Developing "Spartan"

Discussion in 'Journals' started by nooby_mcnoob, Feb 3, 2019.

  1. Also Stocktwits is like the "pop culture" of stocks:

    upload_2019-12-18_9-57-55.png
     
    #301     Dec 18, 2019
  2. WELP there's the FOMO lol... A well, at least I paid for some of my time developing this last night.
     
    #302     Dec 18, 2019
  3. This is honestly the most fun I've ever had coding. The possibilities are endless. FML if I can't make this shit work.
     
    #303     Dec 18, 2019
    Snuskpelle likes this.
  4. The data from today:

     
    #304     Dec 18, 2019
  5. Past couple of days that I've been collecting this information, it's incredibly interesting how the information moves from market -> twitter -> market

    Today, I played $CAG during the morning's first consolidation and got out for $1.25/share profit but the interesting story is not that it was successful, but that the fucker kept going (+.50 from my exit). I began to analyze the twats and it looks like the second wind came around the time twatter picked up.

    So there is more work to do here in data collection.

    Something to the effect of:

    - Observe market scanner relative strength
    - I enter on first consolidation after relative strength established (been doing past couple of days - no idea whether this will work long term)
    - Keep an eye on the twatter
    - As twatter picks up price movement, sell into the strength

    In order for me to do this quantifiably, I need to automate the "keep an eye on the twatter" step. This can be done as follows:

    - For each symbol returned from the IB scanners, count the # of tweets for a given symbol per minute. I can probably do this with a query like ($SYMBOL1 or $SYMBOL2 or $SYMBOL3) and manually collate, to avoid going over twatter limits

    Yay, I found more fun stuff to do!
     
    #305     Dec 19, 2019
    Evgeniy likes this.
  6. As an aside, I found an issue with ib_insync or TWS where the scanner stops working overnight. So it needs to be restarted in the AM. Not happy with that but it is what it is. I've set a cron job to do this around 4am.
     
    #306     Dec 19, 2019
  7. Why SQLite is better than anything else in the world:

    Code:
    update scanner set parameters = (select json_set(parameters,"$.abovePrice",15) from scanner) where type = "IB";
    
     
    #307     Dec 19, 2019
  8. Done.
     
    #308     Dec 19, 2019
  9. Twitter search was proving to be a pain in the butt due to limitations on query complexity so I decided to go with the firehose. This is all the code for tracking symbols post IB-scan below.

    The other issue I had was that Twitter did not seem to let me search for so-called "cashtags" through the stream. A cashtag looks like $NKE. So I had to do a little hacking to get it to work.

    But, keeping things as simple as possible, it's doing the job.

    The only problem I can foresee going forward is that this stuff needs to kind of be realtime which means storing in the DB is "ok" but not ideal because the data flow will be world -> process -> database -> clients.

    However, in the spirit of doing things as simply as possible, I will just hit the database every time I need to do something until it sucks so hard I need to fix it.

     
    #309     Dec 19, 2019
    Evgeniy likes this.
  10. d08

    d08

    No specific model recommendations but as a brand, I like Audio-Technica. No fuss Japanese engineering and very good value.
     
    #310     Dec 19, 2019
    nooby_mcnoob likes this.