No triggers or tweets today

I have been analyzing the companies that have not as yet reached close to 11.5% but were triggered in Jan 2013. These are AUR, HIW, FTD, MIRA, SIE, GBP and HVT. And of course HDY and WNER from the day before yesterday

To make it easier to follow I have added LSE links to the companies below.

F_CO	F_DATE	F_BETA	F_COUNT	F_TDEE	F_TDUM	VOL_	VOLANA_	CLOSE_1_	OPEN_	HIGH_5	PERC_5	PERC_10	PERC_15	PERC_30	PERC_120
WNER	28-JAN-13	LSE_trace	3	1034	1723	20000	0.09	1.56	1.85	1.85	0	0	0	0	0
HDY	28-JAN-13	LSE_trace	3	239	297	6058	0.12	111	108.75	109.5	0.7	0.7	0.7	0.7	0.7
BLU	24-JAN-13	LSE_cs	4	24.5	100	75000	0.83	0.3	0.25	0.3	20	20	20	20	20
JMCS	23-JAN-13	LSE_cs	3	83.17	100	1988	0.1	2.625	1.16	11.52	893.1	893.1	893.1	893.1	893.1
HVT	21-JAN-13	LSE_trace	5	2000	203	100	0.1	337.5
TND	18-JAN-13	LSE_trace	4	1955	1680	53	0.02	79.5	78.75	85	7.9	7.9	7.9	7.9	7.9
AUMP	18-JAN-13	LSE_trace	3	1063	1614	10366	1.02	18	14	22.74	62.4	62.4	62.4	62.4	62.4
VPHA	16-JAN-13	LSE_trace	4	1665	480	870242	1.67	0.735	0.735	0.75	2	8.8	8.8	8.8	8.8
BLU	15-JAN-13	LSE_cs	3	28	100	11107	0.13	0.275	0.265	0.3	13.2	13.2	13.2	13.2	13.2
SPE	14-JAN-13	LSE_cs	3	26.9	100	2109	0.05	6.625	6.55	7.25	10.7	14.5	14.5	14.5	14.5
GBP	11-JAN-13	LSE_trace	3	531	1090	1216235	6.15	8.875	9.4	9.4	0	1.1	1.1	1.1	1.1
TRP	11-JAN-13	LSE_trace	3	645	203	3921277	0.9	2.275	2.2885	2.79	21.9	21.9	21.9	21.9	21.9
UVEL	10-JAN-13	LSE_cs	3	19.3	100	200000	0.49	0.525	0.5025	0.55	9.5	9.5	9.5	9.5	9.5
SIE	10-JAN-13	LSE_trace	3	1157	1804	150182	0.51	83.36	83.575	85.025	1.7	1.7	1.7	1.7	1.7
AUMP	08-JAN-13	LSE_trace	3	1063	1614	2414	0.27	18	13.91	18	29.4	47.4	63.5	63.5	63.5
FTD	03-JAN-13	LSE_trace	3	1611	1419	2758	0.25	67.75	67	67.75	1.1	1.1	1.1	1.1	1.1
HIW	03-JAN-13	LSE_trace	3	990	990	2844048	0.62	0.89	0.929	0.929	0	0	0	0	0
WTRW	03-JAN-13	LSE_trace	3	209	580	4315	0.05	8	7.5	11.75	56.7	66.7	66.7	66.7	66.7
AUR	02-JAN-13	LSE_trace	5	3041	1855	1483115	11.33	3.625	3.8275	3.95	3.2	3.2	3.2	3.2	3.2
PCTS	02-JAN-13	LSE_trace	3	654	3340	77576	5.42	8.25	7.02	8.5	21.1	21.1	21.1	21.1	21.1
HVT	02-JAN-13	LSE_trace	5	2000	203	500	0.51	337.5	300	370	23.3	23.3	23.3	23.3	23.3

Spreads

The one aspect of all of this Stockpicking that has been a little harder to fathom out is the actual trading process.

What I have learnt is that the prices quoted are not really the actual prices, the share price is just a number, usually between two numbers that are the buyer and seller prices - the difference between these two figures is called the Spread and needs to be noted when actually trading. As an example we can see BRNS in the Dec 2012 Tweets; last time I looked this company had a spread of 2000%, it is currently 900%; I believe that the highs and lows reported are people either buying or selling respectively and so any increase in the share price is mute in consideration to the Spread.

The only thing we can do is our best with the figures supplied.

What I can say is that for every BRNS there is a JMCS which has in real terms doubled its share price over the last two days. JMCS was tweeted on the 23rd Jan 2013 with an opening price on the 24th Jan 2013 of 1.16p. It is currently at 10.5 with a 33% spread (9p and 12p)

Jan 2013 spoiler

The Dec 2012 post is being very popular and so below is the current Jan 2013 results up to today, today's posts do not have any figures against them as these are brand new.

F_CO	F_DATE	F_BETA	F_COUNT	F_TDEE	F_TDUM	VOL_	VOLANA	CLOSE_1_	OPEN_	HIGH_5	PERC_5	PERC_10	PERC_15	PERC_30	PERC_120
WNER	28-JAN-13	LSE_trace	3	1034	1723	20000	0.1	1.56
HDY	28-JAN-13	LSE_trace	3	239	297	6058	0.12	111
BLU	24-JAN-13	LSE_cs	4	24.5	100	75000	0.83	0.3	0.25	0.3	20	20	20	20	20
JMCS	23-JAN-13	LSE_cs	3	83.17	100	1988	0.09	2.625	1.16	6.999	503.4	503.4	503.4	503.4	503.4
BRNS	21-JAN-13	LSE_cs	5	238.68	80	4256	0.12	0.275	0.0631	0.349	453.1	453.1	453.1	453.1	453.1
HVT	21-JAN-13	LSE_trace	5	2000	203	100	0.1	337.5
TND	18-JAN-13	LSE_trace	4	1955	1680	53	0.02	79.5	78.75	85	7.9	7.9	7.9	7.9	7.9
AUMP	18-JAN-13	LSE_trace	3	1063	1614	10366	1	18	14	22.74	62.4	62.4	62.4	62.4	62.4
HOTS	16-JAN-13	LSE_cs	44	1074.23	90.91	24	0.01	2.6	0.03	2.51	8266.7	8266.7	8266.7	8266.7	8266.7
VPHA	16-JAN-13	LSE_trace	4	1665	480	870242	1.64	0.735	0.735	0.75	2	8.8	8.8	8.8	8.8
BLU	15-JAN-13	LSE_cs	3	28	100	11107	0.13	0.275	0.265	0.3	13.2	13.2	13.2	13.2	13.2
STK	14-JAN-13	LSE_cs	60	35.6	83.33	50000	0.03	0.075	0.0516	0.075	45.3	45.3	45.3	45.3	45.3
SPE	14-JAN-13	LSE_cs	3	26.9	100	2109	0.05	6.625	6.55	7.25	10.7	14.5	14.5	14.5	14.5
GBP	11-JAN-13	LSE_trace	3	531	1090	1216235	6.03	8.875	9.4	9.4	0	1.1	1.1	1.1	1.1
TRP	11-JAN-13	LSE_trace	3	645	203	3921277	0.95	2.275	2.2885	2.79	21.9	21.9	21.9	21.9	21.9
SVCA	10-JAN-13	LSE_cs	8	29.53	87.5	5000	0.13	3.625	3.33	3.75	12.6	12.6	12.6	12.6	12.6
UVEL	10-JAN-13	LSE_cs	3	19.3	100	200000	0.47	0.525	0.5025	0.55	9.5	9.5	9.5	9.5	9.5
SIE	10-JAN-13	LSE_trace	3	1157	1804	150182	0.5	83.36	83.575	85.025	1.7	1.7	1.7	1.7	1.7
AUMP	08-JAN-13	LSE_trace	3	1063	1614	2414	0.27	18	13.91	18	29.4	47.4	63.5	63.5	63.5
MIRA	07-JAN-13	LSE_cs	30	15.3	80	66	0	13.25	14	14.5	3.6	3.6	3.6	3.6	3.6
FTD	03-JAN-13	LSE_trace	3	1611	1419	2758	0.25	67.75	67	67.75	1.1	1.1	1.1	1.1	1.1
HIW	03-JAN-13	LSE_trace	3	990	990	2844048	0.61	0.89	0.929	0.929	0	0	0	0	0
WTRW	03-JAN-13	LSE_trace	3	209	580	4315	0.05	8	7.5	11.75	56.7	66.7	66.7	66.7	66.7
AUR	02-JAN-13	LSE_trace	5	3041	1855	1483115	11.39	3.625	3.8275	3.95	3.2	3.2	3.2	3.2	3.2
PCTS	02-JAN-13	LSE_trace	3	654	3340	77576	5.34	8.25	7.02	8.5	21.1	21.1	21.1	21.1	21.1
HVT	02-JAN-13	LSE_trace	5	2000	203	500	0.49	337.5	300	370	23.3	23.3	23.3	23.3	23.3

Dec 2012 Tweet analysis

Lets have a look how well we did in Dec 2012 - below are all the tweets from our new production system.
The last 5 columns are interesting.

LSE_trace are the results for the Trace system and the the LSE_sc are the Candlestick traces

The columns are:
LSE Company
Date Tweeted
Trace or Candlestick
Count of the times this has previously been Triggered
Success coefficient Tweedle Dee
Success coefficient Tweedle Dum
Volume on day
Volume on day divided by average volume over last 3 months
Close on day
Open on the next day
High over the next 5 days
Percentage increase over next 5 days
Percentage increase over next 10 days
Percentage increase over next 15 days
Percentage increase over next 30 days
Percentage increase over next 120 days

F_CO	F_DATE	F_BETA	F_COUNT	F_TDEE	F_TDUM	VOL_	VOLANA	CLOSE_1_	OPEN_	HIGH_5	PERC_5	PERC_10	PERC_15	PERC_30	PERC_120
ARC	27-DEC-12	LSE_cs	10	14.6	80	500000	0.37	0.07	0.06	0.092	53.3	53.3	53.3	53.3	53.3
SEA	24-DEC-12	LSE_trace	4	1000	313	1070857	4.62	28.625	28.25	31.867	12.8	12.8	12.8	12.8	12.8
BRNS	21-DEC-12	LSE_cs	3	444	100	2116	0.11	0.275	0.06	0.365	508.3	508.3	508.3	508.3	508.3
BLU	21-DEC-12	LSE_cs	3	28	100	100000	0.61	0.325	0.25	0.325	30	30	30	30	30
CRHL	21-DEC-12	LSE_cs	5	25.38	100	269019	1.12	0.35	0.3	0.35	16.7	16.7	16.7	16.7	16.7
AUMP	20-DEC-12	LSE_trace	3	2099	2298	7459	0.56	18	13.9	18	29.5	29.5	29.5	63.6	63.6
ADS	19-DEC-12	LSE_cs	5	19.06	100	500000	0.62	0.035	0.02	0.04	100	100	100	100	100
SLES	19-DEC-12	LSE_trace	3	826	536	17251	1	33	31.01	36	16.1	29	32.2	45.1	45.1
BRNS	14-DEC-12	LSE_cs	51	206.61	86.27	41051	2.72	0.275	0.06	0.365	508.3	508.3	508.3	508.3	508.3
AUMP	14-DEC-12	LSE_cs	4	23.3	100	5204	0.36	18	14	20.5	46.4	46.4	46.4	62.4	62.4
HINS	14-DEC-12	LSE_cs	9	17.73	88.89	4200	0.17	9.375	8.755	9.5	8.5	10.7	14.2	65.6	65.6
ADS	11-DEC-12	LSE_cs	5	19.06	100	150000	0.15	0.04	0.03	0.035	16.7	33.3	33.3	33.3	33.3
VPHA	11-DEC-12	LSE_trace	4	1672	491	143836	0.76	0.5464	0.5502	0.575	4.5	36.3	61.8	61.8	61.8
PCTS	11-DEC-12	LSE_trace	3	201	2482	3872	0.17	7.75	7.01	7.75	10.6	10.6	21.3	21.3	21.3
WSG	11-DEC-12	LSE_trace	3	207	1498	482342	2.82	28.9	29	33	13.8	13.8	13.8	36.2	36.2
HINS	10-DEC-12	LSE_cs	9	17.73	88.89	37986	2.97	10.018	9.25	9.375	1.4	4.8	4.8	45.8	56.8
JMCS	10-DEC-12	LSE_trace	3	1251	1815	1012	0.15	4.25	1.351	4.149	207.1	207.1	213.8	418.1	418.1
NUS	10-DEC-12	LSE_trace	3	940	234	35068	0.76	19.667	19.6	22.6	15.3	27.6	42.9	162.2	162.2
ATI	10-DEC-12	LSE_trace	3	346	514	46	0	70.125	60.25	74	22.8	22.8	22.8	22.8	22.8
CMI	05-DEC-12	LSE_cs	3	50.27	100	10062	0.02	0.925	0.888	1	12.6	12.6	12.6	12.6	12.6
CR3B	04-DEC-12	LSE_cs	5	75.68	80	1736	0.53	10	6	12	100	100	100	100	100
SVCA	04-DEC-12	LSE_cs	8	29.53	87.5	5400	0.14	3.875	3.33	3.875	16.4	16.4	16.4	16.4	16.4
CR3B	04-DEC-12	LSE_trace	3	2298	2680	1736	0.53	10	6	12	100	100	100	100	100
UTN	04-DEC-12	LSE_trace	3	717	3676	12000	0.19	0.85	0.86	0.89	3.5	3.5	4.7	57	57
ARC	03-DEC-12	LSE_cs	10	14.6	80	883334	0.83	0.085	0.07	0.085	21.4	21.4	31.4	31.4	31.4

Oscillators and Wavelets

And a belated happy new year to all !

There are lots of views on this blog from around the world - if you have any questions or comments please comment or email.

Working hard over the holidays, have got into oscillators and wavelets (coming across Reimann again) and setting this up as I type. My thinking is that I have noticed oscillations within the life span of a stock and I am going to normalise these and then carry out a transform (Fourier like) to get the frequencies and phase, and from these we should be able to produce a reverse transform to produce a time map and compare to the present day.

The system is getting quite complex now and so spending a lot of time documenting and mapping processes.

The tweeting server is now being restricted to the highest grade information - no subsequent repeat days and only greater than 95% Markov probability of success.

Candlesticks - burning at both ends

Candlesticks have proven to be pretty complex and really quite interesting. (I've also been on holiday).

The whole premise of Candlesticks is that the relationship between the open, high, low and close of a stock in the previous 2 to 3 periods (days in our case), indicates, through the use of pattern recognition, probabilities of rises.

So my thinking is this:

1. calculate the Markov Chains for each period indicating the:

-1a. 3 open/close situations (3 periods, today, yesterday and the day before and if the open is above or below the close),percentage increase over the subsequent 5 days

-1b. 3 individual indicators stating the usual Candlestick derivatives 

-1c. 2 relative indicators detailing the relationship between the periods

-1d. the percentage increases for the subsequent 5 days

(1b, 1c and 1d taken together with an indicated rise or fall can be thought of as the well known Candlestick indicators that have been observed to indicate  patterns that if popular have been given names (hanging-man lines, dark-cloud covers, evening stars, etc))

2. Calculate the daily Candlestick indicators and compare to the Markov Chains created previously

3. Tweet results

The Markov Chains are currently set at greater than 11.5% rise for greater than 80% of the time for the subsequent 5 days, and yield results such as:

...

72.4         uuu0202020804       BAC           6       100       6       0
81.42       uuu0202021808       BAC           5       100       5       0
88.83       uuu0202021313       NLMA       181       98.34       178       3
33.79       uuu0202021313       IHTD         38       97.37       37       1
73.63       uuu0202020808       BAC          34       97.06       33       1
49.4         uuu0303031212       EEE           32       96.88       31       1
121.01     uuu0202021313       YKBD       291       96.56       281       10
...

The columns indicate, the percentage increase, the Candlestick indicator, the company, the number of times this indicator has triggered, the percentage that this indicator has been over 11.5%, the number of times it has been over the 11.5% and the number of times it has been less than 11.5%.

So we see above, finding an indicator for the company NLMA of uuu0202021313 today would indicate a 98.34% chance that over the next 5 days this stock will rise more than 11.5%, but the current average percentage increase is 88.83% for a result set of 181 times this Candlestick indicator has been triggered.

The '...' indicate that this is in the middle of a report.
Lets see some interesting Candlesticks that indicate a rise 100% of the time:

...
22.56       uuu0202021818       LTHP       22       100       22       0
34.29       uuu0505051717       CRL       14       100       14       0
15.84       uuu0202021313       GLDE       12       100       12       0
34.34       uuu0202021919       INDG       9       100       9       0
16.5         ddd0505051818       HAMP       9       100       9       0
37            uuu0202021819       INDG       8       100       8       0
159.43     uuu0202022004       BAC       8       100       8       0
36.97       uuu0202021918       INDG       7       100       7       0
15.99       uuu0202021413       GLDE       7       100       7       0
73.96       uuu0602020108       BAC       7       100       7       0
16.97       ddd0404041313       PCH       7       100       7       0
32.91       uuu0202021414       CMCI       7       100       7       0
...

Even though we get figures on LTHP, I cannot find this company on LSE, but looking at CRL (Creightons), for uuu0505051717, this should indicate a greater than 11.5% increase over the subsequent 5 days, and currently an average increase of 34.29% over the last 14 times this has occurred.

From the above, one can see that the first 3 period indicators are usually either all up or all down  - as an example, for PCH (Pochins Share Price (PCH)), just for these 3 indicators, if the close is lower than the open on 3 successive days, and that the other indicators are 04,04,04,13,13; then we currently have a 100% chance (out of a set of 7 instances) that PCH will rise more than 11.5% over the next 5 days, with the current average being a price rise of 16.97%.

I am now tweeting these under the indicator 'LSE_cs' - see at the top for the Twitter page.

Oracle ACL

New security rules on Oracle 11g predicate that one must setup an ACL (Access Control List) to access outside websites. To to this, follow the following setup scripts:


BEGIN
DBMS_NETWORK_ACL_ADMIN.CREATE_ACL (
acl => 'utl_http.xml',
description => 'http access',
principal => 'YOUR_SCHEMA',
is_grant => TRUE,
privilege => 'connect');
COMMIT;
END;
/
BEGIN
DBMS_NETWORK_ACL_ADMIN.ADD_PRIVILEGE (
acl => 'utl_http.xml', 
principal => 'YOUR_SCHEMA',
is_grant => TRUE, 
privilege => 'connect',
position => null);
COMMIT;
END;
/
BEGIN
DBMS_NETWORK_ACL_ADMIN.ASSIGN_ACL (
acl => 'utl_http_mlee.xml', 
host => 'your_hostname');
COMMIT;
END;
/