long time lurker, fairly new poster....
So here's the story...i've been working on my own matlab code and have done several things, including a backtester and a scanner with the past 10yrs of eod data for each stk in asx200.
With the scanner, at each eod i can get it to generate a report showing which stks have been triggered by a particular indicator...right now i have MACD, 8 open/8 close, closing price crossing 21avg and their variants. It also tallies up the number of times a particular stk has been triggered (ie. the number of indicators which say it has triggered a buy sig) for the next day's trades and also the number of times a trigger had previously occurred (but would not have closed out since).
My question is, how useful would this info/data be to you guys? From what i gather, this is the sort of thing that people pay good money for subscriptions to? i'd be happy to share it if we can explore its usefulness/effectiveness.
Theres a few sheets in there but lets start with the 'BUY-REC' sheet...The 'code' column is obviously the code, 'XJ50' is whether the stk is in the XJ50, 'new recs' is the number of indicators that says a buy signal has been triggered for tomorrow. 'In port' is the number of indicators that says a previous buy signal had been triggered (and presumably the position opened and had not yet been closed). 'Total' is the number of indicators which say to go long in that particular stk, ie. buy signals previously triggered + currently triggered.
To the right, an X is marked for the indicator which says a new buy signal has been triggered for tomorrow whereas it would otherwise be null, or have the entry price and date for which it was previously triggered.
The other sheets may also require some elaborating and i will be happy to do so if anybody is interested.