How to find stocks which have a divergence between the price trend and On-Balance-Volume trend?

Discussion in 'Automated Trading' started by Kust, Mar 28, 2019.

  1. Kust

    Kust

    How to program the trading system so that it finds stocks which have a divergence between the price trend and On-Balance-Volume trend?

    Stocks price data is stored in a standard OHLC format with dates.

    I hope you post here your code in R, or in Python, C#, Java, Matlab whatever.
     
    murray t turtle likes this.
  2. tommcginnis

    tommcginnis

    Or, you could do your own assignments, and earn the classroom credit yourself. o_O
     
    murray t turtle and GRULSTMRNN like this.
  3. How can you always show so much mercy with roaches and parasites? I almost envy you for that skill...:D

     
    tommcginnis likes this.
  4. Kust

    Kust

    It is not an assignment. It is for practice.

    I program R, but only at the amateur level.
     
  5. tommcginnis

    tommcginnis

    Well, it's a fine line sometimes, between the ability to ask a question, and the *reliance* upon having someone else muscle things out. I always erred on not asking, and in retrospect, BOY would I change that. Sometimes, *just* a little push, will get you over the hump and have big ideas/concepts *jump* out of the page at you. Sometimes.

    If I were to teach again, I would *require* office hours. I would *ask* students directly to show me that they know what's going on. A weekly, Stand And Deliver session. Ooooo, I like the idea of that. (That would've helped/spanked ME hugely, anyway......)

    But Mr. Kust poses a question about the obscure OBV -- something I love in concept, but have never once found useful, and that strikes me as the kind of assignment that I myself would make: "Looks good, but even huge efforts and thoughtful hours produce not-so-much in results." Except that a lot of learning goes on.

    So, Mr. Kust, Sir: lose the OBV. (My opinion.) And then, figure out what R, and candlesticks, and financial price data are all about, AND HAVE FUN WITH IT. I'm envious.
     
  6. %%
    OK; whatever, Kurst. Ever thought of using MACD instead?? Joe Granville[OBV inventor] was fairly funny sometimes. I have a SPY chart with OBV, but that OBV is VERY unusual in that expired /unusual OBV looks more like a moving average/ close to OHLC price. But that chart maker is no longer with us:cool::cool: