- Your ModuleX is wrong, just look at SiteName!
- I like the Blather variation of PackgeX, it's better ...
- I'm trying to build an automatic trading system. Are you interested in something like that?
- How can I help?
- What is Stock Monkey?
Math::Business::StockMonkey::FAQ - These are indeed frequent questions
No it isn't. Well, probably not. Most of these technical analysis concepts are more ritual than science. There are many different ways to calculate them and each site chooses a way that works best for their own database needs.
Compare the Parabolic SAR between two sites (Yahoo!, Bigcharts, Stockcharts, Ameritrade, ...) and you're going to see surprisingly different results. Nobody is wrong. There's just more than one way to do it.
The example, P-SAR, is particularly sensitive to starting data. Depending on where you start, the SAR can look wildly different. That's part of it's charm I suppose.
But this phenomenon is not unique to the SAR. You will find that many of these formula are subject to interpretation. I am most interested in the formula as presented by the original Economist. So you'll see Wells Wilder's RSI being calculated. Although, Cutler had a variation, so that was also added...
Great. If you can cite an economist who described it, I'm perfectly willing to add that variation as a stetting for the main package. I'm less interested in informal tweaks, but if it'd be a simple option (like a coefficient or something), it's a doable thing.
Not really. I just want the bare bones functions to be on CPAN. That is my only goal. Personally, I use them only for things not relating to the stock market.
If you are interested in something that automates trading and evaluation of stocks, check out Genius Trader:
Links and resources. Really, these modules aren't hard to write... the main problem is figuring out where they came from and how they're meant to be calculated academically.
Sometimes you have to sift through quite a few approximations intended for spreadsheet calculations rather than formally correct computations -- that is, if anything can be formally "correct" in technical analysis.
Also, post resources, ideas, and comments to the official mailing list:
Every time I work on technical analysis I end up bumping into more and more tech fans. In one iteration, I bumped into a group of guys that were trying to use genetic computer learning techniques to trade stocks. The project was called stockmonkey (http://stockmonkey.net/) and was hosted on the webservers where I work. As far as I know it's completely abandoned. The domain name got bought up by someone else....
But I resurrected the name. They used the ::MACD package in their project. That's really the only relevance.