What Software for stocks statistical analysis?

D

DemianHesse

Hello guys,
I'm interested in examine statistical behavior of stocks (and not only) but in different way instead of classic technical analisys softwares.
I think that statistical analysis is underrated and I'm looking for a softwares or site for get informations from the past data like these:

For example I want to know how many times in past years an XXX TA indicator go over XXX value, or how many times a stock gain more than X% in a day.
Another: in a consolidate stock uptrend what has been the more fall (-X%) in a day that not interrupt the main trend?

I tried many softwares but I don't find any that can perform this researches, do you know any?

sorry for english, but is not my primary language!
good gains to all!

Demian
 
Hi John I know a bit wealth lab, but for do a statistical analysis the only way is to create a new trading strategy? or is there another mode?
Could you share an example with code?

If I wanna find how many +2% days gain for a stock over 5 years I must use the strategy builder?


For Trade canada
Quantmod seem an interesting software, but I found quite difficult use it, surely have potential but lack of clear guides! Even codes for download data seem to not works properly! but I lack of programming skills...


thanks,
Demian
 
Quote from DemianHesse:

Hi John I know a bit wealth lab, but for do a statistical analysis the only way is to create a new trading strategy? or is there another mode?
Could you share an example with code?

If I wanna find how many +2% days gain for a stock over 5 years I must use the strategy builder?


For Trade canada
Quantmod seem an interesting software, but I found quite difficult use it, surely have potential but lack of clear guides! Even codes for download data seem to not works properly! but I lack of programming skills...


thanks,
Demian
More...

I believe Ninja can do that as well.
 
Quote from DemianHesse:

Hi John I know a bit wealth lab, but for do a statistical analysis the only way is to create a new trading strategy? or is there another mode?
Could you share an example with code?

If I wanna find how many +2% days gain for a stock over 5 years I must use the strategy builder?


For Trade canada
Quantmod seem an interesting software, but I found quite difficult use it, surely have potential but lack of clear guides! Even codes for download data seem to not works properly! but I lack of programming skills...


thanks,
Demian
More...

I recommend AmiBroker. It's powerful and easy to use. Have been using it for years.

As for your example you would just need 3 or 4 lines or more if you want to make fancy columns or other fancy stuff. Anyway these four lines below solve your mentioned "problem". Open analysis, choose current stock and date range and click explore

bwo1.png


Code: 
OneDayGain = ROC( C, 1 ); // percent change of previous bar's close to "current" bar's close
Filter = OneDayGain > 2; // output only results where gain is more than 2%
AddColumn( OneDayGain, "1-day ROC", 1.2 ); //www.amibroker.com/guide/afl/addcolumn.html
AddSummaryRows( 31, 1.2 ); //www.amibroker.com/guide/afl/addsummaryrows.html

Or if you want to explore multiple symbols at once and output just one line per symbol then use this one for example

ja6a.png


Code: 
OneDayGain = ROC( C, 1 ); // percent change of previous bar's close to "current" bar's close
Condition = OneDayGain > 2;
Cummulate = Cum( Condition ); // Cummulate occurrences where ROC is higher than 2% //www.amibroker.com/guide/afl/cum.html
Filter = Status( "Lastbarinrange" ); // output only results where gain is more than 2%
AddColumn( Cummulate, "1-day ROC Occurrences", 1.0 ); //www.amibroker.com/guide/afl/addcolumn.html
AddSummaryRows( 31, 1.2 ); //www.amibroker.com/guide/afl/addsummaryrows.html

or whatever
 
Quote from TrendPlayer:

I believe Ninja can do that as well.
More...

NT can be good for currencies or futures but not for stocks. WealthLab and TradeStation are best for stocks.
 
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