CSTM_RPT

CSTM_RPT - A custom market report generator.

Have your own staff programmer on a disk.

How many times have you watched John Bollinger on FNN interviewing someone who was raving about the greatest indicator since sliced bread and you didn't know how to program it? Have you ever been envious listening to representatives of major brokerage houses raving about their goody systems and knowing they're backed up by a large staff of programmers. Now you can have your own custom market reports painlessly.

CSTM_RPT is a custom market report generator which is your answer. You simply define a report template file consisting of your chosen indicators and the length of analysis desired. You can than evaluate dozens of systems in parallel and see their current market outlook at a glance. You can also quickly and conveniently evaluate which indicators are breaking down and may require further graphic analysis. Once you see dozens of systems in a single report you will realize how limited graphic based analysis can be. Text based analysis allows you to see groupings of different types of indicators in parallel (moving averages, volume indicators, momentum indicators, etc.) giving you the big picture in a single source. The report end date can be either the current date or a date in the past, allowing the study of previous highs or lows to determine which systems would have had you on the right side of the market.

Here is a sample report -

Processing - Dow Industrials (INDU) 

Date                920603      920602      920601      920529      920528
High               3421.50     3420.21     3413.21     3419.95     3398.43
Low                3389.36     3394.80     3373.29     3396.88     3368.88
Close              3406.99     3396.10     3413.21     3396.88     3398.43
Change               10.89      -17.11       16.33       -1.55       27.99

Volume.             215.72      200.66      181.39      203.50      195.22
Vol_SMA         L   189.70  BL  186.83  SS  181.84  L   182.91  BL  181.33
Adv_Vol             110.45       67.15      102.00       98.67      118.24
Decl_Vol             74.10      108.04       56.62       80.44       58.21
ADVrat_SMA      BL    1.22  SS    1.30  BL    1.42  SS    1.28  L     1.19
Adv_Is.                834         802         921         971         984
Decl_Is.               837         903         767         721         668
ADIrat_SMA      S     1.03  SS    1.08  L     1.13  L     1.07  L     0.98
Tick                   -56        -156         353           5         469
Trin                  0.67        1.43        0.67        1.10        0.73
 osc            SS   -0.03  BL    0.01  S    -0.05  S    -0.02  S    -0.05
Trin_Sum5       L     4.60  L     4.81  L     4.13  L     4.24  L     4.51

UBoll band      T  3416.00  T  3413.48  VC 3411.90  T  3409.98     3407.60
Resist             3412.61     3426.52     3412.26     3408.28     3380.12
Support            3387.20     3386.60     3389.19     3378.73     3360.68
LBoll band         3351.82     3349.57     3349.36     3343.57     3342.18
%b             RUP   85.96 RDN   72.80 RUP  102.10 RDN   80.27  UT   85.99
Sigma           UT   16.04 RUP   15.98 RDN   15.63 RUP   16.60  DT   16.35

SMA_20          L  3383.91  L  3381.53  L  3380.63  L  3376.77  BL 3374.89
SMA_150         L  3194.98  L  3192.67  L  3190.34  L  3187.61  L  3185.08
SMA_200         L  3149.72  L  3147.18  L  3145.04  L  3142.96  L  3141.00
EMA_3_<_3       L  3391.20  L  3385.52  L  3372.61  L  3374.78  BL 3385.35
MACDH_3_7_7     L     1.17  L     1.06  L     5.39  L     3.11  BL    2.27
%K_5            BL   70.48  SS   68.53  L    77.51  L    65.63  BL   67.58
%D_3            S    69.66  S    68.85  S    69.16  S    60.82  S    56.01
W%R_INV_10      S    77.70  SS   62.19  OB   89.99  SS   68.61  OB   89.79
WUO             DT   53.81 RDN   54.59 RUP   58.65 RDN   50.85  UT   60.87
EMA_3_WUO       S    54.77  SS   55.72  BL   56.86  SS   55.07  BL   59.29
RSI_9           S    59.64  S    56.08  S    63.96  S    59.08  S    59.77
EMA_3_RSI_9     BL   59.01  SS   58.38  L    60.67  L    57.38  BL   55.68

CSTM_RPT can also be used to generate price and indicator data for other uses. I myself use it to generate indicator training data for my neural network research. You can also use it to output new indicator research data for importation into your graphics plotting package. Or the output can be massaged by AWK into a new format for importation into another program like Lotus 123. CSTM_RPT is not limited to processing the usual style price data (high,low,close) but can also be used to process free form data like Federal Reserve money supply numbers, nonfarm job growth, or whatever the market considers the number-du-jour this week. You can also load multiple contracts in parallel to calculate synthetics like premium spreads or foreign currency cross-rates.

Indicators supported include: Moving averages (simple, exponential and adaptive), Bollinger bands, shifted moving averages, MACD and MACDH, moving averages of secondary items, stochastics, Williams' %R and ultimate oscillator, Wilder's relative strength index, parabolic SAR and directional movement index, Poulos' random walk index, commodities channel index, Chaikin oscillator, rate of change, Bollinger's %b & % band width, standard deviation, TRIX, time series linear regression, momentum, on-balance volume, positive & negative volume indexes, net change, % change, range (true and actual), highest high and lowest low,accumulation -distribution, and more. Plus the common math operations are supported so you may write your own indicators also. For example you can define a McClellan oscillator in 2 lines.

current market analysis by CSTM_RPT