Stock scanner/screener in Tickblaze

M

Mazedonia

Is it possible to automate the screening/scanning of stocks in a certain stock universe given customized criteria? I feel that the usual scanning packages are very limited,such as trading ideas or tradingview, stock rover,...

I want to be able to program filters based to pricing data conditions and have the software package iterate over all stocks in a given dataset and their pricing data to see whether it passes certain filters. Ideally I would like to create a strategy out of that and backrest it.

Does tickblaze at all offer stock screening/scanning functionality? Or does it have to be written from scratch?
 
MedvedTrader - allows you to scan in real time, on your side not on the server side, using arbitrarily complex criteria and utilizing any of the indicators supporter.

Thing is, it does the scanning on a portfolio/watchlist. Which means you have to input all the symbols you want to scan in a portfolio. The total # of symbols that can run simultaneously depends on the source. Example: 100 for IB, 1500 for TD Ameritrade, unlimited for dxFeed...
 
I am focusing on an app that allows the writing of completely custom scripts as filters and not being limited to preset/provided filters.

terr said:
MedvedTrader - allows you to scan in real time, on your side not on the server side, using arbitrarily complex criteria and utilizing any of the indicators supporter.

Thing is, it does the scanning on a portfolio/watchlist. Which means you have to input all the symbols you want to scan in a portfolio. The total # of symbols that can run simultaneously depends on the source. Example: 100 for IB, 1500 for TD Ameritrade, unlimited for dxFeed...
More...
 
@Tickblaze, could you please comment on what is possible in tickblaze in regards to scanning a given universe of stocks? Could I potentially write filters myself that scan stocks based on the historical data in the local database and if how performant is that? How long would it take, for example, to filter out all the stocks among 500 stocks to calculate a 10 day simple moving average and filter out those stocks where the last price of any given stock lies above its 10 day sma?

Also, can this be applied to real time streams as well? I assume when hooked up to a live data feed that the last prices are always stored and fully accessible so that I could do the above as well by filtering out those stocks whose real time prices lie above their 10 day sma? How would I go about displaying stocks who just crossed such sma in Realtime?

Would I need to write such Scanner from the ground up or do you already provide such feature to some degree?



Mazedonia said:
Is it possible to automate the screening/scanning of stocks in a certain stock universe given customized criteria? I feel that the usual scanning packages are very limited,such as trading ideas or tradingview, stock rover,...

I want to be able to program filters based to pricing data conditions and have the software package iterate over all stocks in a given dataset and their pricing data to see whether it passes certain filters. Ideally I would like to create a strategy out of that and backrest it.

Does tickblaze at all offer stock screening/scanning functionality? Or does it have to be written from scratch?
More...
 
Mazedonia said:
I am focusing on an app that allows the writing of completely custom scripts as filters and not being limited to preset/provided filters.
More...
That's what MT does. You just write the logic of your filter in C#.
 
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