BARGIZ STOCK ANOMALY SCANNER

The program is a stock scanner that uses a formula to determine whether there are anomalies in the market that may be taken advantage of. It scans a user added or imported set of stock symbols in the Yahoo finance symbol name format and uses yahoo historical data for those symbols. The data is sent through the formula to decide if there is something to notice on a symbol and it is then flagged in the symbol sheet accordingly. ## Deliverables **Functionality** The program can import / export a list of stock symbols. The stock symbols are in the [login to view URL] format or the import will reject. The program uses [login to view URL] history to generate data from. Upon symbol import the software will dedupe symbols that exist and not overwrite. Here below is a list of values for exchanges ... the symbols list in the spreadsheets will list the full exchange symbol ie AAPL would be clearly on the US exchange as it has no suffix. <select name="exchangeValue"> <option value=".BA">Argentina - Buenos Aires <option value=".VA">Austria - Vienna <option value=".AX">Australia - ASE <option value=".SA">Brazil - Sao Paolo <option value=".TO">Canada - Toronto <option value=".V">Canada - TSX Venture <option value=".SS">China - Shanghai <option value=".SZ">China - Shenzhen <option value=".CO">Denmark - Copenhagen <option value=".PA">France - Paris <option value=".BE">Germany - Berlin <option value=".BM">Germany - Bremen <option value=".D">Germany - Dusseldorf <option value=".F">Germany - Frankfurt <option value=".H">Germany - Hamburg <option value=".HA">Germany - Hanover <option value=".MU">Germany - Munich <option value=".SG">Germany - Stuttgart <option value=".DE">Germany - XETRA <option value=".HK">Hong Kong - HKSE <option value=".BO">India - Bombay <option value=".NS">India - NSE <option value=".JK">Indonesia - Jakarta <option value=".TA">Israel - Tel Aviv <option value=".MI">Italy - Milan <option value=".KS">South Korea - KOSE <option value=".KQ">South Korea - KOSDAQ <option value=".MX">Mexico - MSE <option value=".AS">Netherlands - Amsterdam <option value=".NZ">New Zealand - NZSE <option value=".OL">Norway - Oslo <option value=".SI">Singapore - SSE <option value=".BC">Spain - Barcelona <option value=".BI">Spain - Bilbao <option value=".MF">Spain - MadridFixed <option value=".MC">Spain - MadridSECATS <option value=".MA">Spain - Madrid Stock Exchange <option value=".ST">Sweden - Stockholm <option value=".SW">Switzerland - Swiss <option value=".TWO">Taiwan - OTC <option value=".TW">Taiwan - TSE <option value=".CBT">US - Chicago Board of Trade <option value=".CME">US - Chicago Mercantile Exchange <option value=".NYB">US - NY Board of Trade <option value=".CMX">US - NY Commodities Exchange <option value=".NYM">US - NY Mercantile Exchange <option selected value="">US - NYSE/AMEX/NASDAQ <option value=".OB">US - OTC Bulletin Board <option value=".PK">US - Pink Sheets <option value=".L">United Kingdom - London </select> It has a plain interface with settings at the top and a set of tabbed symbol lists below. There are tabbed spreadsheets that can be created by the user... each list can have any number of symbols in it. The lists also show the last anomaly/breakout date, whether this symbol has notes attached to it (clicking on this field makes the notes appear, notes are saved upon closing of the note box), the user can also attach tags to each symbol accordingly. There are default tags of low priority, medium priority, high priority and the user can add their own custom tags or overwrite defaults. If a symbol is untagged there is no tag. Clicking the top of any columns sorts the data by that column. Symbols can also be favorited by clicking a star on the right hand side of the symbol sheet. The star is also a rating and you can have up to 5 stars. **The SETTINGS section at the top** The start and end date default to a preset which is generated via a drop down. The default drop down has 90/180/360 day options. Once a default is changed this is the new default and saved in program settings immediately. the user has the option of changing the start and end date manually by clicking on the field that is preset by the default. If this is done then a mini calendar by month appears and the user then clicks to the date wanted once clicked upon this is entered into the field. The other settings to determine the outcome of the filter formula are top period and bottom period. These are drop down boxes that have number settings of 0 - 5 on both. Default is 3 for top and 2 for bottom. Defaults are changed upon change and saved immediately. There is also a logical Hi/Lo drop down that uses High and lows or alternately Close to Close figures for generation. Breakout alert time is a drop down that is default at 15 days. This means that if a breakout has occured in the chart box as defined within 15 days then the symbol line gets highlighted for review. "Volume Above" option... if the Volume Above checkbox is checked an amount can be entered into the text box to filter results for above a certain volume amount. The scan rate can be set to auto or manual. If its manual it is upon each button press. If it is Auto this can be set to a minimum of 15 minutes and it has increments of 5 minutes up to 1 day in the following steps MANUAL,5 mins, 10 mins, 20 mins, 40 mins, 1 hour, 2 hours, 4 hours, 6 hours, 12 hours, 1 day. The last scan time appears in a box noted as Last Scan with time in 24 hours time and set by computer time at time of scan. A scan button to force scan upon demand appears here that when clicked forces instant scan upon all sheets. The sound alert checkbox is by default not checked. If checked a default alert sound is played when a chart shows an anomaly on any symbol. The default alert sound can be changed to any sound. There is a drop down here to choose from and the default is the alarm sound. If the drop down is selected it has in it the default Alarm sound and the word "load" which if selected allows the user to select and load any sound they choose for alerting. ** feature wish list addition ** add in if simple to execute - Alternately the alert can be set to email to any address the list of symbols that have shown anomalies and their charts in jpg format. The program assumes that all stocks in all sheets are to be checked. Once settings are set then the generate button is clicked and the program scans through all the symbols in all sheets importing data and checking it with the formula. **The Spreadsheets Of Symbols Lists **The sheets are laid out like this : {SYMBOL}{exchange as determined by symbol}{last anomaly date}{access yahoo news}{Notes}{tags}{Favorite/Rating} ** **Sheets are highlighted by the formula for anomalies by the sheet title changing colour to make it clear. Once the user browses to that symbol list sheet tab the list of shows the anomalies at the top by default highlighting the lines they are on by making the background a lighter colour. Colours for highlighting tabs and anomaly rows can be set in preferences. The user then can click on the line that symbol appears on to make a chart appear drawn with the formula drawn on the chart. There is also a button on the chart {view on yahoo} if the user wishes to pop open a browser window to check if this is correct and current. The {notes} when clicked pulls up a basic text file that has all the notes stored for that symbol. The spreadsheet displays the last note entered and is truncated according to the size of the display and window. The {tags} is way of quick annotation on a stock. If this area is clicked a popup shows the existing tags to choose from and a link that reads Add Tag... this enables the user to create a new tag. Tags are deletable via the File > Preferences menu which will have a section for tags. When this is displayed the user can click the X next to the existing tag to delete that tag from all entries. The {favorite / rating} function allows for a symbol to be rated for easy and quick viewing. Clicking a star makes a rating instantly. All columns are sortable by clicking the header for that column. Sorting by one header can also be added to by holding control and clicking on another column such that you can sort by two columns ... ie one is clicked first to enable the first sort and control + click on another enables secondary sort. **PROGRAM FLOW **The program has on the top line the following commands in text with sub commands as shown here: FILE {IMPORT SYMBOLS <- allows for the importing of the symbols into the current visible sheet {EXPORT SYMBOLS <- allows for the exporting of the symbols from the current sheet in csv upon start of program the program checks for last saved profile and if there are no profiles saved then it loads the default set of symbols for demonstration. the screen is drawn at this point in time. At the top of the screen is the settings section. in the lower half of the screen is the tabs of sheets. the screen is re sizable and can also be maximized to full screen. the settings for the running of the filtering are set at default or if this program has been used recently they are set at the last users choices. there is a reset button to set to default. default is 90 days trading time frame and 3 days top and 2 days bottom with a breakout occuring in the last 15 days {all changeable in settings} there are text fields you can click on to enter dates and a date box appears with a months data on it. you can choose a date by clicking the day and it sends it to the date field. you can also choose a default by choosing the drop down field to the left of the date field. (see graphic mockup) once the user clicks submit the sheets are all scanned. the scanning process is by reading the history file from yahoo for each symbol as entered. the data if not stored before is read in full. if not the software reads the database of the data for this symbol before contacting yahoo to finalise the scan. the data is analyzed looking for a high in the chart. once a new high is set if the high stays in place for 3 consecutive days {this is a preset in the settings} then the data is scanned for a low of 2 days {as set by default in the settings - this changes according to the user settings}. This forms a logical box. If there is a break out of this box to the top or to the bottom the chart is flagged for viewing. All the stock symbols are analyzed this way. When a stock is flagged and if the stock is on a tabbed sheet the tabbed sheet title is highlighted so its clear that one should notice it. Once all symbols are all scanned and flagged the user then can click on the flagged items to view a chart that pops up in a separate window that is default full screen size but resizable. You can right click on a stock and you have the option of deleting / copying to a new sheet with a breakout of the sheet names current / or moving to another sheet with a breakout of the sheet names current. NB there is an online tool that is similar to what we have in mind although isn't fully what we want hence the reason for this project. Bidder is advised to browse to this address to review this tool: <[login to view URL]> **Formula Logic** ** **data is read from yahoo in daily bars. as the data is read it is drawn into an array for creating an image from. the data in the array is flagged in the following way. "boxes" are created using the following formula: the upper limit of a new box after a breakout is the highest price that will be reached during this advance and which will not be touched or penetrated for N1 (default 3) consecutive days the lower limit of the new box cannot be established until the upper limit is firmly set. the method of establishing a lower limit is the reverse of establishing an upper limit. Default is 2 days although this is adjustable in settings. The boxes are drawn through the middle of the bar that establishes the top part of the box. The high point is the top of the box. This is drawn horizontally across once a low point is established. Once established the box corners are the high point and the low point. Once a breakout occurs from this box either up or down a circle is drawn at the point of breakout exact price value. the exact price of breakout and date and time is noted on the chart. this is also displayed in the sheet columns as last breakout value... if its a breakout up the value is BLUE if the breakout is down the value is RED. This flags the sheet row with a different colour background to make it obvious and the sheet tab is highlighted as well. the recommended stop loss is 2% under the breakout value. stop loss : when a stock broke through into a new upper box i left the stop loss order at its previous level until the stock had established the upper and lower level of the new box. with the new lower firmly established ... the previous stop loss is raised to a fraction under the lower limit of the new box. ** The Chart Window **On the chart the boxes are drawn to show the breakout. The breakouts are highlighted with similar circles noting the break point and the date and price it broke similarly to what is seen on the darvas site. If the stock is breaking up we see a blue circle if it is breaking down we see a red circle highlight. There is also a button on this page to click to jump to this stocks page on yahoo. Clicking it opens the page in the default browser. **Importing Data** Symbols are in yahoo format for stocks and if not are rejected upon import. If a stock symbol exists previously it is automatically ignored.