Katelynn's Report

Katelynn's Report

(US Market)

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Quantitative Investment

Table "tech_comb" is updated daily on the technical indicators described below. Data older than 30 days are removed from database

CREATE TABLE `tech_comb` (
`id` int(11) NOT NULL AUTO_INCREMENT,
`symbol` varchar(20) COLLATE utf8_unicode_ci NOT NULL,
`recdate` date NOT NULL,
`previous_close` decimal(17,3) NOT NULL,
`previous_high` decimal(17,3) NOT NULL,
`previous_low` decimal(17,3) NOT NULL,
`x52wk_high` decimal(17,3) DEFAULT NULL,
`x52wk_low` decimal(17,3) DEFAULT NULL,
`volume_average` decimal(17,3) DEFAULT NULL,
`volume` decimal(17,3) DEFAULT NULL,
`hcd` decimal(17,3) DEFAULT NULL,
`hcd_idsqt` decimal(17,3) DEFAULT NULL,
`hcd_secqt` decimal(17,3) DEFAULT NULL,
`hcd_allqt` decimal(17,3) DEFAULT NULL,
`lcd` decimal(17,3) DEFAULT NULL,
`lcd_idsqt` decimal(17,3) DEFAULT NULL,
`lcd_secqt` decimal(17,3) DEFAULT NULL,
`lcd_allqt` decimal(17,3) DEFAULT NULL,
`rsi_w_14` decimal(17,3) DEFAULT NULL,
`rsi_w_14_idsqt` decimal(17,3) DEFAULT NULL,
`rsi_w_14_secqt` decimal(17,3) DEFAULT NULL,
`rsi_w_14_allqt` decimal(17,3) DEFAULT NULL,
`rsi_w_5` decimal(17,3) DEFAULT NULL,
`rsi_w_5_idsqt` decimal(17,3) DEFAULT NULL,
`rsi_w_5_secqt` decimal(17,3) DEFAULT NULL,
`rsi_w_5_allqt` decimal(17,3) DEFAULT NULL,
`k_w_9_3_3` decimal(17,3) DEFAULT NULL,
`d_w_9_3_3` decimal(17,3) DEFAULT NULL,
`j_w_9_3_3` decimal(17,3) DEFAULT NULL,
`j_w_9_3_3_idsqt` decimal(17,3) DEFAULT NULL,
`j_w_9_3_3_secqt` decimal(17,3) DEFAULT NULL,
`j_w_9_3_3_allqt` decimal(17,3) DEFAULT NULL,
`sma_w_20` decimal(17,3) DEFAULT NULL,
`sd_w_20` decimal(17,3) DEFAULT NULL,
`bbw_w_20_2` decimal(17,3) DEFAULT NULL,
`bbw_w_20_2_idsqt` decimal(17,3) DEFAULT NULL,
`bbw_w_20_2_secqt` decimal(17,3) DEFAULT NULL,
`bbw_w_20_2_allqt` decimal(17,3) DEFAULT NULL,
`bbp_w_20_2` decimal(17,3) DEFAULT NULL,
`bbc_s1` decimal(17,3) DEFAULT NULL,
`bbc_s1_idsqt` decimal(17,3) DEFAULT NULL,
`bbc_s1_secqt` decimal(17,3) DEFAULT NULL,
`bbc_s1_allqt` decimal(17,3) DEFAULT NULL,
`rsi_d_14` decimal(17,3) DEFAULT NULL,
`rsi_d_14_idsqt` decimal(17,3) DEFAULT NULL,
`rsi_d_14_secqt` decimal(17,3) DEFAULT NULL,
`rsi_d_14_allqt` decimal(17,3) DEFAULT NULL,
`rsi_d_5` decimal(17,3) DEFAULT NULL,
`rsi_d_5_idsqt` decimal(17,3) DEFAULT NULL,
`rsi_d_5_secqt` decimal(17,3) DEFAULT NULL,
`rsi_d_5_allqt` decimal(17,3) DEFAULT NULL,
`k_d_14_3_3` decimal(17,3) DEFAULT NULL,
`d_d_14_3_3` decimal(17,3) DEFAULT NULL,
`j_d_14_3_3` decimal(17,3) DEFAULT NULL,
`j_d_14_3_3_idsqt` decimal(17,3) DEFAULT NULL,
`j_d_14_3_3_secqt` decimal(17,3) DEFAULT NULL,
`j_d_14_3_3_allqt` decimal(17,3) DEFAULT NULL,
`sma_d_20` decimal(17,3) DEFAULT NULL,
`sd_d_20` decimal(17,3) DEFAULT NULL,
`bbw_d_20_2` decimal(17,3) DEFAULT NULL,
`bbw_d_20_2_idsqt` decimal(17,3) DEFAULT NULL,
`bbw_d_20_2_secqt` decimal(17,3) DEFAULT NULL,
`bbw_d_20_2_allqt` decimal(17,3) DEFAULT NULL,
`bbp_d_20_2` decimal(17,3) DEFAULT NULL,
`bbc_d_s1` decimal(17,3) DEFAULT NULL,
`bbc_d_s1_idsqt` decimal(17,3) DEFAULT NULL,
`bbc_d_s1_secqt` decimal(17,3) DEFAULT NULL,
`bbc_d_s1_allqt` decimal(17,3) DEFAULT NULL,
`kmd_d_14_3_3` decimal(17,3) DEFAULT NULL,
`kmd_w_9_3_3` decimal(17,3) DEFAULT NULL,
`cci_w_20` decimal(17,3) DEFAULT NULL,
`cci_d_20` decimal(17,3) DEFAULT NULL,
`change_d` decimal(17,3) DEFAULT NULL,
`sma_w_10` decimal(17,3) DEFAULT NULL,
`sma_d_10` decimal(17,3) DEFAULT NULL,
`smarsi_w_20` decimal(17,3) DEFAULT NULL,
`smarsi_w_20_idsqt` decimal(17,3) DEFAULT NULL,
`smarsi_w_20_secqt` decimal(17,3) DEFAULT NULL,
`smarsi_w_20_allqt` decimal(17,3) DEFAULT NULL,
`smarsi_w_10` decimal(17,3) DEFAULT NULL,
`smarsi_w_10_idsqt` decimal(17,3) DEFAULT NULL,
`smarsi_w_10_secqt` decimal(17,3) DEFAULT NULL,
`smarsi_w_10_allqt` decimal(17,3) DEFAULT NULL,
`smarsi_d_20` decimal(17,3) DEFAULT NULL,
`smarsi_d_20_idsqt` decimal(17,3) DEFAULT NULL,
`smarsi_d_20_secqt` decimal(17,3) DEFAULT NULL,
`smarsi_d_20_allqt` decimal(17,3) DEFAULT NULL,
`smarsi_d_10` decimal(17,3) DEFAULT NULL,
`smarsi_d_10_idsqt` decimal(17,3) DEFAULT NULL,
`smarsi_d_10_secqt` decimal(17,3) DEFAULT NULL,
`smarsi_d_10_allqt` decimal(17,3) DEFAULT NULL,
`sma_d_5` decimal(17,3) DEFAULT NULL,
`sma_d_50` decimal(17,3) DEFAULT NULL,
`sma_w_5` decimal(17,3) DEFAULT NULL,
`sma_w_50` decimal(17,3) DEFAULT NULL,
`previous_open` decimal(17,3) NOT NULL,
`previous_open_w` decimal(17,3) DEFAULT NULL,
`previous_close_w` decimal(17,3) DEFAULT NULL,
`previous_high_w` decimal(17,3) DEFAULT NULL,
`previous_low_w` decimal(17,3) DEFAULT NULL,
`volume_idsqt` decimal(17,3) DEFAULT NULL,
`volume_secqt` decimal(17,3) DEFAULT NULL,
`volume_allqt` decimal(17,3) DEFAULT NULL,
`pp_open` decimal(17,3) DEFAULT NULL,
`pp_close` decimal(17,3) DEFAULT NULL,
`pp_high` decimal(17,3) DEFAULT NULL,
`pp_low` decimal(17,3) DEFAULT NULL,
PRIMARY KEY (`id`),
UNIQUE KEY `index_sym_recdate` (`symbol`,`recdate`),
KEY `index_recdate` (`recdate`)
) ENGINE=InnoDB AUTO_INCREMENT=32005759 DEFAULT CHARSET=utf8 COLLATE=utf8_unicode_ci

Field definition

See detailed explanation in respective sections of "Key Metrics"


Table "tech_tradingsignal" is updated daily on the technical crossover signals described below. Data older than 30 days are removed from database

CREATE TABLE `tech_tradingsignal` (
`id` int(11) NOT NULL AUTO_INCREMENT,
`symbol` varchar(20) COLLATE utf8_unicode_ci NOT NULL,
`recdate` date NOT NULL,
`close_sma10d` tinyint(1) NOT NULL DEFAULT '0',
`close_sma20d` tinyint(1) NOT NULL DEFAULT '0',
`close_sma50d` tinyint(1) NOT NULL DEFAULT '0',
`close_sma10w` tinyint(1) NOT NULL DEFAULT '0',
`close_sma20w` tinyint(1) NOT NULL DEFAULT '0',
`close_sma50w` tinyint(1) NOT NULL DEFAULT '0',
`sma10d_sma20d` tinyint(1) NOT NULL DEFAULT '0',
`sma10d_sma50d` tinyint(1) NOT NULL DEFAULT '0',
`sma20d_sma50d` tinyint(1) NOT NULL DEFAULT '0',
`sma10w_sma20w` tinyint(1) NOT NULL DEFAULT '0',
`sma10w_sma50w` tinyint(1) NOT NULL DEFAULT '0',
`sma20w_sma50w` tinyint(1) NOT NULL DEFAULT '0',
`close_bbld` tinyint(1) NOT NULL DEFAULT '0',
`close_bbud` tinyint(1) NOT NULL DEFAULT '0',
`close_bblw` tinyint(1) NOT NULL DEFAULT '0',
`close_bbuw` tinyint(1) NOT NULL DEFAULT '0',
`rsi14d_20` tinyint(1) NOT NULL DEFAULT '0',
`rsi14d_50` tinyint(1) NOT NULL DEFAULT '0',
`rsi14d_80` tinyint(1) NOT NULL DEFAULT '0',
`rsi5d_20` tinyint(1) NOT NULL DEFAULT '0',
`rsi5d_50` tinyint(1) NOT NULL DEFAULT '0',
`rsi5d_80` tinyint(1) NOT NULL DEFAULT '0',
`rsi14w_20` tinyint(1) NOT NULL DEFAULT '0',
`rsi14w_50` tinyint(1) NOT NULL DEFAULT '0',
`rsi14w_80` tinyint(1) NOT NULL DEFAULT '0',
`rsi5w_20` tinyint(1) NOT NULL DEFAULT '0',
`rsi5w_50` tinyint(1) NOT NULL DEFAULT '0',
`rsi5w_80` tinyint(1) NOT NULL DEFAULT '0',
`smarsi20w_20` tinyint(1) NOT NULL DEFAULT '0',
`smarsi20w_50` tinyint(1) NOT NULL DEFAULT '0',
`smarsi20w_80` tinyint(1) NOT NULL DEFAULT '0',
`smarsi10w_20` tinyint(1) NOT NULL DEFAULT '0',
`smarsi10w_50` tinyint(1) NOT NULL DEFAULT '0',
`smarsi10w_80` tinyint(1) NOT NULL DEFAULT '0',
`smarsi20d_20` tinyint(1) NOT NULL DEFAULT '0',
`smarsi20d_50` tinyint(1) NOT NULL DEFAULT '0',
`smarsi20d_80` tinyint(1) NOT NULL DEFAULT '0',
`smarsi10d_20` tinyint(1) NOT NULL DEFAULT '0',
`smarsi10d_50` tinyint(1) NOT NULL DEFAULT '0',
`smarsi10d_80` tinyint(1) NOT NULL DEFAULT '0',
`k9w_20` tinyint(1) NOT NULL DEFAULT '0',
`k9w_80` tinyint(1) NOT NULL DEFAULT '0',
`k_d9w` tinyint(1) NOT NULL DEFAULT '0',
`k14d_20` tinyint(1) NOT NULL DEFAULT '0',
`k14d_80` tinyint(1) NOT NULL DEFAULT '0',
`k_d14d` tinyint(1) NOT NULL DEFAULT '0',
`cci20d_m100` tinyint(1) NOT NULL DEFAULT '0',
`cci20d_p100` tinyint(1) NOT NULL DEFAULT '0',
`cci20d_m200` tinyint(1) NOT NULL DEFAULT '0',
`cci20d_p200` tinyint(1) NOT NULL DEFAULT '0',
`cci20w_m100` tinyint(1) NOT NULL DEFAULT '0',
`cci20w_p100` tinyint(1) NOT NULL DEFAULT '0',
`cci20w_m200` tinyint(1) NOT NULL DEFAULT '0',
`cci20w_p200` tinyint(1) NOT NULL DEFAULT '0',
PRIMARY KEY (`id`),
UNIQUE KEY `index_sym_recdate` (`symbol`,`recdate`),
KEY `index_1` (`recdate`)
) ENGINE=InnoDB AUTO_INCREMENT=27704762 DEFAULT CHARSET=utf8 COLLATE=utf8_unicode_ci

Field definition

Field names are self-explanatory. For all fields, 1 represents bullish crossover, -1 represents bearish crossover.