Spydertrader's Jack Hershey Equities Journal II

Discussion in 'Journals' started by Spydertrader, Oct 4, 2005.

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  1. foible

    foible

    I finished a new version of the Hershey scan utilities. The DryUp scan now displays the Average DU as well as LBDU and FRV (thanks for the suggestion, swingtrader123) and some big bugs were fixed with the fullscan (it wasn't checking for rank, d'oh!).

    By default, it now displays a lot more logging messages, so will hopefully let people see what's going on when it disappears for four or five minutes at a time :)

    And finally, some people have asked for some usability improvements, but I was not able to add these at the moment. My focus is on trading, not coding, and so I've got something which I find very useful with many handy features and left it at that. From some screen captures, it looks like others are working on programs which may do 90% of what these utilities do, and with a lot more glitz and glamour. So if you want something shiny, you can wait for them to release their code, but in the meantime, I hope you'll find these useful.


    http://www.michabo.com/files/hershey_scan-1.0.zip


    From the README:
    ------------------
    This is a collection of utilities that help traders with the Jack Hershey Method.
    It is written by a programmer, for programmers. All of the scripts run as
    command-line utilities and are meant to ease the sometimes mundane or tedious
    details of scanning. They do not have much error handling or informative
    messages. I've made efforts to see that it will be relatively bug-free, and
    if a problem arises, it will not be destructive, but I make no guarantees.
    Traders beware.

    Otherwise, enjoy! :)


    To install the utilities:

    1. extract the zip file into a new directory, <dir>\hershey_scan

    2. Confirm that you have 'Java 5' installed on your computer.

    Open up a command window (Start > Run > cmd) and type the command 'java -version' and
    make sure the version is 1.5 or higher:

    C:\tools\init_scan>java -version
    java version "1.5.0_07"
    Java(TM) 2 Runtime Environment, Standard Edition (build 1.5.0_07-b03)
    Java HotSpot(TM) Client VM (build 1.5.0_07-b03, mixed mode, sharing)

    If this doesn't work or you have an older version, you need to install the latest
    version of Java from http://java.com/en/download/index.jsp.

    3. Configure the wealth-lab.com and stocktables.com properties:

    In your new directory, open 'WealthLab.properties' in your favourite text editor.

    Modify the following properties:
    wealth-lab.com.username
    wealth-lab.com.password
    stocktables.com.username
    stocktables.com.password

    Confirm that the following properties match your values:
    wealth-lab.com.initial-universe = Hotlist
    wealth-lab.com.final_universe = Final Universe
    The first is the name of the temporary hotlist, into which the results of the
    stock-tables.com scan will be placed in order to scan for rank. The second
    is the final universe which will be scanned for dryup, earnings, and Bruno R setups.

    You may also wish to modify:
    stocktables.RS = 70
    stocktables.EPS = 70
    Currently I have these set low in order to get a suitably large final universe. You should
    adjust these based on your own risk preferences.


    4. OPTIONAL: all logging is done using log4j (http://logging.apache.org/log4j/docs/index.html). I
    have enabled debugging output by default as it lets me track what is going on, in case something
    stalls unexpectedly. If you find this distracting, you can change the logging level or disable
    logging entirely.

    To do this, edit log4j.properties and change "log4j.rootLogger=DEBUG, simple" to be
    "log4j.rootLogger=ERROR, simple" (the logging level may be FATAL, ERROR, WARN, INFO, or DEBUG, in
    decreasing level of priority).


    To run the utilities:

    1. Scan your wealth-lab.com final universe for dry up stocks:

    Run 'dryup.bat'


    2. Print a list of all of the earnings dates for all of the stocks in your
    wealth-lab.com final universe:

    Run 'wl-earnings.bat'


    3. Log on to stocktables.com, scan for stocks with high EPS and RS, filter these
    based on their float and average volume, compare this list with your wealth-lab.com
    final universe, and add any stocks which may be missing.

    Run 'fullscan.bat'




    If you have any problems, questions, or feature requests, PM me on elitetrader.com as user 'foible'.
     
    #2991     Jul 24, 2006
  2. foible

    foible

    Man, these details kill me. This is why I have to do everything in code - I always forget step 2 of 13...

    I slipped up in the build and copyed the wrong JAR file across. The new and updated ZIP file is:

    http://www.michabo.com/files/hershey_scan-1.0.1.zip

    Otherwise, the directions are the same. Pardon for the repeated confusion. (And thanks to swingtrader123 for catching this.)
     
    #2992     Jul 24, 2006
  3. gpzany

    gpzany

    Thanks for all your efforts foible, will give it run this week...

    cheers.
     
    #2993     Jul 25, 2006
  4. qx04790

    qx04790

    Earnings date (Screenshot)
     
    #2994     Jul 25, 2006
  5. chapper

    chapper

    This software looks good too qx... Any word on a Release date or should we request via PM? thanks in advance :)
     
    #2995     Jul 25, 2006
  6. qx04790

    qx04790

    It is not finished yet. I am working hard on that. I hope that it will be available soon. This software was inspired by this forum and will be free released to all members of this forum.
     
    #2996     Jul 25, 2006
  7. mktman

    mktman

    Excellent work!!
     
    #2997     Jul 25, 2006
  8. eneratom

    eneratom

    According to the feedbacks from some users, I have updated the app to post both list in tabular format and sort by symbol name. Now it contains the following columns:

    symbol
    dry up flag
    lower band
    average du
    upper band
    frv
    peak
    average volume
    eps
    float
    eps date
    insider percentage

    I only trade NAZ so I filtered out other exchanges from stocktables.com

    Happy trading,

    Eneratom

    http://www.networknt.com/wiki/index.php?title=Final_Universe
     
    #2998     Jul 25, 2006
  9. qx04790

    qx04790

    In Jack Hershey Method the correctness of historical volume data is so important that without it we could get a wrong DU, FRV, and PV. Some (or many) of quotes providers or websites adjust only price data when a stock split occurs. For example the volume data in Wealth-Lab is not adjusted for a stock split. Anyway in my software both the price and the volume data are adjusted using appropriate split and dividend multipliers, adhering to CRSP (Center for Research in Security Prices) standards. So I hope we get a right DU, FRV and PV.
     
    #2999     Jul 26, 2006
  10. gpzany

    gpzany

    My DU list for today:

    ANDE BBC CBEY CTRN EMKR ENG FTEK GIGM GROW IIG NEU

    Bruno R's:

    CBEY COGO CTRN DXPE ENG GMXR HANS LMS NTG XING
     
    #3000     Jul 26, 2006
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