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Post by cambrose on Sept 25, 2012 20:47:18 GMT -8
Nevermind... figured it out. Here's an updated chart with bid/ask ranges. Is this useful stuff?
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Post by mcharliem on Sept 26, 2012 4:27:27 GMT -8
Is anyone else having problems with the proboards iOS app? I can't access anything with it any more. I've tried uninstalling and reinstalling and still nothing.
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Post by nkmho on Sept 26, 2012 4:31:20 GMT -8
Is anyone else having problems with the proboards iOS app? I can't access anything with it any more. I've tried uninstalling and reinstalling and still nothing. The forum name changed, so you have to delete the entry and add in aaplfinance as the forum URL.
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Post by mcharliem on Sept 26, 2012 5:47:14 GMT -8
Is anyone else having problems with the proboards iOS app? I can't access anything with it any more. I've tried uninstalling and reinstalling and still nothing. The forum name changed, so you have to delete the entry and add in aaplfinance as the forum URL. Thanks.
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Post by Tetrachloride on Sept 26, 2012 6:29:26 GMT -8
Great start, cambrose. All useful charts.
Are you able to have a 10-day chart ?
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Post by cambrose on Sept 26, 2012 21:32:55 GMT -8
Great start, cambrose. All useful charts. Are you able to have a 10-day chart ? For charting, no reason we can't have any timeframe there is data for. Would be interesting to see the pricing for LEAPS over a year. Charting is obvious and great. I'm still hoping to come up with more ideas for deep analysis.
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Post by Tetrachloride on Sept 27, 2012 6:48:44 GMT -8
At the moment, my deeper analysis method is watching other major companies and indices. GE, Nikkei , HangSeng, Walmart. More longer term charts for those. HangSeng is high, Nikkei is in its usual languish.
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Post by Lstream on Sept 27, 2012 7:30:51 GMT -8
How far back does the data go? Depending on that, I have some ideas on back testing option strategies against actual historical data. That would be really useful for me at least.
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Post by artman1033 on Sept 27, 2012 7:47:46 GMT -8
How far back does the data go? Depending on that, I have some ideas on back testing option strategies against actual historical data. That would be really useful for me at least. I have TOS on TDameritrade. One of the newer features on TOS is ON DEMAND. This feature sends you back in time with a balance of $100,000 to make stock purchases, puts and calls etc. Using this feature takes a LOT of bandwidth and warms up my MacBook. Not every OTM call or put is covered. BUT it covers EVERY stock tick by tick by the second. The time machine goes back to 2009.
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Post by PikesPique on Sept 27, 2012 7:48:01 GMT -8
How far back does the data go? Depending on that, I have some ideas on back testing option strategies against actual historical data. That would be really useful for me at least. Agreed!
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Post by PikesPique on Sept 27, 2012 7:50:09 GMT -8
How far back does the data go? Depending on that, I have some ideas on back testing option strategies against actual historical data. That would be really useful for me at least. I have TOS on TDameritrade. One of the newer features on TOS is ON DEMAND. This feature sends you back in time with a balance of $100,000 to make stock purchases, puts and calls etc. Using this feature takes a LOT of bandwidth and warms up my MacBook. Not every OTM call or put is covered. BUT it covers EVERY stock tick by tick by the second. The time machine goes back to 2009. I'd love a time machine back to 1980. I would have avoided a couple of bad relationships and would have bought, and held, 100 shares of AAPL!
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Post by cambrose on Sept 27, 2012 15:11:14 GMT -8
How far back does the data go? Depending on that, I have some ideas on back testing option strategies against actual historical data. That would be really useful for me at least. Once I integrate nkmho's data, should be able to go back 5-6 months.
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Post by nkmho on Sept 27, 2012 15:48:24 GMT -8
How far back does the data go? Depending on that, I have some ideas on back testing option strategies against actual historical data. That would be really useful for me at least. Once I integrate nkmho's data, should be able to go back 5-6 months. I should note to everyone that there's a gap in the data from 8/24 until a week ago due to a bug in my code that only appeared when the $1000+ strikes came out. Didn't notice the error until I sent my data/code to cambrose. I also have SPY, AMZN, and GOOG data as well. I was going to code up some web-based stuff today to chart some other things, but I hosed up my computer during the first half of the day.
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Post by cambrose on Oct 4, 2012 19:38:37 GMT -8
nkmho had suggested doing a 3d graph of OI over time, so I've tried it with the Oct 5 weeklies. Didn't do 3d but labelled the peak of each day. Does this help visualize Max Pain progression? Need an overlay of the closing stock price. Attachments:
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Post by PikesPique on Oct 5, 2012 6:38:40 GMT -8
Cambrose,
The problem with this chart is in picking out which line represents the OI for a specific day. Is it possible to use a slider to move between days, essentially "jog shuttling" between frames (days), which would provide a sort of animation of the change in OI over time?
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Post by cambrose on Oct 6, 2012 19:46:10 GMT -8
Cambrose, The problem with this chart is in picking out which line represents the OI for a specific day. Is it possible to use a slider to move between days, essentially "jog shuttling" between frames (days), which would provide a sort of animation of the change in OI over time? Could certainly do something like that in the app. Just charted the last 5 days action for Oct 20 options. The newer the line, the more red and solid (puts) or more green and solid (calls). Still hard to pick out each day, but it does help to see where the majority of the action was. For puts it was 610-630 and 665-670. For calls, 660-680 and 715-720. Attachments:
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Post by Odd-Lot Richard on Nov 7, 2012 6:38:09 GMT -8
How is this project going? Just curious.
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Post by cambrose on Nov 7, 2012 8:09:40 GMT -8
Still capturing data. Getting slammed with work so no time to put into it at the moment. Like I said, it will be a long slow project
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Post by cambrose on Nov 22, 2012 22:26:00 GMT -8
OK. It's a start. With my recent trip into option hell, I'm getting a better idea of where to go with this app. Just starting with the basics.... charting. Want a lot of flexibility in charting so writing my own graphing class. It's not much to look at right now (just roughing in the plumbing), but like I said, it's a start.
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Post by Tetrachloride on Nov 23, 2012 10:43:01 GMT -8
Looking good. I'll be happy to give a test run if available for iPod touch previous generation iOS 6.01 (that was for the non-developers of the AFB. of course Xcode has loads of backwards compatibility for most previous generations).
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Post by cambrose on Nov 23, 2012 22:55:40 GMT -8
Now we at least know what we're looking at... Wasn't paying attention and lost a couple weeks of data when the parser went down. Hoping nkmho can help me fill in the missing pieces. Up next... • second trace with transforms for showing spread prices over time • touch pan and zoom on chart • AAPL price and VXAPL overlays Just targeting the iPad for now, but I'm sure as more functionality is built in, some of it will be usable on the smaller screen size. Attachments:
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Post by cambrose on Nov 24, 2012 22:24:24 GMT -8
Second trace and pan and zoom completed. nkmho was able to provide data to fill most of the holes. Looking much better. This is getting to be a data hog. 9 million data points just going back to mid Sep. With 5 weeklies now, this is going to balloon out even faster. Not going to bring in any more legacy data until I get this on a dedicated system. Although it's just a glorified options explorer right now, can start soliciting testers. I have room for 10 devices on my development account. Anyone who is interested can just reply here. After a week, I will take the top 5 prolific users (by posts), and randomly choose the remaining 5 positions. So, if you're interested, you have until the end of the month to let me know here. Be aware this is iPad only for the time being. Eventually I want to get set up for Enterprise distribution and then everyone will have access to it. That will be a little while down the road. Until then, I'll just add more devices as I can. Still need to add - spread pricing graph - stock and volatility overlays Attachments:
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Post by cambrose on Nov 24, 2012 22:25:49 GMT -8
Call/Put relationship... Attachments:
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Post by cambrose on Nov 24, 2012 23:30:42 GMT -8
A couple more late night additions... Bid/Ask overlays. Attachments:
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Post by cambrose on Nov 24, 2012 23:31:47 GMT -8
Spread pricing... BCS illustrated. Attachments:
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Post by Tetrachloride on Nov 25, 2012 7:11:57 GMT -8
Looking good. the BCS is tricky due to the wide range of numbers.
The call / put could use some labels.
It won't be long before the app is ready for field testing.
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