DataShaper: Overview

Features:

• Works for any stock or index with a large volume
• Provides daily trending signals: up, down or neutral
• Incorporates adjustable trading costs
• Offers an interactive return chart that is instantly updated when you update the spreadsheet
• Provides separate return for the three substrategies, allowing for easy and visual stepwise optimization
• Relies on a few intuitive parameters
• Compatible with DataShaping's online platform: offered with one to twelve months worth of credits
• DataShaper Elite is offered with selected sample keys

Upgrades from the DataShaper Light to the Professional or Elite version can be purchased separately. Extra credits for your keys can be added later. You are authorized to resell your credits. To obtain the statistical optimizer (source code and technical support), please contact us.

DataShaper: Technical Details

We provide one active key in the worksheet ActiveKey and a selection of inactive sample keys associated with various stocks, in worksheet SampleKeys. These keys have been designed with our optimizer. The active key is a set of 10 parameters found in cells B9:18. To make a key active, copy and paste its 10 parameters from worksheet SampleKeys into cells B6:15 on worksheet ActiveKey. Then by slightly modifying the parameters you can see the impact on the return chart.

A key is associated with three substrategies, depending on stock movement: up, down or stay neutral. You can track the performance of each of these substrategies in cells B27:D31. You can then modify the 10 parameters to independently optimize each substrategy according to your criterion. Four parameters (cells B15:B18) are used to detect whether the stock is going up, down, or neutral. Then each substrategy is associated with only 2 parameters: one to determine the buy price, and the other one for the sell price. Play with these parameters, and check the result.

The historical stock prices are found in cells A37:F233. You can overwrite them to update the spreadsheet (e.g. with more recent data, or with another stock). Keep in mind that the key in question may be stock-specific and might not work with other stocks.

To view all the formulas, unhide the hidden columns in the spreadsheet. The color in column AK indicates the stock trend: green for up, red for down, and grey for neutral. Column AL is an indicator of daily return: green for gain, red for loss, grey if there was no actual trade.

How to obtain suggested BUY and SELL prices?

On any day, the actual buy and sell prices may depend on the price at close. In fact, if a suggested price is not reached during the day - because it is either too low or too high - then the transaction must be performed at close of market. If you want to obtain suggested (as opposed to actual) buy and sell prices for the next business day, set "high" to 99999, "low" to 0, "open" and "close" to N/A in the corresponding row in the DataShaper.

DataShaper: Algorithm

1. Determine stock trend

   If  (today high > (1+B12) * yesterday open) and
       (today high > (1+B13) * today open) then    
       
     trend = up
   
   Else If (today high < (1-B14) * yesterday open) and
           (today high < (1-B15) * today open) then  
   
     trend = down
   
   Else  
   
     trend = neutral
   

2. Compute target buy and sell prices for tomorrow

   If trend = up Then
   
        buy  = today close * (1-B6) 
        sell = today close * (1+B9)
   
   If trend =  down Then
   
        buy  = today close * (1-B7) 
        sell = today close * (1+B10)
   
   If trend = neutral Then
   
        buy  = today close * (1+B8)
        sell = today close * (1-B11)