10 High Momentum Stocks

  • Thread starter Thread starter Troy
  • Start date Start date
Nice piece of software. What is your data feed? It updates live, right?
 
Hi Troy. About updates - how is the server created? and I wonder how the data updates. Are you using the database storing the data being changed every changing interval or downloading HTML of the page where the data is stored everytime you wish to update?
 
So in response to both questions. I could update it hourly...but it's a bit slow now so I don't (takes about 30 min for all NASDAQ)...plus I'm at work so don't really have my comp here anyways.

In response to the second question I current have 10 years of data and every day it just updates and adds a new day..so the the database builds. For a pretty simple measure like momentum it takes <1 min to scan every stock...but I'm also in the process of streamlining that so it will take < 10 seconds....that will make it easier to backtest my different theories
 
ps. I use the yahoo stock data server at the moment. I really want to make my downloading faster, so if anybody has some good matlab code I'd be happy to look at it
 

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