Yashkir Consulting

Financial Applications



Lasers & Matter



Equity market price monitor

This application has been developed as a personal trading aid. It allows to download daily prices p(t) for a basket (portfolio) of equities, market indices and exchange rates. In the Monitoring mode for each of the three different trading strategies the signals "BUY", "SELL" or "WAIT" are generated. There are also three modes of backtesting different trading strategies based on comparing historical prices to: 1) Moving Average, 2) Linear Trend of stock prices, and 3) Prices of past trades.

For every historical stock price p the Moving Average pMA, the trend linear approximation pL, and the trend slope s are calculated. The signal BUY or SELL or WAIT is then generated depending on the trading mode as follows.

  • Moving Average: BUY if s > 0 and p < pMA * (1 - k_); SELL if s < 0 and p > pMA * (1 + k+); WAIT otherwise.
  • Linear Trend: BUY if s > 0 and p < pL * (1 - k_); SELL if s > 0 and p > pL * (1 + k+); WAIT otherwise.
  • Trade Price: BUY if p < p(0) * (1 - k_); SELL if p > p(0) * (1 + k+); ; WAIT otherwise.

The Quotes Monitor User Interface:

Typical examples of the output:

The Monitor mode

The Moving Average mode
The Linear Trend mode The previous trade price mode