. Francis Lim's Projects | Financial Expert Trading System <h1> Resume, Business Research, Financial Data Analysis, Information Project Management, Multilingual Programming, Business Process Re Engineering, Financial Engineering, Search Engine Optimization, Simulation system, Parallel Computing, Database Networking, Education Technologist, Multilingual Programming, Translation Tools, Financial Engineering, School Educational Solutions, Financial Trading Expert System, Business Research, IT Specialist, Information Data Analyst, Project Management Skills, Macintosh Windows Developer, Software Engineer, Information Technology Management, Operational Planning, Financial System, Multilingual Database, Business Process Re Engineering, Financial Re Engineering, Search Engine Ranking, Information System, Parallel Processing</h1>


Fundamental Analysis

Stock Performance Summary

Stock Symbol

XYZ Company

Market

SGX Mainboard

Sector

Manufacturing

The Start of Trading Date

20000101

The End of Trading Date

20001231

Number of Share Contract Size

1000

Net Profit

$ 15,200.00

Gross Profit

$ 17,200.00

Gross Loss

($ 2,000.00)

Total Number of All Trades

4

Number of Winning Trades

3

Number of Losing Trades

1

Percentage of Winning Trades

75%

Largest Winning Trades

$ 7,200.00

Largest Losing Trades

($ 2,000.00)

Average Winning Trades

$ 5,733.33

Average Losing Trades

($ 2,000.00)

Ratio of Average Win / Loss

2.87

 

Technical Analysis

Abstract of FETS 'C' Programming Code

  

/*

* Authors   : Francis Lim

* Course   : Master of Science in Information Studies

* System   : Financial Trading Expert System

* Progamming Language : Metrowerks IDE v 4.0, Macintosh Platform OS 9.1

* Description  : Data Flow Diagrams

* FileName   : stocks_finmkt_model.cpp

* Created   :  01 September 2000

* Last Modified  : 31 June 2001

*/

class MovingAverage{

 public:

  double  MA1;

  double  MA2;

  double  MA3; };

class  MovAvgSpread{

 public:

  double  S1;

  double  S2;

  double  S3;};

class TrendMover{

 public:

  int  UpTrend;

  int  DownTrend;

  double  Lowest;

  double  Highest;

  double  ChgInPrice;

};

class StopLossProfit{

 public:

  double  StopLoss;

  double  StopProfit;};

class NetworkWeights{

 public:

  bool  MAvgEntry;

  bool  MAvgExit;

  bool  UpTrend;

  bool  DownTrend;

  bool  StopProfit;

  bool  StopLoss;

  bool  EntrySignal;

  bool  ExitSignal;

  bool  HoldSignal;

 

  char  BuySignal;

  char  SellSignal;

  double  BuyPrice;

  double  SellPrice;

  double  Profit;};

class NetWorkBuySellSignal{

 public:

 

  bool  BSSignal;

  long  BSRec;};

class FinModelndicators{

 public:

  MovingAverage  MAvg;

  MovAvgSpread  MASpread;

  TrendMover   TMov;

  StopLossProfit  SLP;

  NetworkWeights  NW;

  TimeSeriesData  Eq;};

class EquitySummaryRpt{

 public:

  char  StockSymbol[32];

  char  Market[25];

  char  Sector[25];

  long  TDFromDate;

  long  TDToDate;

  long  ContractSize;

  double  PLPosition;    // Profit and Loss Account

  double  NetPL;

  double  GrossProfit;

  double  GrossLoss;

  double  PercProfitTD;  // Percent Profitable Trade

  long  TotalTD;       // Total Trades Invested

  long  WinTD;   // Number of Winning Trades

  long  LossTD;   // Number of Losing Trades

  double  LWinTD;   // Largest Winning Trade

  double  LLossTD;  // Largest Losing Trade

  double  AvgWinTD;  // Average Winning Trade

  double  AvgLossTD;  // Average Losing Trade

  double  RAvgWinLossTD; // Ratio Average Winning and Losing Trade

  double  PercReturnAcc; // Percent Return On Account;

  double  InitMktCapital; // Initial Market Capital;};

class SimulateEquityTrading{

 public:

 

  char     StockSymbol[31];

  long     EqRec, BufferLen;

  char     DataBuffer[DATABUFFER];

  char     EqTradeDir[CHRSTR256];

  char     EqTradeRptDir[CHRSTR256];

  char     EqSimuFName[CHRSTR256];

  char     EqFName[CHRSTR256];

 

  EquitySummaryRpt  ESR;

  FinModelndicators  FMI[10000];

  NetWorkBuySellSignal NBS;};

SimulateEquityTrading SEQT;

FinModelndicators init_FinModelndicators (FinModelndicators FMI);

double normalize_MovingAverage (int maPeriod, long rec);

double normalize_MA_Spread (int maPeriod, long rec, double maValA, double maValB);

double percentage_Change_In_lastprice (long rec, double prValA, double prValB);

double normalize_HighestHigh (int hiPeriod, long rec);

double normalize_LowestLow (int loPeriod, long rec);

bool moving_Average_UpSignal (int maPeriod, long rec, MovingAverage MAvg);

bool moving_Average_DownSignal (int maPeriod, long rec, MovingAverage MAvg);

bool train_BuySignal (int maPeriod, long rec, int hiPeriod, int tmovUp, bool maEntryState, NetWorkBuySellSignal NBS);

bool train_StopProfitSignal (int maPeriod, long rec, double stopProfitPerc, NetWorkBuySellSignal NBS, TimeSeriesData T1, TimeSeriesData T2);

bool train_StopLossSignal (int maPeriod, long rec, double stopLossPerc, NetWorkBuySellSignal NBS, TimeSeriesData T1, TimeSeriesData T2);

bool train_SellSignal (int maPeriod, long rec, int tmovDown, bool maExitState, NetWorkBuySellSignal NBS);

bool train_HoldSignal (int maPeriod, long rec, TimeSeriesData Eq, TrendMover TMov, NetWorkBuySellSignal NBS);

bool train_HoldSignal_Ext (int maPeriod, long rec, TimeSeriesData Eq, TrendMover TMov1, TrendMover TMov2, NetWorkBuySellSignal NBS);

bool train_HoldSignal_Ext1 (int maPeriod, long rec, TrendMover TMov1, TrendMover TMov2, NetWorkBuySellSignal NBS);

bool train_HoldSignal_Ext2 (int maPeriod, long rec, TimeSeriesData Eq, TrendMover TMov1, TrendMover TMov2, NetWorkBuySellSignal NBS);

NetWorkBuySellSignal rec_Network_EntrySignal (int maPeriod, long rec, double avgPrice, double priceRatio, bool sigEntryState, NetWorkBuySellSignal NBS);

NetWorkBuySellSignal rec_Network_ExitSignal (int maPeriod, long rec, bool sigExitState, NetWorkBuySellSignal NBS);

void write_simu_equity_stats (char *filename);

EquitySummaryRpt init_Equity_Performance_Report (EquitySummaryRpt ESR);

EquitySummaryRpt equity_Performance_Report (char *filename, bool initStatus, EquitySummaryRpt ESR);

 

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