looking for software

Looking for software or platform that provide a query type system,
for example
1. Find list of stocks say down x days in row.
How many times has XYZ stock been down 4 days in a row for past xx years.
What was XYZ stock performance the following day after being down 4 days in row, whats was the performance 2 days after, 5 days after etc etc.

2. How many times XYZ was down 6% in a day.
What was XYZ performance the following day, 2 days, 3 days etc.

3. How many times was XYZ stock down 15% in any 10 day period.
What was performance the following 5 days etc.

You get the idea, I see a few stat guys posting this kind of info in various places.
I assume you could query this somehow using python?
I do not have the technical expertise to do this but if nothing is avail would python be what I would have to learn?

 

Yes learn python then you can use quantopian to do everything you described and more.

 

Is there not something out there I can use that wont require me to learn python? I hate to go thru that learning curve as I am older

 

If you use IB, I'll write a program that does it for you for $1099 and have it to you by next week.

 

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EXACTLY;
+ i hate that snake name= king snake i like better LOL.
I picked the most profitable question you asked , QQQ, SPY, occasional UPRO.
[5.5] Use weekly chart 5days to 6 days.
[-15%]That so seldom happens unless you use weekly UPRO graph and so seldom happens i just print /have printed a 3 year candlechart/graph UPRO, with dividends.....................................................................................................WE had a pet python= i never did trust that stinkn' 5.5 foot /+ snake. NOT a prediction

 

You may want to look at InvestorRT at linnsoft.com. Look for their EOD package with daily data. Of course there is a learning curve, but the language is easy.

 

Many of the backtesting software out there are capable. I use Amibroker myself but realize that it’s just a software, data is required separately although Amiquote is a separate software they sell that supports a few free sources of data like tingo, yahoo, quandl etc but you get what you pay for.

AFL the language it uses has a similar syntax to C and a bit of jscript. Much simpler as you don’t have to worry about declaring data types, pointers or memory. It’s array based and probably intuitive for anyone who knows some basic Excel formulas.

Problem you’ll find with your example of 4 day lows is it’s all possible with the big name softwares or python but you need to code it in. Theirs no drag and drop/building block type stuff. Reason is everyone would want something different and be limited.

Amibroker has a lot of great functions already built in based around time series stock data. I can only think of a handful of times I’ve made a function mind you my systems and research are quite simple. Not trying any machine learning over here.

 

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Yahoo has so many errors i seldom use it.
I've used 4 day moving average, which can be set for lows , or close...... but weekly[5 days or 6 days data] has worked much better for me.WE had a pet python + i never did trust that stinkin' 5'5'' /+snake.
An ETF down [SPY, UPRO,QQQ.........] 15%;
is a buy, in bull market,,,,,,,,,,,, usually. IN an UPtrending bull market, which is what we are in ,as long as they close above 200 day moving average. Single stocks are much wilder; a 15%-20%-33.333 % or 50% drop is VERY common + why i dont trade/invest in them much anymore.....................................................................................................

 

Yahoo can be a mess. Good to code some sort of scanner to look for bad quotes, missed splits, etc. Alright to get your feet wet but wouldn’t throw an automated system on it.

Stock data is a mess anyway. Common method for dividends is to backadjust data to account for but then if you use price levels, your not really looking at historic trading highs anymore.

Then you start throwing in survivorship bias with index constituents, mergers, delisting, relistings, special dividends it turns into a mess.

Another one that drives me nuts is how EOD OHLC data doesn’t really reflect market open/close prices from the listed exchange. All the data providers just show the first and last trade no matter what exchange. So if you want to simulate MOO or MOC orders you need a data source that flags the auction.

Futures I think is where it’s at if my account could handle swing trading them or I could get the diversity I get with stocks.

Only concern with futures is a way to roll / back adjust contracts.

 

I use Amibroker and the Amibroker AFL script can do all you have indicated in less than 50 lines of code. But you need programming skill in order to do that. This is the biggest obstacle.