daily Stocks data with trading indicatives by python -- 2
Budget: $10 – $30 CAD
daily Stocks data with trading indicatives by python
python code to get NYSE stocks all tickers historical data download for free downloading
acceptance criteria I can do it by myself on my computer
each day new indicators for last 5 years data saved to csv file
all indicators for all nyse tickers from attached file will be downloaded by provided python file
without lost days and without lost indicators
list of all NYSE current tickers will be provided and used in code
*** Order flow or trade data ***
**** indicatores1 *****
VWAP
DPO
CMF
Elliot waves
Fibonacci numbers
*Technical Indicators:*
1. Moving Averages (MA, EMA, SMA)
2. Relative Strength Index (RSI)
3. Bollinger Bands
4. Stochastic Oscillator
5. MACD (Moving Average Convergence Divergence)
6. Momentum (MOM)
7. Commodity Channel Index (CCI)
8. Force Index (FI)
9. Ichimoku Cloud
10. Fibonacci Retracements
*Fundamental Indicators:*
1. Earnings Per Share (EPS)
2. Price-to-Earnings Ratio (P/E)
3. Dividend Yield
4. Return on Equity (ROE)
5. Return on Assets (ROA)
6. Debt-to-Equity Ratio
7. Current Ratio
8. Interest Coverage Ratio
9. Book Value Per Share
10. Cash Flow Per Share
11 volume
*Sentiment Indicators:*
1. Sentiment Analysis (text-based analysis of news, social media)
2. Put-Call Ratio
3. Open Interest
4. Implied Volatility (IV)
5. Options Data (e.g., volume, open interest)
6. Insider Activity (buy/sell)
7. Short Interest
8. Analyst Estimates (revenue, EPS)
9. News Sentiment (e.g., Thomson Reuters, Bloomberg)
10. Social Media Sentiment (e.g., Twitter, StockTwits)
*Market and Economic Indicators:*
1. GDP Growth Rate
2. Inflation Rate
3. Interest Rates (e.g., Fed Funds Rate)
4. Unemployment Rate
5. Consumer Confidence Index
6. Market Volatility (e.g., VIX)
7. Sector Performance
8. Industry Trends
9. Global Economic Indicators (e.g., PMI, CPI)
10. Geopolitical Events
1. Technical Indicators
• Moving Averages: SMA_50, EMA_200
• RSI: RSI_14
• Bollinger Bands: BB_upper, BB_middle, BB_lower
• MACD: MACD_line, Signal_line
• Momentum: MOM_14
• Other Technicals: Stochastic_Oscillator, CCI, FI, Ichimoku_Cloud
2. Fundamental Indicators
• Earnings and Ratios: EPS, P/E_ratio, Dividend_yield
• Profitability Ratios: ROE, ROA
• Leverage Ratios: Debt_to_Equity, Current_ratio, Interest_Coverage
• Value Metrics: Book_value_per_share, Cash_flow_per_share
• Volume: Volume
3. Sentiment Indicators
• Sentiment Scores: News_sentiment, Social_media_sentiment
• Options Data: Put_Call_ratio, Open_interest, IV
• Market Activity: Insider_activity, Short_interest, Analyst_estimates
4. Market and Economic Indicators
• Economic Data: GDP_growth_rate, Inflation_rate, Interest_rate
• Market Conditions: Unemployment_rate, Consumer_confidence
• Sector/Industry Performance: Sector_performance
• Market Volatility: VIX, Geopolitical_events
1. Volume Profile
Theory: Volume Profile shows the distribution of trading volume across different price levels. It helps identify areas of high and low liquidity, potential support and resistance levels, and fair value areas where most trades occur.
2. Delta
Theory: Delta measures the difference between buying and selling pressure by comparing the volume of trades executed at the ask price (buys) versus the bid price (sells). It provides insight into short-term directional bias in the market.
3. Cumulative Volume Delta (CVD)
Theory: CVD is the running total of Delta over time. It shows the accumulated buying or selling pressure, helping traders identify longer-term trends and potential reversals when price action diverges from CVD.
4. Trade Count Histogram
Theory: This histogram displays the number of trades occurring at each price level, regardless of volume. It can reveal price levels with high trading activity, which may indicate areas of interest or conflict between buyers and sellers.
5. Volume-Weighted Average Price (VWAP)
Theory: VWAP calculates the average price of a security weighted by volume. It's often used as a benchmark for institutional traders and can indicate potential support or resistance levels.
6. Order Imbalance
Theory: Order Imbalance compares the volume of buy orders to sell orders. A significant imbalance can indicate strong directional pressure and potential price movements.
7. Liquidity Heatmap
Theory: This visualization shows the concentration of volume or trades across price levels and time. It helps identify "hot spots" of trading activity and can reveal evolving support and resistance levels.
8. Market Depth Analysis
Theory: Market Depth shows the number of open buy and sell orders at different price levels. It provides insight into potential price movements based on visible supply and demand in the order book.
9. Time and Sales (Tape Reading)
Theory: Time and Sales display individual trades in real-time, showing price, volume, and whether the trade was a buy or sell. It helps traders identify large trades and potential shifts in momentum.
10. Order Flow Divergence
Theory: This indicator compares price action with changes in Delta or CVD. Divergences between price and order flow can signal potential reversals or continuations.
11. Footprint Charts
Theory: Footprint charts combine price, volume, and order flow information into a single visualization. They provide a detailed view of buying and selling pressure at each price level over time.
12. Volume-Weighted Average Bid-Ask Spread
Theory: This measures the average spread between bid and ask prices, weighted by volume. It provides insight into market liquidity and the cost of trading.
13. Trade Size Distribution
Theory: Analyzing the distribution of trade sizes can help differentiate between retail and institutional activity. Large trades may indicate institutional involvement, while a high frequency of small trades suggests retail participation.
14. Absorption Ratio
Theory: The Absorption Ratio measures how much volume is being absorbed (traded) at specific price levels. High absorption at a price level can indicate strong support or resistance.
15. Price Ladder Visualization
Theory: The Price Ladder provides a dynamic view of the limit order book, showing open orders and trades at different price levels. It helps traders understand order book dynamics and identify potential price movements based on order flow.
python code to get NYSE stocks all tickers historical data download for free downloading
acceptance criteria I can do it by myself on my computer
each day new indicators for last 5 years data saved to csv file
all indicators for all nyse tickers from attached file will be downloaded by provided python file
without lost days and without lost indicators
list of all NYSE current tickers will be provided and used in code
*** Order flow or trade data ***
**** indicatores1 *****
VWAP
DPO
CMF
Elliot waves
Fibonacci numbers
*Technical Indicators:*
1. Moving Averages (MA, EMA, SMA)
2. Relative Strength Index (RSI)
3. Bollinger Bands
4. Stochastic Oscillator
5. MACD (Moving Average Convergence Divergence)
6. Momentum (MOM)
7. Commodity Channel Index (CCI)
8. Force Index (FI)
9. Ichimoku Cloud
10. Fibonacci Retracements
*Fundamental Indicators:*
1. Earnings Per Share (EPS)
2. Price-to-Earnings Ratio (P/E)
3. Dividend Yield
4. Return on Equity (ROE)
5. Return on Assets (ROA)
6. Debt-to-Equity Ratio
7. Current Ratio
8. Interest Coverage Ratio
9. Book Value Per Share
10. Cash Flow Per Share
11 volume
*Sentiment Indicators:*
1. Sentiment Analysis (text-based analysis of news, social media)
2. Put-Call Ratio
3. Open Interest
4. Implied Volatility (IV)
5. Options Data (e.g., volume, open interest)
6. Insider Activity (buy/sell)
7. Short Interest
8. Analyst Estimates (revenue, EPS)
9. News Sentiment (e.g., Thomson Reuters, Bloomberg)
10. Social Media Sentiment (e.g., Twitter, StockTwits)
*Market and Economic Indicators:*
1. GDP Growth Rate
2. Inflation Rate
3. Interest Rates (e.g., Fed Funds Rate)
4. Unemployment Rate
5. Consumer Confidence Index
6. Market Volatility (e.g., VIX)
7. Sector Performance
8. Industry Trends
9. Global Economic Indicators (e.g., PMI, CPI)
10. Geopolitical Events
1. Technical Indicators
• Moving Averages: SMA_50, EMA_200
• RSI: RSI_14
• Bollinger Bands: BB_upper, BB_middle, BB_lower
• MACD: MACD_line, Signal_line
• Momentum: MOM_14
• Other Technicals: Stochastic_Oscillator, CCI, FI, Ichimoku_Cloud
2. Fundamental Indicators
• Earnings and Ratios: EPS, P/E_ratio, Dividend_yield
• Profitability Ratios: ROE, ROA
• Leverage Ratios: Debt_to_Equity, Current_ratio, Interest_Coverage
• Value Metrics: Book_value_per_share, Cash_flow_per_share
• Volume: Volume
3. Sentiment Indicators
• Sentiment Scores: News_sentiment, Social_media_sentiment
• Options Data: Put_Call_ratio, Open_interest, IV
• Market Activity: Insider_activity, Short_interest, Analyst_estimates
4. Market and Economic Indicators
• Economic Data: GDP_growth_rate, Inflation_rate, Interest_rate
• Market Conditions: Unemployment_rate, Consumer_confidence
• Sector/Industry Performance: Sector_performance
• Market Volatility: VIX, Geopolitical_events
1. Volume Profile
Theory: Volume Profile shows the distribution of trading volume across different price levels. It helps identify areas of high and low liquidity, potential support and resistance levels, and fair value areas where most trades occur.
2. Delta
Theory: Delta measures the difference between buying and selling pressure by comparing the volume of trades executed at the ask price (buys) versus the bid price (sells). It provides insight into short-term directional bias in the market.
3. Cumulative Volume Delta (CVD)
Theory: CVD is the running total of Delta over time. It shows the accumulated buying or selling pressure, helping traders identify longer-term trends and potential reversals when price action diverges from CVD.
4. Trade Count Histogram
Theory: This histogram displays the number of trades occurring at each price level, regardless of volume. It can reveal price levels with high trading activity, which may indicate areas of interest or conflict between buyers and sellers.
5. Volume-Weighted Average Price (VWAP)
Theory: VWAP calculates the average price of a security weighted by volume. It's often used as a benchmark for institutional traders and can indicate potential support or resistance levels.
6. Order Imbalance
Theory: Order Imbalance compares the volume of buy orders to sell orders. A significant imbalance can indicate strong directional pressure and potential price movements.
7. Liquidity Heatmap
Theory: This visualization shows the concentration of volume or trades across price levels and time. It helps identify "hot spots" of trading activity and can reveal evolving support and resistance levels.
8. Market Depth Analysis
Theory: Market Depth shows the number of open buy and sell orders at different price levels. It provides insight into potential price movements based on visible supply and demand in the order book.
9. Time and Sales (Tape Reading)
Theory: Time and Sales display individual trades in real-time, showing price, volume, and whether the trade was a buy or sell. It helps traders identify large trades and potential shifts in momentum.
10. Order Flow Divergence
Theory: This indicator compares price action with changes in Delta or CVD. Divergences between price and order flow can signal potential reversals or continuations.
11. Footprint Charts
Theory: Footprint charts combine price, volume, and order flow information into a single visualization. They provide a detailed view of buying and selling pressure at each price level over time.
12. Volume-Weighted Average Bid-Ask Spread
Theory: This measures the average spread between bid and ask prices, weighted by volume. It provides insight into market liquidity and the cost of trading.
13. Trade Size Distribution
Theory: Analyzing the distribution of trade sizes can help differentiate between retail and institutional activity. Large trades may indicate institutional involvement, while a high frequency of small trades suggests retail participation.
14. Absorption Ratio
Theory: The Absorption Ratio measures how much volume is being absorbed (traded) at specific price levels. High absorption at a price level can indicate strong support or resistance.
15. Price Ladder Visualization
Theory: The Price Ladder provides a dynamic view of the limit order book, showing open orders and trades at different price levels. It helps traders understand order book dynamics and identify potential price movements based on order flow.