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Changes for version 0.00_50 - 2009-08-07

  • First alpha release of CPANified GeniusTrader. Small test suite, so concider this untested.

Documentation

scan the market looking for signals

Modules

a full featured toolbox to create trading systems
Provides some functions that will be used by all analyzer modules.
Accumulates the Days of arg1
Calculates the Average of arg1
Average Performance per trade
The price for which the stock was bought
The date where the position was closed
The price on the closing date
Returns the cash-part of the evaluation-history
Returns all dates of the evaulation history
The gain of the evaluation history
Maximum of consecutive nonzero-values
The Drawdown of the portfolio
First value of the arrray #arg1
The initial amount of cash
Boolean value: True if it is a loosing trade
Last value of array #arg1
Boolean value: True if trade is long
The losses of the trades
Calculates the Maximum of Arg1
The Mean Performance of a Portfolio
Calculates the Minimum of Arg1
The net gain of the positions
The date where the trade was opened
Normalizes a value per share of a position
The Performance of the trades
Average Costs per trade
Caluclates the Risk-/Return-Ratio
The price for which the position was sold
True if it is a short trade
Normalizes the value #arg1 per year
Summarizes the array #arg1
String: long if long and short if short
Represent the arguments of calculation objects (indics/signals/systems)
Backtest trading systems in different conditions
A module for calculating broker's fee & commissions
Cache the computed values (of indic/signals) for a single share
All data (of a single share) used for calculations
Manages opened positions
Only allow the trade to last for X days
Manage configuration
Database to retrieve (an history of) prices of various shares
Access to a text files by DBI::CSV
Retrieve prices from a CGI
Access to beancounter database of quotes
Access to any database of quotes, as long as a dbi driver is available
Access to PostgreSQL database of quotes
Manage TimeFrames and provides date/time helper functions
A dependency system for indicators/signals/systems.
Create unknown standard objects at run-time
Provides some functions that will be used by all indicators.
Accumulation/Distribution line
%B - the Bollinger Band Oscillator
Chande Moment Oscillator
Probability to make a profitable trade
Double Smoothed Stochastic (William Blau).
Exponential Moving Average
FRactal Adaprive Moving Average
Get data from an other timeframe
Return the absolute value of its 1st parameter
Fake indicator which does nothing but acts as a data container
Evaluate the given expression
Return a value or another depending on a signal
Return the max of all parameters
Return the minimum of all parameters
Return data from some periods ago
Calculation of the Sum of the last n days
Calculation of the Sum of the last n days when the price goes down
Return a sum depending on a signal
Calculation of the Sum of the differences of the last n days when the price goes up
Perry Kaufmanns Adaptive Moving Average
Mesa Adaptive Moving Average
Shows the maximal Gain for a long-strategy
Shows the maximal Loss for a long-strategy
Polarized Fractal Efficiency
Polarized Fractal Efficiency
Relative Position in a certain period
Return the prices/volume/date of any share
Regularized Exponential Moving Average
Relative Momentum Index
Relative Strength Index
TRIX-Indicator from Jack Hutson
Indicator to test embedding of indicators
Wilder's smoothing (aka wells wilders moving average)
List of symbols (shares)
Calculator-like for Markets
keep various meta informations
Money management rules (risk management)
An order within the portfolio
An open position within a portfolio
A serie of prices
Utility functions for manipulating Finance::GeniusTrader::Prices
Generic registry functions
Generate visual report of common objects
Add XML serialization functions to any object
Base module for all signals
Detect repetition of a given signal
Manages trading systems
Various helper functions
Filters to accept or refuse trades
Allow only trades following the trend defined by Aroon
Allow only trades following the direction of an SMA
Accept or refuse trades based on specific signals

Provides

in lib/Finance/GeniusTrader/BackTest/Spool.pm
in lib/Finance/GeniusTrader/BackTest/Spool.pm
in lib/Finance/GeniusTrader/Brokers/Cortal.pm
in lib/Finance/GeniusTrader/Brokers/Dubus.pm
in lib/Finance/GeniusTrader/Brokers/InteractiveBrokers.pm
in lib/Finance/GeniusTrader/Brokers/Logitelnet.pm
in lib/Finance/GeniusTrader/Brokers/NoCosts.pm
in lib/Finance/GeniusTrader/Brokers/SelfTrade.pm
in lib/Finance/GeniusTrader/Brokers/Usaa.pm
in lib/Finance/GeniusTrader/Brokers/Zebank.pm
in lib/Finance/GeniusTrader/CloseStrategy/CloseGain.pm
in lib/Finance/GeniusTrader/CloseStrategy/Conditional/TradeFilter.pm
in lib/Finance/GeniusTrader/CloseStrategy/NeverClose.pm
in lib/Finance/GeniusTrader/CloseStrategy/OppositeSignal.pm
in lib/Finance/GeniusTrader/CloseStrategy/PartialGain.pm
in lib/Finance/GeniusTrader/CloseStrategy/PartialStop.pm
in lib/Finance/GeniusTrader/CloseStrategy/Reinvest/InWinners.pm
in lib/Finance/GeniusTrader/CloseStrategy/Reinvest/ShortGain.pm
in lib/Finance/GeniusTrader/CloseStrategy/Stop/BasedOnIndicators.pm
in lib/Finance/GeniusTrader/CloseStrategy/Stop/Breakeven.pm
in lib/Finance/GeniusTrader/CloseStrategy/Stop/ExtremePrices.pm
in lib/Finance/GeniusTrader/CloseStrategy/Stop/Fixed.pm
in lib/Finance/GeniusTrader/CloseStrategy/Stop/KeepRunUp.pm
in lib/Finance/GeniusTrader/CloseStrategy/Stop/SAR.pm
in lib/Finance/GeniusTrader/CloseStrategy/Stop/VAR.pm
in lib/Finance/GeniusTrader/CloseStrategy/Systems/TFS.pm
in lib/Finance/GeniusTrader/DB/MetaStock.pm
in lib/Finance/GeniusTrader/DB/MetaStockReader.pm
in lib/Finance/GeniusTrader/DB/Text.pm
in lib/Finance/GeniusTrader/DateTime/10Min.pm
in lib/Finance/GeniusTrader/DateTime/15Min.pm
in lib/Finance/GeniusTrader/DateTime/1Min.pm
in lib/Finance/GeniusTrader/DateTime/2Hour.pm
in lib/Finance/GeniusTrader/DateTime/30Min.pm
in lib/Finance/GeniusTrader/DateTime/3Hour.pm
in lib/Finance/GeniusTrader/DateTime/4Hour.pm
in lib/Finance/GeniusTrader/DateTime/5Min.pm
in lib/Finance/GeniusTrader/DateTime/Day.pm
in lib/Finance/GeniusTrader/DateTime/Hour.pm
in lib/Finance/GeniusTrader/DateTime/Month.pm
in lib/Finance/GeniusTrader/DateTime/Tick.pm
in lib/Finance/GeniusTrader/DateTime/Week.pm
in lib/Finance/GeniusTrader/DateTime/Year.pm
in lib/Finance/GeniusTrader/Graphics/Axis.pm
in lib/Finance/GeniusTrader/Graphics/DataSource.pm
in lib/Finance/GeniusTrader/Graphics/DataSource/Close.pm
in lib/Finance/GeniusTrader/Graphics/DataSource/GenericIndicatorResults.pm
in lib/Finance/GeniusTrader/Graphics/DataSource/PortfolioEvaluation.pm
in lib/Finance/GeniusTrader/Graphics/DataSource/Prices.pm
in lib/Finance/GeniusTrader/Graphics/DataSource/PricesColor.pm
in lib/Finance/GeniusTrader/Graphics/DataSource/SingleIndicator.pm
in lib/Finance/GeniusTrader/Graphics/DataSource/Systems.pm
in lib/Finance/GeniusTrader/Graphics/DataSource/Volume.pm
in lib/Finance/GeniusTrader/Graphics/Driver.pm
in lib/Finance/GeniusTrader/Graphics/Driver/GD.pm
in lib/Finance/GeniusTrader/Graphics/Driver/ImageMagick.pm
in lib/Finance/GeniusTrader/Graphics/Driver/Postscript.pm
in lib/Finance/GeniusTrader/Graphics/Driver/SVG.pm
in lib/Finance/GeniusTrader/Graphics/Graphic.pm
in lib/Finance/GeniusTrader/Graphics/Object.pm
in lib/Finance/GeniusTrader/Graphics/Object/BarChart.pm
in lib/Finance/GeniusTrader/Graphics/Object/BuySellArrows.pm
in lib/Finance/GeniusTrader/Graphics/Object/Candle.pm
in lib/Finance/GeniusTrader/Graphics/Object/CandleVolume.pm
in lib/Finance/GeniusTrader/Graphics/Object/CandleVolumePlace.pm
in lib/Finance/GeniusTrader/Graphics/Object/Curve.pm
in lib/Finance/GeniusTrader/Graphics/Object/Histogram.pm
in lib/Finance/GeniusTrader/Graphics/Object/Marks.pm
in lib/Finance/GeniusTrader/Graphics/Object/Mountain.pm
in lib/Finance/GeniusTrader/Graphics/Object/MountainBand.pm
in lib/Finance/GeniusTrader/Graphics/Object/Polygon.pm
in lib/Finance/GeniusTrader/Graphics/Object/Text.pm
in lib/Finance/GeniusTrader/Graphics/Object/VotingLine.pm
in lib/Finance/GeniusTrader/Graphics/Scale.pm
in lib/Finance/GeniusTrader/Graphics/Tools.pm
in lib/Finance/GeniusTrader/Graphics/Zone.pm
in lib/Finance/GeniusTrader/Indicators/ADXR.pm
in lib/Finance/GeniusTrader/Indicators/AROON.pm
in lib/Finance/GeniusTrader/Indicators/AT3.pm
in lib/Finance/GeniusTrader/Indicators/ATR.pm
in lib/Finance/GeniusTrader/Indicators/BOL.pm
in lib/Finance/GeniusTrader/Indicators/BPCorrelation.pm
in lib/Finance/GeniusTrader/Indicators/CCI.pm
in lib/Finance/GeniusTrader/Indicators/CHAIKIN.pm
in lib/Finance/GeniusTrader/Indicators/CNDL.pm
in lib/Finance/GeniusTrader/Indicators/Chandelier.pm
in lib/Finance/GeniusTrader/Indicators/ENV.pm
in lib/Finance/GeniusTrader/Indicators/EPMA.pm
in lib/Finance/GeniusTrader/Indicators/EVWMA.pm
in lib/Finance/GeniusTrader/Indicators/ElderRay.pm
in lib/Finance/GeniusTrader/Indicators/FISH.pm
in lib/Finance/GeniusTrader/Indicators/ForceIndex.pm
in lib/Finance/GeniusTrader/Indicators/GAPO.pm
in lib/Finance/GeniusTrader/Indicators/GMEAN.pm
in lib/Finance/GeniusTrader/Indicators/Generic/ByName.pm
in lib/Finance/GeniusTrader/Indicators/Generic/Cum.pm
in lib/Finance/GeniusTrader/Indicators/HilbertPeriod.pm
in lib/Finance/GeniusTrader/Indicators/HilbertSine.pm
in lib/Finance/GeniusTrader/Indicators/IFISH.pm
in lib/Finance/GeniusTrader/Indicators/InstantTrendLine.pm
in lib/Finance/GeniusTrader/Indicators/KirshenbaumBands.pm
in lib/Finance/GeniusTrader/Indicators/LinearRegression.pm
in lib/Finance/GeniusTrader/Indicators/MACD.pm
in lib/Finance/GeniusTrader/Indicators/MASS.pm
in lib/Finance/GeniusTrader/Indicators/MEAN.pm
in lib/Finance/GeniusTrader/Indicators/MFI.pm
in lib/Finance/GeniusTrader/Indicators/MOM.pm
in lib/Finance/GeniusTrader/Indicators/MaxDrawDown.pm
in lib/Finance/GeniusTrader/Indicators/OBV.pm
in lib/Finance/GeniusTrader/Indicators/PERF.pm
in lib/Finance/GeniusTrader/Indicators/PGO.pm
in lib/Finance/GeniusTrader/Indicators/PP.pm
in lib/Finance/GeniusTrader/Indicators/QSTICK.pm
in lib/Finance/GeniusTrader/Indicators/ROC.pm
in lib/Finance/GeniusTrader/Indicators/RSquare.pm
in lib/Finance/GeniusTrader/Indicators/Range.pm
in lib/Finance/GeniusTrader/Indicators/SAR.pm
in lib/Finance/GeniusTrader/Indicators/SMI.pm
in lib/Finance/GeniusTrader/Indicators/STO.pm
in lib/Finance/GeniusTrader/Indicators/SWMA.pm
in lib/Finance/GeniusTrader/Indicators/SafeZone.pm
in lib/Finance/GeniusTrader/Indicators/StandardDeviation.pm
in lib/Finance/GeniusTrader/Indicators/StandardError.pm
in lib/Finance/GeniusTrader/Indicators/T3.pm
in lib/Finance/GeniusTrader/Indicators/TMA.pm
in lib/Finance/GeniusTrader/Indicators/TP.pm
in lib/Finance/GeniusTrader/Indicators/UI.pm
in lib/Finance/GeniusTrader/Indicators/VHF.pm
in lib/Finance/GeniusTrader/Indicators/VROC.pm
in lib/Finance/GeniusTrader/Indicators/WMA.pm
in lib/Finance/GeniusTrader/Indicators/WTCL.pm
in lib/Finance/GeniusTrader/Indicators/WWMA.pm
in lib/Finance/GeniusTrader/Indicators/WilliamsR.pm
in lib/Finance/GeniusTrader/MoneyManagement/Alembert.pm
in lib/Finance/GeniusTrader/MoneyManagement/AntiMartingale.pm
in lib/Finance/GeniusTrader/MoneyManagement/Basic.pm
in lib/Finance/GeniusTrader/MoneyManagement/CheckCommissions.pm
in lib/Finance/GeniusTrader/MoneyManagement/CheckVolumeAverage.pm
in lib/Finance/GeniusTrader/MoneyManagement/FixedFractional.pm
in lib/Finance/GeniusTrader/MoneyManagement/FixedRatio.pm
in lib/Finance/GeniusTrader/MoneyManagement/FixedShares.pm
in lib/Finance/GeniusTrader/MoneyManagement/FixedSum.pm
in lib/Finance/GeniusTrader/MoneyManagement/Martingale.pm
in lib/Finance/GeniusTrader/MoneyManagement/OrderSizeLimit.pm
in lib/Finance/GeniusTrader/MoneyManagement/Portfolio/FixedFractional.pm
in lib/Finance/GeniusTrader/MoneyManagement/Portfolio/OneCode.pm
in lib/Finance/GeniusTrader/MoneyManagement/PositionSizeLimit.pm
in lib/Finance/GeniusTrader/MoneyManagement/RSI.pm
in lib/Finance/GeniusTrader/MoneyManagement/STO.pm
in lib/Finance/GeniusTrader/MoneyManagement/ShareMultiples.pm
in lib/Finance/GeniusTrader/MoneyManagement/VAR.pm
in lib/Finance/GeniusTrader/Signals/Generic/Above.pm
in lib/Finance/GeniusTrader/Signals/Generic/And.pm
in lib/Finance/GeniusTrader/Signals/Generic/Below.pm
in lib/Finance/GeniusTrader/Signals/Generic/CrossOverDown.pm
in lib/Finance/GeniusTrader/Signals/Generic/CrossOverUp.pm
in lib/Finance/GeniusTrader/Signals/Generic/Decrease.pm
in lib/Finance/GeniusTrader/Signals/Generic/Equal.pm
in lib/Finance/GeniusTrader/Signals/Generic/False.pm
in lib/Finance/GeniusTrader/Signals/Generic/Increase.pm
in lib/Finance/GeniusTrader/Signals/Generic/NewTimeFrame.pm
in lib/Finance/GeniusTrader/Signals/Generic/Not.pm
in lib/Finance/GeniusTrader/Signals/Generic/Or.pm
in lib/Finance/GeniusTrader/Signals/Generic/True.pm
in lib/Finance/GeniusTrader/Signals/Graphical/CandleSticks/BearishEngulfingLine.pm
in lib/Finance/GeniusTrader/Signals/Graphical/CandleSticks/BearishHarami.pm
in lib/Finance/GeniusTrader/Signals/Graphical/CandleSticks/BullishEngulfingLine.pm
in lib/Finance/GeniusTrader/Signals/Graphical/CandleSticks/BullishHarami.pm
in lib/Finance/GeniusTrader/Signals/Graphical/CandleSticks/GravestoneDoji.pm
in lib/Finance/GeniusTrader/Signals/Graphical/CandleSticks/Hammer.pm
in lib/Finance/GeniusTrader/Signals/Graphical/CandleSticks/InvertedHammer.pm
in lib/Finance/GeniusTrader/Signals/Indicators/RSIDown.pm
in lib/Finance/GeniusTrader/Signals/Indicators/RSIUp.pm
in lib/Finance/GeniusTrader/Signals/Prices/InsidePrevious.pm
in lib/Finance/GeniusTrader/Signals/Prices/RecordPriceHigh.pm
in lib/Finance/GeniusTrader/Signals/Prices/RecordPriceLow.pm
in lib/Finance/GeniusTrader/Signals/Swing/Trend.pm
in lib/Finance/GeniusTrader/Signals/Swing/TrendEnding.pm
in lib/Finance/GeniusTrader/Signals/Systems/MacdDiff.pm
in lib/Finance/GeniusTrader/Signals/Trend/HilbertChannelBreakout.pm
in lib/Finance/GeniusTrader/Signals/Trend/TTT.pm
in lib/Finance/GeniusTrader/Systems/ADX.pm
in lib/Finance/GeniusTrader/Systems/ADX2.pm
in lib/Finance/GeniusTrader/Systems/AlwaysInTheMarket.pm
in lib/Finance/GeniusTrader/Systems/Generic.pm
in lib/Finance/GeniusTrader/Systems/MacdDiff.pm
in lib/Finance/GeniusTrader/Systems/SMA.pm
in lib/Finance/GeniusTrader/Systems/Stochastic.pm
in lib/Finance/GeniusTrader/Systems/Swing/Trend.pm
in lib/Finance/GeniusTrader/Systems/TFS.pm
in lib/Finance/GeniusTrader/Systems/TTS.pm
in script/OptimizeGT.pm