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Daily processing. Remove isShutdown logic from GBPriceCache.
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Sean
2026-03-11 20:25:41 -04:00
parent 946ef2ba54
commit 1b2bcf678c
3 changed files with 15 additions and 18 deletions
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MarketData/MarketData/Models/CMT20200817.TXT
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@@ -1,14 +1,14 @@
CMTSESSIONv1.00
LastUpdated=3/10/2026 9:29:15 PM
TradeDate=3/10/2026
LastUpdated=3/11/2026 8:09:12 PM
TradeDate=3/11/2026
StartDate=1/1/0001
AnalysisDate=3/10/2026
AnalysisDate=3/11/2026
CashBalance=6863.35
NonTradeableCash=6456.42
SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=3/10/2026|BetaMonths=6|TradeDate=3/10/2026|MarketCapLowerLimit=500000000|SidewaysDetection=False|SidewaysAfterDays=30|PriceTrendDays=20|CheckOutliersInReturnStream=True|DailyReturnLimit=0.25|MaxDailyPositions=3|MaxOpenPositions=3|NoTradeSymbols=CODYY,MARUY,CSTM,CS,NATI,QADA,CRTO,GTBIF,CLCT,PRSC,CMD,STAY,GBTC,YOKU,PNY,RFMD,ASAZY,USMO,VNR,STB,XIV,SYNT,DFP|OnlyTradeSymbols=|MinRSI=70|InitialCash=10000|TotalRiskPercentDecimal=0.05|PositionRiskPercentDecimal=0.12|EquityOnly=False|MinPercentReturnProximityTo52WeekHigh=30|MinPercentReturnOver52WeekLow=80|ProfitMarginCheck=True|EPSCheck=True|MinDaysBetweenReholding=30|LiquidityCheck=True|MinVolume=1000|DMA200Horizon=15|MinDaysBetweenStopAdjustments=30|MinDaysBetweenInitialStopAdjustment=5|MaxPricingExceptions=3|MACDSetup=(12,26,9)|MACDSignalDays=5|MACDRejectStrongSells=True|MACDRejectWeakSells=True|UseMarketIndicator=True|Benchmark=SPY|BenchmarkMovingAverageDays=200|BenchmarkMovingAverageHorizon=5|UseMarketIndicatorVolatility=True|UseMarketIndicatorVolatilityHorizon=60|UseMarketIndicatorVolatilityBenchmark=^VIX|UseStopLimitScaling=True|StopLimitScalingType=AverageTrueRange|StopLimitScalingVolatilityDays=30|SellOnDMABreak=True|DMABreakValues=200|DMABreakForceBreak=False|EntryType=OverExtended,MVP,PriceTrend,VolumeTrend|EntryHorizon=30|CandidateExpiryDays=180|VolumeTrendDays=10|ChannelBreakoutHorizon=40|UseOverExtendedIndicatorDays=45|UseOverExtendedIndicatorViolationThreshhold=1|UseOverExtendedIndicatorMarginPercent=1|MaxBeta=10|UseMaxBeta=False|UseProfitMaximization=True|UseProfitMaximizationExpression=R_THRESSHOLD=4;MAX_ATR=3;MULTIPLIER=MAX_ATR;IF(RMultiple>=R_THRESSHOLD){MULTIPLIER=1.2;}|UseTradeOnlySectors=False|UseTradeOnlySectorsSectors=Healthcare,Technology,Basic Materials,Consumer Defensive,Industrials|EvaluateStopOnUpTrend=False
SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=3/11/2026|BetaMonths=6|TradeDate=3/11/2026|MarketCapLowerLimit=500000000|SidewaysDetection=False|SidewaysAfterDays=30|PriceTrendDays=20|CheckOutliersInReturnStream=True|DailyReturnLimit=0.25|MaxDailyPositions=3|MaxOpenPositions=3|NoTradeSymbols=CODYY,MARUY,CSTM,CS,NATI,QADA,CRTO,GTBIF,CLCT,PRSC,CMD,STAY,GBTC,YOKU,PNY,RFMD,ASAZY,USMO,VNR,STB,XIV,SYNT,DFP|OnlyTradeSymbols=|MinRSI=70|InitialCash=10000|TotalRiskPercentDecimal=0.05|PositionRiskPercentDecimal=0.12|EquityOnly=False|MinPercentReturnProximityTo52WeekHigh=30|MinPercentReturnOver52WeekLow=80|ProfitMarginCheck=True|EPSCheck=True|MinDaysBetweenReholding=30|LiquidityCheck=True|MinVolume=1000|DMA200Horizon=15|MinDaysBetweenStopAdjustments=30|MinDaysBetweenInitialStopAdjustment=5|MaxPricingExceptions=3|MACDSetup=(12,26,9)|MACDSignalDays=5|MACDRejectStrongSells=True|MACDRejectWeakSells=True|UseMarketIndicator=True|Benchmark=SPY|BenchmarkMovingAverageDays=200|BenchmarkMovingAverageHorizon=5|UseMarketIndicatorVolatility=True|UseMarketIndicatorVolatilityHorizon=60|UseMarketIndicatorVolatilityBenchmark=^VIX|UseStopLimitScaling=True|StopLimitScalingType=AverageTrueRange|StopLimitScalingVolatilityDays=30|SellOnDMABreak=True|DMABreakValues=200|DMABreakForceBreak=False|EntryType=OverExtended,MVP,PriceTrend,VolumeTrend|EntryHorizon=30|CandidateExpiryDays=180|VolumeTrendDays=10|ChannelBreakoutHorizon=40|UseOverExtendedIndicatorDays=45|UseOverExtendedIndicatorViolationThreshhold=1|UseOverExtendedIndicatorMarginPercent=1|MaxBeta=10|UseMaxBeta=False|UseProfitMaximization=True|UseProfitMaximizationExpression=R_THRESSHOLD=4;MAX_ATR=3;MULTIPLIER=MAX_ATR;IF(RMultiple>=R_THRESSHOLD){MULTIPLIER=1.2;}|UseTradeOnlySectors=False|UseTradeOnlySectorsSectors=Healthcare,Technology,Basic Materials,Consumer Defensive,Industrials|EvaluateStopOnUpTrend=False
PricingExceptions=0
TotalActivePositions=1
Symbol=HWM|PurchaseDate=11/17/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=11|PurchasePrice=200.81|CurrentPrice=253.91|Exposure=2208.91|MarketValue=2793.0099999999998|GainLoss=584.0999999999999|GainLossPcnt=0.2644290622976943|PositionRiskDecimal=0.12|R=24.0336|C=276.15000000000003|P=11.490163770720992|InitialStopLimit=176.71|TrailingStopLimit=235.233001537323|TotalRiskExposure=264.3696|RMultiple=2.21R|Volatility=3.682325839996338|Volume=0|LastStopAdjustment=2/25/2026 12:00:00 AM|Comment=Price changed on 11/18/2025 from $200.28 to $200.81
Symbol=HWM|PurchaseDate=11/17/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=11|PurchasePrice=200.81|CurrentPrice=251.65|Exposure=2208.91|MarketValue=2768.15|GainLoss=559.2400000000002|GainLossPcnt=0.25317464269707696|PositionRiskDecimal=0.12|R=24.0336|C=276.15000000000003|P=11.490163770720992|InitialStopLimit=176.71|TrailingStopLimit=235.233001537323|TotalRiskExposure=264.3696|RMultiple=2.12R|Volatility=3.682325839996338|Volume=0|LastStopAdjustment=2/25/2026 12:00:00 AM|Comment=Price changed on 11/18/2025 from $200.28 to $200.81
TotalPositions=134
Symbol=CDNS|PurchaseDate=8/25/2020 12:00:00 AM|SellDate=9/3/2020 12:00:00 AM|Shares=16|PurchasePrice=111.82|CurrentPrice=109.57|Exposure=1789.12|MarketValue=1753.12|GainLoss=-36|GainLossPcnt=-0.020121624038633518|PositionRiskDecimal=0.12|R=13.3512|C=225.6365|P=16.900091377554077|InitialStopLimit=97.9088|TrailingStopLimit=109.599856939316|TotalRiskExposure=213.6192|RMultiple=-0.17R|Volatility=2.3209912776947|Volume=1767980|LastStopAdjustment=9/2/2020 12:00:00 AM|Comment=Manual close.
Symbol=LULU|PurchaseDate=8/28/2020 12:00:00 AM|SellDate=9/4/2020 12:00:00 AM|Shares=3|PurchasePrice=377.5|CurrentPrice=370.23|Exposure=1132.5|MarketValue=1110.69|GainLoss=-21.809999999999945|GainLossPcnt=-0.019258278145695317|PositionRiskDecimal=0.12|R=45.2976|C=136.6285|P=3.016241478577231|InitialStopLimit=332.1824|TrailingStopLimit=372.562428512573|TotalRiskExposure=135.89280000000002|RMultiple=-0.16R|Volatility=25.858959197998|Volume=2871665|LastStopAdjustment=9/2/2020 12:00:00 AM|Comment=Manual close.
@@ -162,7 +162,6 @@ Symbol=BABA|AnalysisDate=10/1/2025 12:00:00 AM|EPSSlope=0.559999942779541|Prof
Symbol=ROAD|AnalysisDate=9/19/2025 12:00:00 AM|EPSSlope=0.10500001907348633|ProfitMarginSlope=1.6397366523742676|PriceSlope=0.0016443460362547929|Volatility=4.5294013023376465|Volume=0|Violation=False|Slope=0.0016443460362547929|Score=0.7051800081468205|AnnualizedReturn=1.513424859097542|SharpeRatio=0.16770649901890197|RSquared=0.4659497985035878|BetaMonths=6|Beta=1.3781162163307303
Symbol=KLAC|AnalysisDate=9/18/2025 12:00:00 AM|EPSSlope=1.4399995803833008|ProfitMarginSlope=0.8352775573730469|PriceSlope=0.0012982977198319518|Volatility=59.66701126098633|Volume=0|Violation=False|Slope=0.0012982977198319518|Score=0.6967465466820623|AnnualizedReturn=1.3870386757372852|SharpeRatio=-0.2946726553648785|RSquared=0.5023266898536223|BetaMonths=6|Beta=2.1556269370277774
Symbol=NVMI|AnalysisDate=9/30/2025 12:00:00 AM|EPSSlope=0.36500000953674316|ProfitMarginSlope=0.7013053894042969|PriceSlope=0.0015111635692120387|Volatility=11.095258712768555|Volume=0|Violation=False|Slope=0.0015111635692120387|Score=0.6347617200232669|AnnualizedReturn=1.4634742313456797|SharpeRatio=-0.1706806461860397|RSquared=0.4337361782172256|BetaMonths=6|Beta=3.2164511286729254
Symbol=PTCT|AnalysisDate=9/11/2025 12:00:00 AM|EPSSlope=0.22999978065490723|ProfitMarginSlope=0.2675590515136719|PriceSlope=0.001148770889282684|Volatility=4.334249019622803|Volume=0|Violation=False|Slope=0.001148770889282684|Score=0.6063458207746383|AnnualizedReturn=1.3357464365489833|SharpeRatio=0.0125861708714166|RSquared=0.4539378164774935|BetaMonths=6|Beta=0.276668916101194
Symbol=LGND|AnalysisDate=9/30/2025 12:00:00 AM|EPSSlope=1.559999942779541|ProfitMarginSlope=0.26148223876953125|PriceSlope=0.0013111584081831847|Volatility=3.335237503051758|Volume=0|Violation=False|Slope=0.0013111584081831847|Score=0.5664451169270717|AnnualizedReturn=1.3915412124964965|SharpeRatio=0.03759844363004136|RSquared=0.40706312672611394|BetaMonths=6|Beta=0.42960343035286547
Symbol=PRIM|AnalysisDate=9/19/2025 12:00:00 AM|EPSSlope=0.315000057220459|ProfitMarginSlope=0.8276748657226562|PriceSlope=0.0017491598697141097|Volatility=4.485293388366699|Volume=0|Violation=False|Slope=0.0017491598697141097|Score=0.5604110441228226|AnnualizedReturn=1.553931680237586|SharpeRatio=0.2613598562730266|RSquared=0.3606407226585016|BetaMonths=6|Beta=2.638215477388423
Symbol=BWXT|AnalysisDate=10/1/2025 12:00:00 AM|EPSSlope=0.029999971389770508|ProfitMarginSlope=0.8423252105712891|PriceSlope=0.0014814209832781369|Volatility=5.468742370605469|Volume=0|Violation=False|Slope=0.0014814209832781369|Score=0.5355199275111069|AnnualizedReturn=1.4525463035942496|SharpeRatio=0.08473911800729708|RSquared=0.3686766653744469|BetaMonths=6|Beta=1.2040800225682606
@@ -271,6 +270,7 @@ Symbol=NSSC|AnalysisDate=2/25/2026 12:00:00 AM|EPSSlope=0.04500001668930054|Pr
Symbol=LPG|AnalysisDate=2/25/2026 12:00:00 AM|EPSSlope=0.2999999523162842|ProfitMarginSlope=3.5970916748046875|PriceSlope=0.001434848665248605|Volatility=2.0360772609710693|Volume=0|Violation=False|Slope=0.001434848665248605|Score=0.6467254394897258|AnnualizedReturn=1.4355985404998866|SharpeRatio=-0.09959532299759148|RSquared=0.4504918479957015|BetaMonths=6|Beta=1.723517411336797
Symbol=MPC|AnalysisDate=3/4/2026 12:00:00 AM|EPSSlope=1.9800000190734863|ProfitMarginSlope=1.7620415687561035|PriceSlope=0.001399640289778943|Volatility=7.670909881591797|Volume=0|Violation=False|Slope=0.001399640289778943|Score=0.9060346369227089|AnnualizedReturn=1.4229175166539636|SharpeRatio=-0.026296356792084148|RSquared=0.636744313228555|BetaMonths=6|Beta=3.2265975217198815
Symbol=GPRE|AnalysisDate=3/5/2026 12:00:00 AM|EPSSlope=0.51500004529953|ProfitMarginSlope=0.921499490737915|PriceSlope=0.005079123769044523|Volatility=0.632249653339386|Volume=0|Violation=False|Slope=0.005079123769044523|Score=2.9169112924043135|AnnualizedReturn=3.596421019835287|SharpeRatio=0.2949631340624734|RSquared=0.8110594605906027|BetaMonths=6|Beta=0.3919668730302097
Symbol=PSX|AnalysisDate=3/11/2026 12:00:00 AM|EPSSlope=3.5799999237060547|ProfitMarginSlope=2.175705909729004|PriceSlope=0.0013159645711167812|Volatility=5.679536819458008|Volume=0|Violation=False|Slope=0.0013159645711167812|Score=0.9679580344664896|AnnualizedReturn=1.3932276029254829|SharpeRatio=-0.14819134047267202|RSquared=0.6947594437793099|BetaMonths=6|Beta=1.3622165460151543
TotalStopLimits=213
Symbol=CDNS|AnalysisDate=9/2/2020 12:00:00 AM|PreviousStop=97.9088|NewStop=109.599856939316|CurrentPriceLow=113.59|CurrentPriceClose=117.09|PriceTrendIndicatorSlope=0.310654103755951|StopLimitId=
Symbol=LULU|AnalysisDate=9/2/2020 12:00:00 AM|PreviousStop=332.1824|NewStop=372.562428512573|CurrentPriceLow=387.08|CurrentPriceClose=398.29|PriceTrendIndicatorSlope=2.77707505226135|StopLimitId=