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AAII-CIMI-Indicators

Based on Al Zmyslowski's Stock Market Review - Technical & Economic Indicators
from the American Association of Individual Investors www.aaii.com
Silicon Valley chapter of the Computerized-Mechanical Investing Group
http://www.siliconvalleyaaii.org/discussiongroups.html

Current Implementation Architecture

A single file indicators.py whose function it is to:
Get Data for all indicators to use
From a 'record-date', which could be todays date or a date in the past,
calculate the End-Of-Month market day for the previous month (last_EOM_date) the month before that (previous_EOM_date)
Look for all indicator files in the current directory. Files in the format I_*.py
Pass the ticker data, record_date, last_EOM_date, previous_EOM_date and call each indicator file
Each indicator file takes in ticker data, record_date, last_EOM_date, previous_EOM_date
and returns a dictionary which contains name of the Technical Indicator, Frequency, the result of that indicator for
the last month and the month before that and any comments.
The retults are in the form LONG/SHORT and optionally a numeric result of the indicator usually in the form of a %
e.g. 10 month SMA SPY, Monthly, LONG (3.64%), LONG (7.12%), SPY/10 month SMA; 1.0 is lower limit

Original Python Jupyter Notebooks

This repository also includes a folder "Jupyter Notebooks" of the original implementation of Python Jupyter Notebooks Calculating several Stock Market Techical Indicators

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