之前一段時間睇左MM 有關Volume Contraction Pattern既書(俗稱杯柄形態 Cup and Handle Pattern)
打算研究一下 但美股幾千隻 每日搵都唔係路 就算係MM 都係用MarketSmith 只係睇高Relative Strength 既股
自己用過marketsmith 係正既, 但彈性唔大
所以我就想用Python 幫我去每日Screen 我要睇Candle 圖 交易量
仲要唔只今日 我要佢不斷自己向前Screen 唔搞六日 只搞weekdays
思路:
1) 首先要一個股票ticker 既 csv. (https://www.nasdaq.com/market-activity/stocks/screener) 我個csv 名為 companylist.csv
第一個sheet 第一個column(with header) 係ticker 就ok
2)
首先從tickers 搵到符合以下條件既股
MM Screening 有以下條件:
# Condition 1: Current Price > 150 SMA and > 200 SMA
# Condition 2: 50 SMA and > 200 SMA
# Condition 3: 200 SMA trending up for at least 1 month
# Condition 4: 50 SMA> 150 SMA and 50 SMA> 200 SMA
# Condition 5: Current Price > 50 SMA
# Condition 6: Current Price is at least 40% above 52 week low
# Condition 7: Current Price is within 25% of 52 week high
# Condition 8: Turnover is larger than 1.5 million
# Condition 9: true range in the last 10 days is less than 8% of current price
# Condition 10: Close above 20 days moving average
# Condition 11: true range in the last 5 days is less than 6% of current price
# Condition 12: Current price > 10
頭7個條件係本身有, 8 - 12 我自己加上去( 條件11 我暫時無用到)
將符合條件既股ticker save 落另一個csv: stocks.csv
由於MM 佢要計RS, 所以我同時為每一隻股計左RS_Rating(Code 內既 RS_Rating = (((currentClose - close_3m)/close_3m) * 40 + ((currentClose - close_6m)/close_6m) * 20 + ((currentClose - close_9m)/close_9m) * 20 +((currentClose - close_12m)/close_12m) * 20))
簡而言之就 RS_Rating = 3個月內升幅 X 40% + 6個月內升幅 X 20% + 9個月內升幅 X 20% + 12個月內升幅 X 20% 越高就越強勢
3)
利用stocks.csv 我之後就開多一欄叫 RS_Rank, 將RS_Rating 排Ranking, 最高RS_Rating 既RS_Rank就排第一, 如此類推. 最後我只考慮最高既頭3成.
So far 我就有「符合以上條件中既頭30%最強勢股」既 ticker list.
4)
我地最終目標係搵VCP, 所以我地要將ticker list 既全部以圖既形式輸出.
後來整多一張cover sheet 做封面, 將ticker 順字母排出黎, 方便查看. 當然都show左其他資訊
例如有2月26日當日, 有47%左右 companylist.csv入內既股既收盤價係高過20天線,67%左右既收盤價係高過50天線, 86%左右既20天線係高過50天線
Stock above its 20-DMA: 47.044
Stock above its 50-DMA: 67.268
Stock that its 50-DMA > 200-DMA: 86.038
封面 (26/2)
內頁(LE 係當日符合條件中最強勢既股)
後記:
1. 有時會有Data 缺失問題, 應該係yfinance 唔俾人同時下載太多資料, 所以會令到python 每日都有機會crash
每日要人手維護1-3次(重開)2. 最後我每日都會有一份pdf, 越多股符合條件, 份pdf就會越大size, 我再將pdf size log 左之後同同期大市放埋一齊, 都幾得意
但work ge so far
