui/DataSetBuilder at MA_Client.main(MA_Client.java:10)"

I have installed it several times and eveything seems to be where it
should be - BUT :-(

Also it would be interesting to hear from people who are actually using
the system to trade. I'm using it with some indicators I built myself -
with Jim's help - and found that the real problem is not so much the
analysis as collecting and maintaining good data quality. My guess is
that 80% of the effort I expend on trading is related to data issues and
over 90% of the code I've written is to keep the data clean and
up-to-date.

Paul

[MAS-discuss] Re: [MAS-announce] Re. the new 1.6.6q release

[VileSYN <dar...@sb...>]

> On Sat, 2004-02-14 at 19:28, Jim Cochrane wrote:

So far 1.6.6q is running great on RedHat Linux 9. Great work! Thank you
for the open interest addition!=20

This was not an easiest task. I noticed a lot of the documentation in
the tarball that was focused on Windows installs. Was this intentional?
Anyways. The configure_user script didn't work without changing the
MAS_ROOT_DIR which is pretty obvious, but thought maybe other users
would want to know if the problem was to arise.=20

When I get time, I will test the RPM. For now I'll enjoy the tarball
install. Thanks again!

						-Dennis Brown
>=20
> > To anyone who is trying out or plans to try out the new 1.6.6q release,
> > I've gotten a couple bug reports for the Windows version, but it would =
also
> > be helpful to hear about installation and running of the new release go=
ing
> > smoothly.
> >=20
> > So if you install 1.6.6q and everything goes smoothly, sending me a sho=
rt
> > email reporting this success will be helpful.
> >=20
> >=20
> > Thanks.
> > Jim Cochrane (MAS author)
> >=20
> >=20
> > -------------------------------------------------------
> > SF.Net is sponsored by: Speed Start Your Linux Apps Now.
> > Build and deploy apps & Web services for Linux with
> > a free DVD software kit from IBM. Click Now!
> > http://ads.osdn.com/?ad_id=3D1356&alloc_id=3D3438&op=3Dclick
> > _______________________________________________
> > Eiffel-mas-announce mailing list
> > Eif...@li...
> > https://lists.sourceforge.net/lists/listinfo/eiffel-mas-announce

[MAS-discuss] Re. the new 1.6.6q release

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

To anyone who is trying out or plans to try out the new 1.6.6q release,
I've gotten a couple bug reports for the Windows version, but it would also
be helpful to hear about installation and running of the new release going
smoothly.

So if you install 1.6.6q and everything goes smoothly, sending me a short
email reporting this success will be helpful.


Thanks.
Jim Cochrane (MAS author)

[MAS-discuss] New beta release for Linux

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

As promised, the Linux version of the 1.6.6q release has been made
available on the download page for the MAS project.  I decided
to produce the standard *.rpm and *.tar.gz files containing the executables.
Also, contrary to my original plans, the release includes the new
graphical shell, the MAS Control Terminal and includes some
auto-configuration functionality.  This has been tested successfully on my
Redhat 7.3 machine.  If others experience problems, please send me an
email, along with the distribution you're using and the linux kernel
version (uname -a).  I would also appreciate hearing about cases in which
everything goes smoothly.

Note: You will need to have glibc 2.2 or greater installed.  The system
won't work with glibc2.1 or less.  I recommend reading the release notes
before downloading:

http://sourceforge.net/project/shownotes.php?release_id=215137


The new release can be downloaded from:

http://sourceforge.net/project/showfiles.php?group_id=6838&package_id=6938&release_id=215137


Jim Cochrane

[MAS-discuss] New beta release for Windows (Linux to follow soon)

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

I've just released a new beta release of MAS for Windows.  I'm calling this
release 1.6.6q.  I'm hoping to release a Linux version soon, probably
within the next two weeks.

I'd like to invite those who use the Windows version of MAS to download
this new release and send me feedback about what you like and don't like.
I've made some fairly substantial improvements to the system, especially
with respect to ease of installation and use, mainly by employing a
graphical shell with the clunky name MAS Control Terminal (suggestions for
a better name are welcome).  (The documentation, however, needs more work,
although some changes and improvements for this release have been made.)
So please - try it out and let me know what you think.

You can download the new Windows version at:

http://sourceforge.net/project/showfiles.php?group_id=6838&package_id=6938&release_id=215137

Here are the current release notes for 1.6.6q:

Notes: This is a beta release, in preparation for a planned production
release (which will probably be numbered 1.6.7). Besides some enhancements
to the server (such as some new "operators" and a "Commodity Channel
Index" indicator constructed with the new operators), the main feature
of this release is a much-improved setup/install program for the Windows
version, which should make it easier for non-technical users to install
the system and start using it than with the previous release. As of
Feb. 5, 2004, only the Windows version is included here, but I'm hoping
to find the time to make the files for the Linux version available in
the next week or so. The Linux version for this release will probably
consist of the executables themselves, rather than the complete rpm
and tar.gz versions. The planned 1.6.7 release will, of course, be a
complete release.


Enjoy.


Jim Cochrane

[MAS-discuss] help needed

[aisha a. <ais...@ya...>]

i need help about the protocol that is being used between the client and the server to communicate with each other
i have the grammer for it but what is the exact protocol being used for it
 
aisha


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[MAS-discuss] subscribe

[aisha a. <ais...@ya...>]

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Re: [MAS-discuss] Unable to add new indicator to charts

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

Hi Chris.

> Hello.
> 
> After a few days of trying, I have managed to create a new indicator =
> that I would like to add to the GUI.  The indicator appears in the MAS =
> command prompt and it is returning the correct data, but I have been =
> unable to get it to appear in the GUI.  I am using version 1.65a under =
> Windows 2000 and have followed instructions in the FAQ for adding the =
> indicator.  I just copied a line in the .ma_clientrc file and changed =
> the name to my indicator.  The name in this file matches exactly the =
> name I used when creating it.  I also have an editor that can convert =
> the file for editing in Windows.  Is there something else that I am =
> missing?
> 
> Thanks in advance for any help anyone can offer.

OK, you've read the FAQ so you're aware of the newline/linefeed problem
and it sounds like you've attempted to deal with it.  The cause of
your problem might be (and I think this is not mentioned in the FAQ -
it should be) that the GUI program only knows how to read the file in
UNIX format.  By editing it, you've probably converted it to DOS format,
or it may be a mixture.  (Sorry this is so messy.  I'm hoping to fix
this problem in future versions.)  Do you have a way to find out the
file's contents in terms of newlines/linefeeds?  (cygwin includes a od
command that can be used for this purpose.)

Another possible solution occurred to me: Obtain dos2unix.exe from the cygwin
package.  It will convert a DOS-format file to UNIX.  You can run it on
.ma_clientrc after you have edited it.  Hopefully this will work.

A quick google search revealed this site, with a cygutils package that
apparently includes dos2unix:

http://www.neuro.gatech.edu/users/cwilson/cygutils-package/

Skip to the download section at the bottom of the page to download it.

Hope this helps.


Jim

[MAS-discuss] Unable to add new indicator to charts

[ckeblack <cke...@be...>]

Hello.

After a few days of trying, I have managed to create a new indicator =
that I would like to add to the GUI.  The indicator appears in the MAS =
command prompt and it is returning the correct data, but I have been =
unable to get it to appear in the GUI.  I am using version 1.65a under =
Windows 2000 and have followed instructions in the FAQ for adding the =
indicator.  I just copied a line in the .ma_clientrc file and changed =
the name to my indicator.  The name in this file matches exactly the =
name I used when creating it.  I also have an editor that can convert =
the file for editing in Windows.  Is there something else that I am =
missing?

Thanks in advance for any help anyone can offer.

Chris Blackmon

[MAS-discuss] looking for market analyzers

[Mick G. <mi...@mi...>]

Looking for anyone willing to share their collection of market analyzer
formulas to give a newbie a head start. I've already learned how to create
simple analyzers however my knowledge around technical analysis is still
rather immature so creating useful analyzers is still a learning experience
for me.

I'd love to see what others are doing with things like RSI, etc.

 

Any help is greatly appreciated.

 

[MAS-discuss] Re: MAS market analyzer question

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

Hi Karl.

(I'm also sending my response to the mas-discuss list because I think the
list members will be interested in this discussion and, perhaps, will want
to participate.  I recommend you include the list in your responses, so
that people can continue to monitor the discussion - plus, someone there
might be able to help you.)

> Before I spend much more time spinning wheels trying to hack away at
> your program, I thought it best to ask for some advice.  Specifically,
> I'd like to ha ve the system behave like a basic expert system ( fancy
> if then else stuff ) where I have several BETWEEN ( GTE LTE ) operations
> on different technical indicators.
> 
> As an example, let's say I want to buy IF the MACD Difference is
> GTE 0 AND LTE 1 - AND - IF the MACD Signal .. is GTE 1 AND LTE 2 etc.
> I'll probably have a dozen or so 'rules'.  Could you provide some hints
> or examples of how I shou ld begin this process?  An example with even
> just two conditions could easily b y used as a model for any program I
> would like to write.

If you haven't already, I would recommend first reading the
creating_market_analyzers file in the doc directory.  Actually, I'll
enclose the the latest version at the end of this email, which is up to
date with a couple name changes I've incorporated into the latest version
of MAS (which, I believe, are in 1.6.6g).  You'll probably want to read
about examples 1, 2, and 3, where 3 combines the analyzers created in
1 and 2.  This provides a lesson on how to implement an AND condition.
Here's a description of the examples from the file:

Example 1 shows how to create a market analyzer that checks if the
stochastic %D value crosses from above to below 35% for daily data.
Example 2 shows how to create two analyzers that give signals on weekly
data when the MACD Difference line crosses above (bullish) and below
(bearish) the MACD Signal line.  Example 3 shows how to create a composite
market analyzer that uses the one created in Example 1 combined with the
bullish analyzer from Example 2.  This analyzer produces a buy signal
for markets that meet the criteria - weekly MACD crossover shows an
uptrend and daily stochastic below 35% shows an oversold condition.

You also might find it helpful to read the creating_indicators file.

After reading these examples, you may have further questions.  Please also
send those to the mas-discuss list.

And if anyone else has knowledge, experiences, or caveats to share
regarding creating market analyzers, your response is welcome.

Karl, you might want to also check the discuss list archives at:

http://sourceforge.net/mailarchive/forum.php?forum_id=6453

(You can search the archive, e.g., for discussion on indicators or
analyzers.)  There has not been much discussion on analyzers, but there
has been some on creating indicators, which may be of interest to you,
since indicators are needed to create market analyzers.  (Also, sometimes
creating a complex analyzer is easier by first creating an indicator
that implements some of the needed logic.  For an example of a complex
indicator, see the following archived email:

http://sourceforge.net/mailarchive/message.php?msg_id=5606890
)


Good luck.

> 
> Thank you - in advance - as they say.
> 
> n.b.
> 
> I have attached two spreadsheets ( same content diff format ) that
> address th e math behind the MACD and STOCHASTIC.  As some of the users
> have commented about MACD value questions, I found seeing the 'real'
> numbers useful.  BigCharts i s not always correct in its numbers.
> One file is in standard OpenOffice format , the other in Excel format.
 
Have you found any discrepancies between MAS's values and the figures
you've come up with?


Jim



Creating Market Analyzers with the Market Analysis Server


This document provides a tutorial on creating market analyzers with the
Market Analysis Server (MAS).  It consists of a brief introduction to
the concepts used by the MAS command-line interface for creating market
analyzers, as well as some specific examples of creating an analyzer.

A market analyzer, also referred to as an event type, is a set of
criteria to be used in analysis of market data, resulting in notification
(typically by email) of events that meet the criteria.  An example
of such an event is when the MACD difference line crosses above the
MACD signal line.  In order to use more than one criterion, composite
market analyzers, made up of other market analyzers, can be constructed.
Example 2 below shows how to do this.

Example 1 shows how to create a market analyzer that checks if the
stochastic %D value crosses from above to below 35% for daily data.
Example 2 shows how to create two analyzers that give signals on weekly
data when the MACD Difference line crosses above (bullish) and below
(bearish) the MACD Signal line.  Example 3 shows how to create a composite
market analyzer that uses the one created in Example 1 combined with the
bullish analyzer from Example 2.  This analyzer produces a buy signal
for markets that meet the criteria - weekly MACD crossover shows an
uptrend and daily stochastic below 35% shows an oversold condition.

Example 4 shows how to create a market analyzer that checks for volume
spikes.  This can be useful to detect stocks where a volume spike precedes
a strong price breakout, which sometimes happens when knowledgeable
investors act on news not yet readily available to the public.

Example 5 shows how to create what I call the "[Slope of MACD, Slope of Slope
of MACD] Trend Analyzers".

Note that after creating an indicator you will need to save (the s option)
the indicator before exiting the market analyzer editing menu.

Example 1:  Stochastic %D Cross-below 35%

First, make sure that the mas server is running.  You can either run it
in the foreground and use its command-line interface directly, or you
can run it in the background and connect with it using either the macl
or maclj scripts.

Once you have access to the MAS command-line interface, enter 'm'
(Edit market analyzers) from the main menu.  Then enter 'c' (Create a
new market analyzer).  Next choose 's' (Simple) to make a simple (not
compound) market analyzer.  When it asks if you want to use one or two
technical indicators, choose two.  (You want one for Stochastic %D and
one for the 35% crossover value.)

Next, for the left technical indicator, select "Stochastic %D".  For the
right indicator, select "Line".  It will then ask for the Line's starting
(leftmost) y value.  Since you want the crossover value to be 35%,
enter 35.  When it asks for the Line's slope, enter 0.  Since a slope
of 0 means the line does not rise or fall, this ensures that the y value
of the line will remain 35 for the length of the line.

The system will then ask for the trading period type for the new
market analyzer.  Since you want the stochastic crossover criteria to
be for daily data, select "daily".  It will then ask if the crossover
detection should be below-to-above, above-to-below, or both.  Select
"above-to-below".

It will then ask if you want to define an operator (which will add extra
criteria to the analyzer).  You don't need this, so answer no.  Next,
you will be asked to select the signal type, either Buy, Sell, Neutral,
or Other.  Select Buy.

The system will then ask for a name for the new market analyzer (event).
Enter a name that you think is appropriate, such as:
Stochastic %D/35% oversold crossover - Buy signal.

This completes the definition of the Stochastic %D above to below
crossover market analyzer.  You can define a (bearish) Stochastic
%D below to above (65%) analyzer by following the same steps above,
except for entering 65 for the y start value, "below-to-above" for
the crossover specification, and Sell as the signal type.


Example 2:  MACD Difference/Signal Crossover


This example shows how to create two analyzers that give signals on
weekly data when the MACD Difference line crosses above (bullish) and
below (bearish) the MACD Signal line.  We will start with the bullish
analyzer that detects when MACD Difference crosses above MACD Signal.

From the main menu, choose 'm' (Edit market analyzers), then choose 'c'
(Create a new market analyzer) to create a new market analyzer.  Then
choose a simple analyzer; and then choose two technical indicators.

For the left technical indicator, choose MACD Difference.  For the right
indicator, choose MACD Signal Line.  Choose weekly for the trading period
type.  Choose below-to-above for bullish crossover detection.

When asked if you want to define an operator for the analyzer, say no.
Select Buy as the signal type.  Then pick a good name, such as "MACD
Difference/Signal Cross-above <Buy>".

For the bearish analyzer, which will detect when MACD Difference crosses
below the MACD Signal, follow the same steps as for the bullish analyzer,
except that you should choose above-to-below for the specification for
crossover detection and Sell as the signal type.

Example 3:  MACD Difference/Signal Crossover and Stochastic %D Cross-below 35%

This example defines an analyzer that uses the one created in Example 1,
combined with the weekly MACD Difference/Signal crossover analyzer created
in Example 2.

From the main menu, choose 'm' (Edit market analyzers), then choose 'c'
(Create a new market analyzer) to create a new market analyzer.  Then
choose 'c' (Compound), since you want a compound or composite analyzer.
Next the system asks for the left component of the compound analyzer.
Since what we want is the long-range signal - weekly MACD crossover -
to precede the short range oversold signal, the long range signal should
be set to occur before the short range signal.  Since before-ness in
time is conceptually to the left, the left analyzer will be the long
range analyzer, the one whose signal is expected before the short range
analyzer.  So choose the "MACD Difference/Signal Cross-above <Buy>"
that you created in Example 2, the bullish MACD signal.  This is a
weekly signal that will be triggered when a market's MACD Difference
line crosses from below to above the MACD Signal line.

The system will then ask for the right component.  Choose the stochastic
%D crossover analyzer that you created in Example 1.  It will then ask
if you want to specify a time extension to match events from the left
analyzer that occur before events from the right analyzer.  Since you
want to know if the MACD crossover occurs before the stochastic oversold
signal, you need to answer yes.  Choose an appropriate amount of time
for the left signal to be included if it occurs before the right signal.
You can choose to enter days, months, and/or years.  In my system,
I chose 28 days.  When you are finished selecting days/months/years,
enter 'e' to end.

It will then ask if you want to add a time extension to match events
from the left analyzer that occur after events from the right analyzer.
Since you don't want to know about MACD crossover events that occur
after stochastic oversold events, say no.

Next it asks if you want to specify an event type as target for the left
analyzer's date and time.  You don't need this here, so answer no.
Select Buy as the signal type.

Finally, select a good name for the compound indicator, such as:
[MACD below/above crossover] / [Stochastic%D/35% oversold crossover] <Buy>

This completes the creation of a market analyzer that creates buy signals
when the weekly MACD Difference line crosses over the weekly MACD Signal
line within the specified period of time before the Stochastic %D function
crosses below the 35% line.  If you wish to view the structure of the
new analyzer, you can select 'v' (View a market analyzer) and then select
the analyzer.

You will probably want to also create a market analyzer for the reverse
signal - weekly MACD Difference line crossing below the weekly MACD Signal
line and stochastic %D crossing above the 65% line.  Using the above example,
you should find this a straightforward process.

Note that if you decide you want to change the 35% crossover value of the
stochastic oversold part of the compound indicator you created, you can
do this by, from the main menu, selecting 'e' (Edit indicators), and then
'a' (Edit market-analysis indicators).  Then select the MACD crossover /
stochastic oversold signal you created.  Then select "Line", which is
the indicator that holds the 35% crossover value.  Then select to edit
the y-value of the Line.  Enter a new value, such as 30.  And enter 0 to
exit this menu, and 0 again to exit the market analyzer selection menu.
You can also, if you like, use this procedure to edit the MACD crossover
values - for example, the n-values used for the moving averages for
MACD Difference.


Example 4:  Volume Spike Detector

This example shows the creation of a market analyzer that will produce
a signal if the daily volume is more than x times greater than the
exponential moving average of the volume for the previous day, where x
is a (possibly fractional) value that you will choose.

Before following this example to create the volume spike detector, you
will need to make sure an "EMA of Volume" indicator has been created.
If this indicator has not yet been created, follow the instructions in
"Example 3: Exponential Moving Average of Volume", in creating_indicators.

To get to the market analyzer creation menu, from the main menu,
choose 'm' (Edit market analyzers), then choose 'c' (Create a new market
analyzer) to create a new market analyzer.

When creating a market analyzer, it often helps to think about what the
analyzer needs to do and then draw a picture of it before creating it.
We will do this in this example.

First, since the analyzer will be processing only one stream of data -
market volume - it will need to be both a simple (non-compound) analyzer
and it will analyze one indicator, rather than two.  Second, an operator
will be needed for this analyzer, since the expression "volume > (previous
period's EMA of volume) * x" needs to be evaluated for each period.

Third, there is a complication that we want to compare one type of data,
volume, with another type of data, EMA of volume.  This will require the
use of the FUNCTION_BASED_COMMAND, will allows the results of a function
to be used in a composite operator, and will allow the needed comparison
of volume with EMA of volume.

This will require a composite operator that can be drawn as a tree:


                          GT_OPERATOR
                           /       \
                      VOLUME     MULTIPLICATION
                                   /        \
                   FUNCTION_BASED_COMMAND  NUMERIC_VALUE_COMMAND (x)
                             |
                   SETTABLE_OFFSET_COMMAND
                             |
                    BASIC_NUMERIC_COMMAND

GT_OPERATOR (greater-than operator) provides the boolean greater than
operation needed to express "volume > (previous period's EMA of volume) * x".
VOLUME obtains the volume for the current period as GT_OPERATOR's
left operand.  MULTIPLICATION, GT_OPERATOR's right operand, provides
the multiplication operation for "(previous period's EMA of volume) * x".
MULTIPLICATION's left operand, FUNCTION_BASED_COMMAND, will use its
operand to extract the EMA of volume value for the previous period.
(FUNCTION_BASED_COMMAND will also use the EMA of Volume function, defined
in the creating_indicators example, to obtain the EMA of volume values.)
SETTABLE_OFFSET_COMMAND, FUNCTION_BASED_COMMAND's operand, will be used
to access the previous period's data.  SETTABLE_OFFSET_COMMAND will use
its operand, BASIC_NUMERIC_COMMAND, to extract the EMA value.  NUMERIC_VALUE_COMMAND,
MULTIPLICATION's right operand, provides the x in "(previous period's
EMA of volume) * x".

Now that we have a picture of what we need to create, we can proceed to
build our market analyzer.  After choosing 'c' (Create a new market analyzer),
as instructed above, the system asks whether we want a simple or compound
analyzer.  Since we determined that a simple analyzer is needed, choose 's'
(Simple).  Then choose the number of indicators the analyzer will use - One.

The system then displays a list of the existing technical indicators.
Since the type of data we want to analyze here is volume, which is a field
of the raw market data, rather than a function, like moving average,
we need to choose the "Market Data" indicator, which, unlike the other
indicators, simply provides the market data for each period for analysis.

The system then asks for the object to use as the market analyzer's
root operator.  Referring to the diagram of the operator hierarchy we
drew above, we see that the root, or top level, operator will be the
GT_OPERATOR.  Select that operator.  For the GT_OPERATOR's left operand,
according to our diagram, select VOLUME.  For the GT_OPERATOR's right
operand select MULTIPLICATION.

For MULTIPLICATION's left operand, according to the diagram, choose
FUNCTION_BASED_COMMAND.  The system will ask for an indicator for
FUNCTION_BASED_COMMAND's input.  Select the "EMA of Volume" indicator
that you created in "Example 3: Exponential Moving Average of Volume" of
the creating_indicators document.  For FUNCTION_BASED_COMMAND's operand,
choose SETTABLE_OFFSET_COMMAND.  For SETTABLE_OFFSET_COMMAND's operand,
select BASIC_NUMERIC_COMMAND.

The system then asks for the left offset value for the
SETTABLE_OFFSET_COMMAND.  Since the SETTABLE_OFFSET_COMMAND is being
used to access the previous period data (the volume EMA for the previous
period) - one period to the left - enter 1.

For MULTIPLICATION's right operand, according to the diagram, choose the
NUMERIC_VALUE_COMMAND object.  Its value will be the value you choose for x in the
formula: "volume > (previous period's EMA of volume) * x".  For example,
if you want to detect if the current period's volume is 2.5 times greater
than the volume EMA of the previous period, choose 2.5.

The system then asks for the type of trading period.  Since we want to
check for volume spikes on a daily basis, choose "daily".  For the signal
type, choose Neutral, since a volume spike can indicate either a bullish
or a bearish condition.  Choose a good descriptive name for the analyzer,
such as "Volume/Volume-EMA spike".

This concludes the creation of the volume spike market analyzer.
You may wish to test the analyzer by choosing a data file that has
no existing volume spikes (or editing one so that it has no spikes)
and then changing the volume field of one or more records of the file
to be more than x times greater than the previous day's EMA of volume.
Then you can run the market analysis, making sure that the start date for
processing is set to a date that is before the dates of the records you
changed; you should receive a signal for each of the records you changed.
(Don't forget that you need to set up an event registrant - 'r' from
the main menu - before you can receive signals for this new event.)

Whenever you add a new market analyzer, you should do some testing on it
to make sure that it does what you intended it to do.  This is also true
for new technical indicators.


Example 5:  [Slope of MACD, Slope of Slope of MACD] Trend Analyzers

This set of market analyzers will use the indicator from Example 8 of the
creating_indicators document, which combines the Slope of MACD Signal Line
(SMSL) and the Slope of Slope of MACD Signal Line (SSMSL).  The basic logic
is that when both the SMSL and the SSMSL are above 0, the market is trending
upward; and when they are both below 0, the market is trending downward.
When one is above and one below 0, the market is either going sideways or
it is not trending as strongly and is filtered out.  (Since the SSMSL is more
sensitive than the SMSL, when both indicators are above 0, the SSMSL will,
when the trend starts to weaken, cross below 0 before the SMSL and thus
cancel the Buy condition.  This is, of course, mirrored for sell conditions.
This helps filter out trades that are mediocre because the trend is not
strong or is weakening.)

The indicator from Example 8 (which I currently call in my system the
[Slope of MACD, Slope of Slope of MACD] Trend) can be used to detect when
the SMSL and the SSMSL are above or below 0: when the [Slope of MACD,
Slope of Slope of MACD] Trend is positive (2), both the SMSL and the SSMSL
are above 0.  When it is negative (-2), both are below 0.  And when it
is 0, SMSL and SSMSL oppose each other - one is negative and one positive.
We can use the fact that the [Slope of MACD, Slope of Slope of MACD] Trend
goes from -2 to 2 or from 0 to 2 (Buy) and from 2 to -2 or from 0 to -2
(Sell) and from -2 to 0 or 2 to 0 (Sidelined) to create our signal by
specifying that a buy signal is sent when the line crosses above 1 and a
sell signal is sent when the line crosses below -1 and is sidelined when
the line goes to 0.

We will start with the Sell indicator - the [Slope of MACD, Slope of Slope
of MACD] Trend crosses below -1.  Select "Simple" for the analyzer type.
Specify that it will use two technical indicators.  For the left indicator
pick [Slope of MACD, Slope of Slope of MACD] Trend (or whatever you
named the indicator when you created it).  For the right indicator pick
Line.  For Line's starting y value enter -1.  For Line's slope enter 0
(it is horizontal).

This is a long-term indicator (to be used in combination with a shorter-
term indicator), so choose weekly as the period type (when your shorter-
term indicator is daily).  Select "above-to-below" for the crossover
specification.  (You want to know when the line crosses from above to
below -1.)  No operator is needed.  The signal type should be Sell.

Choose a good name, such as "[Slope of MACD, Slope of Slope of MACD]
Downtrend".

To create the buy version of the market analyzer, simply repeat the
same steps as above, except choose 1 as Line's starting y value and
"below-to-above" for the crossover specification and Buy as the signal
type.

We will need two market analyzers to signal when a market needs to be
sidelined, one to detect when the indicator moves from 2 to 0 and one to
detect when the indicator moves from -2 to 0.

For the 2 to 0 analyzer, choose a simple analyzer.  Choose two indicators.
Select [Slope of MACD, Slope of Slope of MACD] Trend as the left indicator.
Choose Line as the right indicator.  For Line's y value select 1 and for
the slope, choose 0.

Select weekly as the trading period type.  Select above-to-below for the
crossover specification.  You will need an operator to specify that when
the line crosses below 1 it is greater than -1 (that is, it is 0).  When
asked if the operator should operate on the left or right function, select
the left function.  (We want to know if the [Slope of MACD, Slope of Slope
of MACD] Trend, the left function, is greater than -1.)

For the root operator, select GT_OPERATOR.  For the left operand, choose
BASIC_NUMERIC_COMMAND, which will obtain the value of the underlying
function for the current period.  For the right operand, select NUMERIC_VALUE_COMMAND
and give it the value -1.  Select Neutral as the signal type.  Choose a
good name, such as "[Slope of MACD, Slope of Slope of MACD] Sidelined -
2 to 0".

For the -2 to 0 analyzer, follow the same steps as the 2 to 0 analyzer,
but select -1 for the Line's y value, select below-to-above for the
crossover detection, select LT_OPERATOR as the root operator, select
1 for the NUMERIC_VALUE_COMMAND's value, and choose an appropriate name.

Re: [MAS-discuss] Fetching EOD data from yahoo

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

Hi Shah.

> Thanks to Jim for his very prompt reply. After some
> trials I found that the symbols of Indian stock
> exchanges are also available at chart.yahoo.com. I had
> to do some hard work to list all the symbols available
> there but I've got them now.

Did you succeed in changing the mas_httprc file such that you're able to
use mas's -w web query option to obtain the stock data?  Or are you now
using a different method?  If you did succeed, I'm sure the international
mas users would appreciate hearing how you got this working.  Just posting
the mas_httprc file would probably be enough.

> 
> Fetching the latest data from the yahoo site is quite
> a problem inspite of a 2 Mbps leased line to the
> internet. Often the server reports errors obtaining
> the most recent data. In the absence of the latest EOD
> data (a single record), the client does not chart out
> anything and only displays an error.

I'm not sure I understand the details of what you are saying here, but if
you think this is a bug in mas, a bug report would be welcome:

http://sourceforge.net/tracker/?group_id=6838&atid=106838

> Is there a way to run the mas_external_retrieve.pl
> script as a stand alone fetching mechanism? This could
> minimise the missing EOD data problem and, at the same
> time, charting could work faster since it would not be
> required to look for new data from the web when a
> symbol chart has to be displayed. I tried running the

Sounds like a reasonable solution.

> script with all the arguments but it aborted with the
> error message that 'qm' is missing. Is there a
> workaround?

I think it should be possible to do what you want to do here.  First, qm is
"quotemonster", a perl script which you can find at:

http://www.xmlworks.com/quotemonster/

If you have trouble getting mas_external_retrieve.pl to work the way
you want, you might try just using the qm script.  I think you should
be able to just create a script, driven by cron, that uses qm to obtain
the latest data at the appropriate time.


Jim

[MAS-discuss] Fetching EOD data from yahoo

[Shah A. <sn_...@ya...>]

Thanks to Jim for his very prompt reply. After some
trials I found that the symbols of Indian stock
exchanges are also available at chart.yahoo.com. I had
to do some hard work to list all the symbols available
there but I've got them now.

Fetching the latest data from the yahoo site is quite
a problem inspite of a 2 Mbps leased line to the
internet. Often the server reports errors obtaining
the most recent data. In the absence of the latest EOD
data (a single record), the client does not chart out
anything and only displays an error.

Is there a way to run the mas_external_retrieve.pl
script as a stand alone fetching mechanism? This could
minimise the missing EOD data problem and, at the same
time, charting could work faster since it would not be
required to look for new data from the web when a
symbol chart has to be displayed. I tried running the
script with all the arguments but it aborted with the
error message that 'qm' is missing. Is there a
workaround?

Regards,

Shah Nawaz

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