stock-alerts

Configure your financial alerts from your favorite stock market and receive notifications by email when their expressions are evaluated as true. Every expression is a set of technical indicators evaluated on quotes from your portfolio defined by you. "Stock-Alerts" is your personal technical analyst and adviser using your own rules.

Features

• Uses Yahoo Finance API (you can use all his ticker symbols)
• Integrated parser of a "Human Readable" financial expressions
• Processes alerts periodically (scheduled by a cron expression) or on demand
• Sends custom email notifications to a recipient when an alert is triggered
• RESTful API
• Made in JAVA

Installation

• Download the project
• mvn package -DskipTests
• Change values of application.properties
• Deploy in your favorite application server (tomcat, etc)

Valid expressions examples

• PRICE(GOOGL)>318.5
• SMA(50,GOOGL)>310
• PRICE(GOOGL)>318.5&&130000<VOLUME(GOOGL)
• EMA(5,GOOGL)>EMA(20,GOOGL)&&RSI(14,GOOGL)>50
• MACD(12,26,MIRG.BA)<MACD_SIGNAL_LINE(12,26,9,MIRG.BA)
• MACD_HISTOGRAM(12,26,9,GOOGL)>0
• STOCHASTIC_K(14,GOOGL)>STOCHASTIC_D(14,3,GOOGL)
• PRICE(GOOGL)>AVERAGE(20,GOOGL)
• BB_LOWER(20,2,GOOGL)<PRICE(GOOGL)&&PRICE(GOOGL)>SMA(20,GOOGL)&&BB_UPPER(20,2,GOOGL)<PRICE(GOOGL)
• DIFF(EMA(5,GOOGL),EMA(20,GOOGL))>2
• STANDARD_DEVIATION(14,GOOGL)>1
• STANDARD_DEVIATION_PERCENTAGE(14,GOOGL)>2
• ATR(14,GOOGL)>1
• ATRP(14,GOOGL)>2
• ROC(14,TSLA)>0
• ADTV(30,TSLA)>500000

Formulas

• SMA: Simple Moving Average. Parameters: period and symbol.
• EMA: Exponential Moving Average. Parameters: period and symbol.
• RSI: Relative Strength Index. Parameters: period and symbol.
• PRICE: Last price of a single stock. Parameter: symbol.
• VOLUME: Last volume of a single stock. Parameter: symbol.
• ADTV: Average Daily Trading Volume. Parameters: period and symbol.
• MACD: Moving Average Convergence/Divergence. Parameters: fastPeriod, slowPeriod and symbol.
• MACD_SIGNAL_LINE: Signal Line value of Moving Average Convergence/Divergence. Parameters: fastPeriod, slowPeriod, signalPeriod and symbol.
• MACD_HISTOGRAM: Histogram value of Moving Average Convergence/Divergence. Parameters: fastPeriod, slowPeriod, signalPeriod and symbol.
• STOCHASTIC_K: Stochastic Oscillator %K value. Parameters: length and symbol.
• STOCHASTIC_D: Stochastic Oscillator %D is a X-period simple moving average of %K. Parameters: length, period and symbol.
• AVERAGE: Price average in a period. Parameters: period and symbol.
• VARIANCE: Price variance in a period. Parameters: period and symbol.
• STANDARD_DEVIATION: Price standard deviation in a period. Parameters: period and symbol.
• STANDARD_DEVIATION_PERCENTAGE: Percentage of standard deviation in a period. Parameters: period and symbol.
• BB_LOWER: Lower Bollinger Band (trademark). Parameters: period, k and symbol.
• BB_UPPER: Upper Bollinger Band (trademark). Parameters: period, k and symbol.
• DIFF: Difference between 2 formula expressions.
• ATR: Average True Range. Parameters: period and symbol.
• ATRP: Average True Range Percentage. Parameters: period and symbol.
• ROC: Rate of Change percentage based on closed price. Parameters: period and symbol.

Operators

• &&: Logical AND operator
• >: GREATER THAN operator
• <: LESS THAN operator

API REST

System test

• GET /stock-alerts/ping
  • Useful to test server is up
• GET /stock-alerts/emails/test
  • Sends a test email, useful to test email configuration

Stocks

• GET /stock-alerts/stocks/GOOGL
  • Returns stock information
• GET /stock-alerts/stocks?symbols=GOOGL,AAPL
  • Returns stock information from several ticker symbols
• GET /stock-alerts/stocks/history/GOOGL
  • Returns historical stock information
• GET /stock-alerts/stocks/symbols
  • Returns all ticker symbols loaded in database
• POST /stock-alerts/stocks/import/csv?symbol=GOOGL
  • Import a csv file with historical quotes in a parameter called "content_file"
• GET /stock-alerts/stocks/daily_update
  • Update all Stocks values in database with last quote
• DELETE /stock-alerts/stocks/GOOGL
  • Removes all stock information about a ticker
• PUT /stock-alerts/stocks/history/1999
  • Update all historical stocks values in database from a year passed as parameter
• PUT /stock-alerts/stocks/history/1999/GOOGL
  • Update historical stock values in database from s specific ticker symbol and a year passed as parameters

Formulas

• GET /stock-alerts/formulas/price?symbol=GOOGL
• GET /stock-alerts/formulas/volume?symbol=GOOGL
• GET /stock-alerts/formulas/average?period=20&symbol=GOOGL
  • period parameter is optional, default value is 20
• GET /stock-alerts/formulas/sd?period=20&symbol=GOOGL
  • period parameter is optional, default value is 20
• GET /stock-alerts/formulas/variance?period=20&symbol=GOOGL
  • period parameter is optional, default value is 20
• GET /stock-alerts/formulas/sma?period=50&symbol=GOOGL
• GET /stock-alerts/formulas/ema?period=14&symbol=GOOGL
• GET /stock-alerts/formulas/rsi?period=14&symbol=GOOGL
  • period parameter is optional, default value is 14
• GET /stock-alerts/formulas/macd?fastPeriod=12&slowPeriod=26&symbol=GOOGL
  • fastPeriod parameter is optional, default value is 12
  • slowPeriod parameter is optional, default value is 26
• GET /stock-alerts/formulas/macdsignalline?fastPeriod=12&slowPeriod=26&signalPeriod=9&symbol=GOOGL
  • fastPeriod parameter is optional, default value is 12
  • slowPeriod parameter is optional, default value is 26
  • signalPeriod parameter is optional, default value is 9
• GET /stock-alerts/formulas/macdhistogram?fastPeriod=12&slowPeriod=26&signalPeriod=9&symbol=GOOGL
  • fastPeriod parameter is optional, default value is 12
  • slowPeriod parameter is optional, default value is 26
  • signalPeriod parameter is optional, default value is 9
• GET /stock-alerts/formulas/stochastick?length=14&symbol=GOOGL
  • length parameter is optional, default value is 14
• GET /stock-alerts/formulas/stochasticd?length=14&period=3&symbol=GOOGL
  • length parameter is optional, default value is 14
  • period parameter is optional, default value is 3
• GET /stock-alerts/formulas/bblower?period=20&k=2&symbol=GOOGL
  • period parameter is optional, default value is 20
  • k parameter is optional, default value is 2
• GET /stock-alerts/formulas/bbupper?period=20&k=2&symbol=GOOGL
  • period parameter is optional, default value is 20
  • k parameter is optional, default value is 2
• GET /stock-alerts/formulas/atr?period=14&symbol=GOOGL
  • period parameter is optional, default value is 14
• GET /stock-alerts/formulas/atrp?period=14&symbol=GOOGL
  • period parameter is optional, default value is 14
• GET /stock-alerts/formulas/roc?period=14&symbol=GOOGL
  • period parameter is optional, default value is 14
• GET /stock-alerts/formulas/adtv?period=30&symbol=GOOGL
  • period parameter is optional, default value is 30

Alerts

• GET /stock-alerts/alerts
  • Retrieves all active and inactive alerts loaded
• GET /stock-alerts/alerts?symbol=GOOGL
  • Retrieves alerts loaded by symbol
• GET /stock-alerts/alerts/{alertId}
• Retrieves a particular alert
• GET /stock-alerts/alerts/{alertId}/activate
  • Activates an alert
• GET /stock-alerts/alerts/{alertId}/deactivate
  • Deactivates an alert
• POST /stock-alerts/alerts
  • Creates a new Alert
  • Passing a JSON representation of an alert as body
• PUT /stock-alerts/alerts
  • Updates an existing Alert
  • Passing a JSON representation of an alert as body
• DELETE /stock-alerts/alerts/{alertId}
  • Deletes an existing Alert
  • Passing an alert id by URL parameter
• GET /stock-alerts/alerts/{alertId}/process
  • Processes a particular alert immediately
• GET /stock-alerts/alerts/process
  • Processes all active alerts immediately

Simulator

• POST /stock-alerts/simulator
  • Run a new Simulation
  • Passing a JSON representation of a "Simulator Parameters" object as body

Genetic Algorithm

• POST /genetic-algorithm
  • Run a Genetic Algorithm looking for good expressions to buy and sell
  • Passing a JSON representation of a "Genetic Algorithm Parameters" object as body

Alert object structure

• id = An alert identifier. For example: GOOGLE1
• active = true or false. Represents whether this alert is currently vigent or not.
• description = Long description for this alert. This field will be the content of the email notification. For example: "The price of GOOGLE is optimum to buy right now!"
• expression = Financial expression to be evaluated when this alert will processed
• name = Short description of the alert. This field will be the subject of the email notification. For example: "GOOGLE buy signal"
• sendEmail = true or false. If you want or not to receive notification by email about this alert.
• symbol = A ticker symbol that the alert is related to.
• opposedAlertId = Id of an opposed alert. For example: An opposed alert of a buy signal is a sell signal.

JSON Example

{
   "id": "franBuy",
   "active": true,
   "description": "BBVA Frances buy signal",
   "expression": "EMA(14,FRAN.BA)>95",
   "name": "Buy Banco Francés as soon as possible",
   "sendEmail": true,
   "symbol": "FRAN.BA",
   "opposedAlertId": "franSell"
}

Strategy Simulator

Simulation Constants valid in formulas

• [SYMBOL]: It will be replaced by the current Symbol in simulation
• [OPERATION_PERFORMANCE]: It will be replaced by the operation value of leaving position from current Symbol in simulation
• [OPERATION_PERFORMANCE_PERCENTAGE]: It will be replaced by the operation percentage of leaving position from current Symbol in simulation

Simulator Parameters JSON object

{
   "initialCapital": 100000,
   "commissionPercentage": 0.6,
   "positionMinimumValue": 20000,
   "positionPercentage": 20,
   "positionMaximumValue": 150000,
   "buyExpression": "MACD(12,26,[SYMBOL])>MACD_SIGNAL_LINE(12,26,9,[SYMBOL])",
   "sellExpression": "MACD(12,26,[SYMBOL])<MACD_SIGNAL_LINE(12,26,9,[SYMBOL])",
   "stopLossPercentage" :  2,
   "positionTimeoutDays" : 360,
   "symbols": ["GOOGL","AAPL","TSLA"],
   "yearFrom": 2016,
   "yearTo": 2017,
   "previousDaysOfAnalysis": 365
}

Genetic Algorithm

The Genetic algorithm will try to find a good pair of expressions (buy and sell expressions) in order to maximize the capital balance.

Genetic Algorithm Parameters JSON object

{
   "populationSize":"2",
   "numberOfEvolutions":"1",
   "usePerformancePercentage":true,
   "useStochastic":true,
   "useEMA":true,
   "useMACD":false,
   "simulatorParameters":
   {
      "initialCapital": 100000,
      "commissionPercentage": 0.6,
      "positionMinimumValue": 20000,
      "positionPercentage": 20,
      "positionMaximumValue": 150000,
      "buyExpression": "",
      "sellExpression": "",
      "stopLossPercentage" :  2,
      "symbols": ["GOOGL","AAPL","TSLA"],
      "yearFrom": 2016,
      "yearTo": 2017,
      "previousDaysOfAnalysis": 365
   }
}

Special Thanks

• Alejandro Curci
• Nicolás Zdanovicz
• Hernán Soulages