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README.md

Copyright Warning

This repository is copyright © 2017 by Winston Kotzan. All rights reserved. It is available on Github for informational purposes only. Do not copy or reuse any of this code without the written consent of Winston Kotzan.

Winston's Stock Trend Finder Utilities

Build Status

You will not find this to be a usable application. The only reason this is on Github is to discuss and collaborate with other people who are interested in how I'm using Ruby on Rails as a finance tool.

Stock Trend Finder is a work in progress that I am using to scan for technical analysis based trade opportunities in the stock market. Most of the working code is in the lib folder where several routines are used to download historical data from TD Ameritrade and put them into a Postgres database. The database is denomalized in some ways for speed and used for calculations to find situations such as moving average breaks, unusual volume patterns, and daily gap ups/gap downs on a universe of 4500 stocks. I most actively update import_daily_quotes.rb and sql_query_strings.rb as I tweak my trading strategies. You will probably notice that many of the queries are run as direct SQL queries rather than the ActiveRecord way simply because the queries can get very complex when doing aggregate calculations and it's much easier and efficient on the computer to maintain the SQL directly.

In the lib/tasks folder I have a daemons.rake file, which is the core of my stock scanning system. I always have this rake task running in the background and it periodically retrieves fresh pricing data from the markets to update my scans. I also recently added a secondary feature where it downloads Stocktwits from my favorite bloggers so that I can catalog and review what other trading experts are thinking on specific stocks.

The models, controllers, and views provide me an interface for analyzing the data downloaded by the daemons. I run the Rails application in the background and use the web browser to review my scans throughout the day.

DB Key

tickers

  • float (in thousands)

daily_stock_price

  • all volume in thousands