Daily + Incorporate check in UPDATEDAILY2 to ensure pricing availabilty for current trade date for open positions. Incorporate an extra sweep to cover open position pricing and send an email if any open positions are missing pricing for current trade date.
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@@ -1,11 +1,11 @@
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CMTSESSIONv1.00
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LastUpdated=3/31/2026 8:09:06 PM
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TradeDate=3/31/2026
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LastUpdated=4/1/2026 9:14:43 PM
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TradeDate=4/1/2026
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StartDate=1/1/0001
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AnalysisDate=3/31/2026
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AnalysisDate=4/1/2026
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CashBalance=9449.67
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NonTradeableCash=6456.42
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SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=3/31/2026|BetaMonths=6|TradeDate=3/31/2026|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
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SuspendTrading=False|UsePriceSlopeIndicator=True|UsePriceSlopeIndicatorDays=252|AnalysisDate=4/1/2026|BetaMonths=6|TradeDate=4/1/2026|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
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PricingExceptions=0
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TotalActivePositions=0
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TotalPositions=135
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@@ -144,8 +144,7 @@ Symbol=NFLX|PurchaseDate=10/21/2025 12:00:00 AM|SellDate=11/20/2025 12:00:00
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Symbol=CX|PurchaseDate=10/20/2025 12:00:00 AM|SellDate=2/5/2026 12:00:00 AM|Shares=144|PurchasePrice=9.54|CurrentPrice=11.74|Exposure=1373.7599999999998|MarketValue=1690.56|GainLoss=316.8000000000002|GainLossPcnt=0.23060796645702322|PositionRiskDecimal=0.12|R=1.1472|C=166.14399999999998|P=144.82566248256623|InitialStopLimit=8.4|TrailingStopLimit=12.033928567171097|TotalRiskExposure=165.1968|RMultiple=1.92R|Volatility=0.16408906877040863|Volume=0|LastStopAdjustment=1/28/2026 12:00:00 AM|Comment=Manual close.
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Symbol=FTI|PurchaseDate=11/20/2025 12:00:00 AM|SellDate=3/6/2026 12:00:00 AM|Shares=41|PurchasePrice=43.23|CurrentPrice=62.83|Exposure=1772.4299999999998|MarketValue=2576.0299999999997|GainLoss=803.5999999999999|GainLossPcnt=0.4533888503354152|PositionRiskDecimal=0.12|R=5.2188|C=218.45950000000005|P=41.86010193914311|InitialStopLimit=38.04|TrailingStopLimit=62.83571408271789|TotalRiskExposure=213.9708|RMultiple=3.76R|Volatility=0.825829267501831|Volume=0|LastStopAdjustment=2/25/2026 12:00:00 AM|Comment=Manual close.
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Symbol=HWM|PurchaseDate=11/17/2025 12:00:00 AM|SellDate=3/13/2026 12:00:00 AM|Shares=11|PurchasePrice=200.81|CurrentPrice=235.12|Exposure=2208.91|MarketValue=2586.32|GainLoss=377.4100000000003|GainLossPcnt=0.1708580249987552|PositionRiskDecimal=0.12|R=24.0336|C=276.15000000000003|P=11.490163770720992|InitialStopLimit=176.71|TrailingStopLimit=235.233001537323|TotalRiskExposure=264.3696|RMultiple=1.43R|Volatility=3.682325839996338|Volume=0|LastStopAdjustment=2/25/2026 12:00:00 AM|Comment=Manual close.
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TotalCandidates=115
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Symbol=FINMY|AnalysisDate=10/2/2025 12:00:00 AM|EPSSlope=0.034999996423721313|ProfitMarginSlope=2.260866165161133|PriceSlope=0.0044867993617732855|Volatility=1.0326875448226929|Volume=0|Violation=False|Slope=0.0044867993617732855|Score=2.6625531836683844|AnnualizedReturn=3.0977419385881366|SharpeRatio=0.3357187697383774|RSquared=0.8595141998438711|BetaMonths=6|Beta=0.8249354197843893
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TotalCandidates=114
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Symbol=SANM|AnalysisDate=10/6/2025 12:00:00 AM|EPSSlope=0.17499995231628418|ProfitMarginSlope=0.24951171875|PriceSlope=0.0020823921870819274|Volatility=6.522579669952393|Volume=0|Violation=False|Slope=0.0020823921870819274|Score=1.2404476041886014|AnnualizedReturn=1.6900579717285966|SharpeRatio=0.13315785713170303|RSquared=0.7339674880618845|BetaMonths=6|Beta=1.1208093254003801
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Symbol=FN|AnalysisDate=11/4/2025 12:00:00 AM|EPSSlope=0.09999990463256836|ProfitMarginSlope=0.06801414489746094|PriceSlope=0.002548681464617965|Volatility=18.239673614501953|Volume=0|Violation=False|Slope=0.002548681464617965|Score=1.1239501014519349|AnnualizedReturn=1.900786464256634|SharpeRatio=0.15670695179226582|RSquared=0.5913079257387773|BetaMonths=6|Beta=1.0711460119912435
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Symbol=LRCX|AnalysisDate=10/6/2025 12:00:00 AM|EPSSlope=0.2849999666213989|ProfitMarginSlope=1.3532524108886719|PriceSlope=0.0018171246616002163|Volatility=9.071016311645508|Volume=0|Violation=False|Slope=0.0018171246616002163|Score=0.8978742858003759|AnnualizedReturn=1.580775287091166|SharpeRatio=-0.161869015355145|RSquared=0.5679961555146668|BetaMonths=6|Beta=2.1503821821201172
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@@ -1,20 +1,20 @@
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MGSHSESSIONv2.00
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LastUpdated=4/1/2026 10:10:56 AM
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TradeDate=4/1/2026
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LastUpdated=4/1/2026 9:13:46 PM
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TradeDate=4/2/2026
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StartDate=3/31/2025
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AnalysisDate=3/31/2026
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AnalysisDate=4/1/2026
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Cycle=13
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CashBalance=1883.4900000000005
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NonTradeableCash=0
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HedgeCashBalance=3000
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Verbose=True|KeepSlotPositions=True|BenchmarkMode=False|BenchmarkModeSymbol=SPY|HoldingPeriod=3|MaxPositions=3|NoTradeSymbols=OSB,IBDRY,GBTC,YOKU,PNY,RFMD,ASAZY|NoTradeFinancialSymbols=U.S. Private Equity,U.S. Financials,U.S. Financial Services,U.S. Banking and Investment Services,Trading-Miscellaneous,Trading--Miscellaneous,Trading--Leveraged Equity,Trading--Leveraged Debt,Trading--Leveraged Commodities,Trading--Inverse Equity,Trading--Inverse Commodities,Tactical Allocation,Specialty Finance,Japan Financials,Savings & Cooperative Banks,Option Writing,Insurance Brokers,Insurance - Specialty,Insurance - Reinsurance,Insurance - Property & Casualty,Insurance - Life,Insurance - Diversified,Global Private Equity,Global Financials,Financial Services,Financial Exchanges,Financial,China Financials,Banks - Regional - US,Banks - Regional - Latin America,Banks - Global,Asset Management,Credit Services|Benchmark=SPY|MarketCapLowerLimit=1000000000|UsePEScreen=False|UseEBITDAScreen=True|UseRevenuePerShareScreen=True|UseLowSlopeBetaCheck=True|LowSlopeBetaDays=15|LowSlopeBetaThreshhold=1|UseMACD=True|MACDSetup=(12,26,9)|MACDSignalDays=12|MACDRejectStrongSellSignals=False|MACDRejectWeakSellSignals=True|UseStochastics=True|StochasticsSignalDays=3|StochasticsRejectStrongSells=True|StochasticsRejectWeakSells=True|UseFallbackCandidate=True|FallbackCandidate=SHV|FallbackCandidateBestOf=SHV,NEAR,BIL,GSY,AGG,ACWX,GSY,SCHF,IXUS,DBEF,IEFA,TLT|UseMaxPEScreen=True|MaxPE=40|StrictMaxPE=False|QualityIndicatorType=IDINDICATOR|IncludeTradeMasterForSymbolsHeld=True|UseStopLimits=True|StopLimitRiskPercentDecimal=0.2|StopLimitScalingVolatilityDays=30|MinDaysBetweenInitialStopAdjustment=30|MinDaysBetweenStopAdjustments=30|StopLimitPriceTrendDays=20|StopLimitATRMultiplier=3|UseHedging=True|HedgeBenchmarkSymbol=SPY|HedgeShortSymbol=SH|HedgeRiskPercentDecimal=0.12|HedgeMinDaysBetweenStopAdjustments=1|HedgeInitialCash=3000|HedgeCloseAboveSMANDays=10|HedgeBandBreakCheckDays=3|HedgeATRMultiplier=1|MaxPricingExceptions=3|UseBetaGenerator=True|UseBetaGeneratorMonths=24
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TotalActivePositions=6
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Slot=1|Symbol=MDT|PurchaseDate=1/30/2026 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=14|PurchasePrice=102.85|CurrentPrice=86.65|Volume=6046285|Return1D=0|CumReturn252=0|IDIndicator=-10.35856573705179|Score=0.518428403011861|Velocity=0.8652931854199681|PE=26.67|Beta=0.37428296833055014|InitialStopLimit=82.28|TrailingStopLimit=82.28|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=20.592|Comment=Price changed on 2/2/2026 from $102.96 to $102.85
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Slot=2|Symbol=NFG|PurchaseDate=11/28/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=12|PurchasePrice=82.45|CurrentPrice=93.96|Volume=236813|Return1D=0|CumReturn252=0|IDIndicator=-9.561752988047807|Score=1.4787437525170677|Velocity=0.6585998271391531|PE=31.63|Beta=0.04430253825297578|InitialStopLimit=65.96000000000001|TrailingStopLimit=85.48514305591583|LastStopAdjustment=3/2/2026 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=16.490000000000002|Comment=
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Slot=2|Symbol=NWN|PurchaseDate=2/27/2026 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=18|PurchasePrice=53|CurrentPrice=53.22|Volume=468654|Return1D=0|CumReturn252=0|IDIndicator=-17.13147410358566|Score=0.6615960312468072|Velocity=1.0000000000000002|PE=20.04|Beta=-0.020855636842840336|InitialStopLimit=42.4|TrailingStopLimit=42.4|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=10.608|Comment=Price changed on 3/2/2026 from $53.04 to $53.00
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Slot=2|Symbol=ALLE|PurchaseDate=2/27/2026 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=6|PurchasePrice=160.87|CurrentPrice=145.29|Volume=483322|Return1D=0|CumReturn252=0|IDIndicator=-7.5697211155378525|Score=1.0921592452357611|Velocity=0.6599496221662469|PE=24.3|Beta=0.32621889255450337|InitialStopLimit=128.7|TrailingStopLimit=128.7|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=32.230000000000004|Comment=Price changed on 3/2/2026 from $161.15 to $160.87
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Slot=0|Symbol=NYT|PurchaseDate=3/31/2026 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=21|PurchasePrice=83.55|CurrentPrice=83.73|Volume=1771479|Return1D=0|CumReturn252=0|IDIndicator=-13.545816733067738|Score=1.1825972924224726|Velocity=0.9759277833500504|PE=37.88|Beta=0.26107650690592754|InitialStopLimit=66.84|TrailingStopLimit=66.84|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=16.746000000000002|Comment=Price changed on 4/1/2026 from $83.73 to $83.55
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Slot=0|Symbol=PTGX|PurchaseDate=3/31/2026 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=16|PurchasePrice=105.51|CurrentPrice=105.4|Volume=781528|Return1D=0|CumReturn252=0|IDIndicator=-6.374501992031874|Score=2.1434347022647025|Velocity=0.9681908548707753|PE=128.65|Beta=0.6968595191825934|InitialStopLimit=84.41|TrailingStopLimit=84.41|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=21.080000000000002|Comment=Price changed on 4/1/2026 from $105.40 to $105.51
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Slot=1|Symbol=MDT|PurchaseDate=1/30/2026 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=14|PurchasePrice=102.85|CurrentPrice=86.06|Volume=6046285|Return1D=0|CumReturn252=0|IDIndicator=-10.35856573705179|Score=0.518428403011861|Velocity=0.8652931854199681|PE=26.67|Beta=0.37428296833055014|InitialStopLimit=82.28|TrailingStopLimit=82.28|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=20.592|Comment=Price changed on 2/2/2026 from $102.96 to $102.85
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Slot=2|Symbol=NFG|PurchaseDate=11/28/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=12|PurchasePrice=82.45|CurrentPrice=92.87|Volume=236813|Return1D=0|CumReturn252=0|IDIndicator=-9.561752988047807|Score=1.4787437525170677|Velocity=0.6585998271391531|PE=31.63|Beta=0.04430253825297578|InitialStopLimit=65.96000000000001|TrailingStopLimit=86.54649946212768|LastStopAdjustment=4/1/2026 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=16.490000000000002|Comment=
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Slot=2|Symbol=NWN|PurchaseDate=2/27/2026 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=18|PurchasePrice=53|CurrentPrice=53.7|Volume=468654|Return1D=0|CumReturn252=0|IDIndicator=-17.13147410358566|Score=0.6615960312468072|Velocity=1.0000000000000002|PE=20.04|Beta=-0.020855636842840336|InitialStopLimit=42.4|TrailingStopLimit=42.4|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=10.608|Comment=Price changed on 3/2/2026 from $53.04 to $53.00
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Slot=2|Symbol=ALLE|PurchaseDate=2/27/2026 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=6|PurchasePrice=160.87|CurrentPrice=144.16|Volume=483322|Return1D=0|CumReturn252=0|IDIndicator=-7.5697211155378525|Score=1.0921592452357611|Velocity=0.6599496221662469|PE=24.3|Beta=0.32621889255450337|InitialStopLimit=128.7|TrailingStopLimit=128.7|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=32.230000000000004|Comment=Price changed on 3/2/2026 from $161.15 to $160.87
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Slot=0|Symbol=NYT|PurchaseDate=3/31/2026 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=21|PurchasePrice=83.55|CurrentPrice=85.39|Volume=1771479|Return1D=0|CumReturn252=0|IDIndicator=-13.545816733067738|Score=1.1825972924224726|Velocity=0.9759277833500504|PE=37.88|Beta=0.26107650690592754|InitialStopLimit=66.84|TrailingStopLimit=66.84|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=16.746000000000002|Comment=Price changed on 4/1/2026 from $83.73 to $83.55
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Slot=0|Symbol=PTGX|PurchaseDate=3/31/2026 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=16|PurchasePrice=105.51|CurrentPrice=103.67|Volume=781528|Return1D=0|CumReturn252=0|IDIndicator=-6.374501992031874|Score=2.1434347022647025|Velocity=0.9681908548707753|PE=128.65|Beta=0.6968595191825934|InitialStopLimit=84.41|TrailingStopLimit=84.41|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=21.080000000000002|Comment=Price changed on 4/1/2026 from $105.40 to $105.51
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TotalPositions=22
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Symbol=MO|PurchaseDate=3/31/2025 12:00:00 AM|SellDate=5/14/2025 12:00:00 AM|Shares=18|PurchasePrice=59.91|CurrentPrice=56.15|Volume=17335180|Return1D=0|CumReturn252=0|IDIndicator=-15.9362549800797|Score=1.14749269300042|Velocity=0.967136150234742|PE=9|Beta=0.572465642401382|InitialStopLimit=47.93|TrailingStopLimit=56.15650033473968|LastStopAdjustment=5/7/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=12.004|Comment=Closed due to trailing stop.
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Symbol=EXC|PurchaseDate=3/31/2025 12:00:00 AM|SellDate=5/14/2025 12:00:00 AM|Shares=24|PurchasePrice=45.76|CurrentPrice=42.6|Volume=14993121|Return1D=0|CumReturn252=0|IDIndicator=-8.76494023904382|Score=0.405636492837393|Velocity=1|PE=18.02|Beta=0.248374476251328|InitialStopLimit=36.61|TrailingStopLimit=42.7107857322693|LastStopAdjustment=4/30/2025 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=9.216|Comment=Closed due to trailing stop.
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@@ -38,7 +38,7 @@ Symbol=USFD|PurchaseDate=9/30/2025 12:00:00 AM|SellDate=3/6/2026 12:00:00 AM
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Symbol=ALHC|PurchaseDate=1/30/2026 12:00:00 AM|SellDate=3/9/2026 12:00:00 AM|Shares=64|PurchasePrice=22.45|CurrentPrice=17.96|Volume=2524769|Return1D=0|CumReturn252=0|IDIndicator=-8.366533864541836|Score=0.34132758522688106|Velocity=0.908249807247494|PE=0|Beta=-0.01980437364536009|InitialStopLimit=17.96|TrailingStopLimit=17.96|LastStopAdjustment=1/1/0001 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=4.506|Comment=Manual close.
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Symbol=CAH|PurchaseDate=9/30/2025 12:00:00 AM|SellDate=3/18/2026 12:00:00 AM|Shares=5|PurchasePrice=155.81|CurrentPrice=210.5|Volume=2414935|Return1D=0|CumReturn252=0|IDIndicator=-17.928286852589643|Score=1.457053776101358|Velocity=0.7794289530806477|PE=23.64|Beta=0.6282261227850008|InitialStopLimit=124.65|TrailingStopLimit=210.48593053817748|LastStopAdjustment=3/2/2026 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=31.392000000000003|Comment=Manual close.
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Symbol=XEL|PurchaseDate=10/31/2025 12:00:00 AM|SellDate=3/20/2026 12:00:00 AM|Shares=5|PurchasePrice=81.17|CurrentPrice=77.53|Volume=6202750|Return1D=0|CumReturn252=0|IDIndicator=-11.553784860557762|Score=0.6026973776815487|Velocity=0.9448035803083044|PE=22.43|Beta=-0.19231796112849286|InitialStopLimit=64.936|TrailingStopLimit=77.54414251327515|LastStopAdjustment=2/23/2026 12:00:00 AM|PositionRiskPercentDecimal=0.2|R=16.234|Comment=Manual close.
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TotalStopLimits=40
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TotalStopLimits=41
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Symbol=EXC|AnalysisDate=4/30/2025 12:00:00 AM|PreviousStop=36.61|NewStop=42.7107857322693|CurrentPriceLow=42.6|CurrentPriceClose=46.9|PriceTrendIndicatorSlope=0.0870828032493591|StopLimitId=EXC20250331120000AM
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Symbol=SXT|AnalysisDate=4/30/2025 12:00:00 AM|PreviousStop=59.18|NewStop=85.4177850723267|CurrentPriceLow=92.4|CurrentPriceClose=93.95|PriceTrendIndicatorSlope=0.931879639625549|StopLimitId=SXT20250331120000AM
|
||||
Symbol=MO|AnalysisDate=5/7/2025 12:00:00 AM|PreviousStop=47.93|NewStop=56.15650033473968|CurrentPriceLow=56.16|CurrentPriceClose=60.91|PriceTrendIndicatorSlope=0.21730078756809235|StopLimitId=MO20250331120000AM
|
||||
@@ -79,5 +79,6 @@ Symbol=USFD|AnalysisDate=2/17/2026 12:00:00 AM|PreviousStop=77.93871447563171|
|
||||
Symbol=XEL|AnalysisDate=2/23/2026 12:00:00 AM|PreviousStop=64.936|NewStop=77.54414251327515|CurrentPriceLow=81.78|CurrentPriceClose=83.35|PriceTrendIndicatorSlope=0.34472182393074036|StopLimitId=XEL20251031120000AM
|
||||
Symbol=CAH|AnalysisDate=3/2/2026 12:00:00 AM|PreviousStop=198.93721462249755|NewStop=210.48593053817748|CurrentPriceLow=228.1|CurrentPriceClose=229.88|PriceTrendIndicatorSlope=0.6618042588233948|StopLimitId=CAH20250930120000AM
|
||||
Symbol=NFG|AnalysisDate=3/2/2026 12:00:00 AM|PreviousStop=77.9947861814499|NewStop=85.48514305591583|CurrentPriceLow=90.74|CurrentPriceClose=92.66|PriceTrendIndicatorSlope=0.33545854687690735|StopLimitId=NFG20251128120000AM
|
||||
Symbol=NFG|AnalysisDate=4/1/2026 12:00:00 AM|PreviousStop=85.48514305591583|NewStop=86.54649946212768|CurrentPriceLow=92.47|CurrentPriceClose=92.87|PriceTrendIndicatorSlope=0.09361664950847626|StopLimitId=NFG20251128120000AM
|
||||
TotalHedgePositions=0
|
||||
TotalPricingExceptions=0
|
||||
|
||||
@@ -726,9 +726,11 @@ namespace MarketData.Services
|
||||
// Here is the start of the real workers
|
||||
ThreadPool.QueueUserWorkItem(delegate
|
||||
{
|
||||
UpdatePricesYahooSweep(startDate); // This was a sweep but now it is the main price feed since the BigCharts feed issue. Robinhood runs to fill the gaps anbd then BarChart
|
||||
UpdatePricesRobinhoodSweep(startDate); // This the new Robinhood price feed. It will only pull current day prices for items that have not been pulled from above feed.
|
||||
UpdatePricesBarChartSweep(startDate); // barchart. This sweep will pull any prices we failed to retrieve from Yahoo and Robinhood.
|
||||
UpdatePricesYahooSweep(startDate); // This was a sweep but now it is the main price feed since the BigCharts feed issue. Robinhood runs to fill the gaps anbd then BarChart
|
||||
UpdatePricesRobinhoodSweep(startDate); // This the new Robinhood price feed. It will only pull current day prices for items that have not been pulled from above feed.
|
||||
UpdatePricesBarChartSweep(startDate); // barchart. This sweep will pull any prices we failed to retrieve from Yahoo and Robinhood.
|
||||
UpdatePricesSweepOpenPositions(startDate); // This is a final pass sweep to check if any open positions remain price-less
|
||||
EnsurePricingForOpenPositions(startDate, smsUserName, smsRecipients, smsSMTPAddress, smsPassword); // This will send an email if we are missing prices for tghe current trade date for any open positions
|
||||
resetEvents[STAGE_1].Set();
|
||||
SMSClient.SendSMSEmail("UPDATEDAILY2 STAGE_1 UPDATEPRICES YAHOO/ROBINHOOD/BARCHART done.", smsUserName, smsRecipients, smsSMTPAddress, smsUserName, smsPassword);
|
||||
MDTrace.WriteLine(LogLevel.DEBUG,$"STAGE_1 complete.");
|
||||
@@ -835,6 +837,70 @@ namespace MarketData.Services
|
||||
pricingMarketDataHelper.UpdatePricesBarChartSweep(startDate);
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// This method will be called by UPDATEDAILY2 as a final step to ensure that we have pricing for open positions on the current date.
|
||||
/// If we do not then it will attempt to get prices from BarChart.
|
||||
/// </summary>
|
||||
/// <param name="startDate"></param>
|
||||
public static void UpdatePricesSweepOpenPositions(DateTime startDate)
|
||||
{
|
||||
try
|
||||
{
|
||||
List<String> fetchSymbolList = new List<String>();
|
||||
List<String> openSymbols = PortfolioDA.GetOpenSymbols();
|
||||
Dictionary<String, DateTime> latestDates = PricingDA.GetLatestDates(openSymbols);
|
||||
foreach(String openSymbol in openSymbols)
|
||||
{
|
||||
if(!latestDates.ContainsKey(openSymbol) || !latestDates[openSymbol].Date.Equals(startDate.Date))
|
||||
{
|
||||
fetchSymbolList.Add(openSymbol);
|
||||
}
|
||||
}
|
||||
if(0==fetchSymbolList.Count)return;
|
||||
PricingMarketDataHelper pricingMarketDataHelper = new PricingMarketDataHelper();
|
||||
pricingMarketDataHelper.UpdatePricesBarChartSweepOpenPositions(fetchSymbolList, startDate);
|
||||
}
|
||||
catch(Exception exception)
|
||||
{
|
||||
MDTrace.WriteLine(LogLevel.DEBUG,$"[UpdatePricesSweepOpenPositions] Exception: {exception.ToString()}");
|
||||
}
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// This method checks if we have current pricing for open positions and sends an email if we do not.
|
||||
/// </summary>
|
||||
/// <param name="startDate">Usuallly the current trade date since this will be called from UPDATEDAILY2</param>
|
||||
/// <param name="smsUserName"></param>
|
||||
/// <param name="smsRecipients"></param>
|
||||
/// <param name="smsSMTPAddress"></param>
|
||||
/// <param name="smsPassword"></param>
|
||||
public static void EnsurePricingForOpenPositions(DateTime startDate,String smsUserName, String[] smsRecipients, String smsSMTPAddress, String smsPassword)
|
||||
{
|
||||
try
|
||||
{
|
||||
List<String> fetchSymbolList = new List<String>();
|
||||
List<String> openSymbols = PortfolioDA.GetOpenSymbols();
|
||||
Dictionary<String, DateTime> latestDates = PricingDA.GetLatestDates(openSymbols);
|
||||
foreach(String openSymbol in openSymbols)
|
||||
{
|
||||
if(!latestDates.ContainsKey(openSymbol) || !latestDates[openSymbol].Date.Equals(startDate.Date))
|
||||
{
|
||||
fetchSymbolList.Add(openSymbol);
|
||||
}
|
||||
}
|
||||
if(0==fetchSymbolList.Count)
|
||||
{
|
||||
return;
|
||||
}
|
||||
String missingSymbols = String.Join(",", fetchSymbolList);
|
||||
SMSClient.SendSMSEmail($"UPDATEDAILY2 STAGE_1 UPDATEPRICES Missing prices for {missingSymbols}.", smsUserName, smsRecipients, smsSMTPAddress, smsUserName, smsPassword);
|
||||
}
|
||||
catch(Exception exception)
|
||||
{
|
||||
MDTrace.WriteLine(LogLevel.DEBUG,$"[EnsurePricingForOpenPositions] Exception: {exception.ToString()}");
|
||||
}
|
||||
}
|
||||
|
||||
public static void DeletePriceWatchList(String watchListName, String strDate)
|
||||
{
|
||||
try
|
||||
|
||||
@@ -249,8 +249,6 @@ namespace MarketData.Helper
|
||||
// ********************************************************************************************************************************************
|
||||
// ********************************************************************** B A R C H A R T ***************************************************
|
||||
// ********************************************************************************************************************************************
|
||||
|
||||
|
||||
/// <summary>
|
||||
/// UpdatePricesBarChartSweep - This feed is intended to supplement BigCharts nightly price feed in UPDATEDAILY2 by filling any gaps that may occur
|
||||
/// in that feed. This feed will only pull a price for which we had a price yesterday (findprevbusinessday) and for which do not have
|
||||
@@ -313,6 +311,56 @@ namespace MarketData.Helper
|
||||
MDTrace.WriteLine(LogLevel.DEBUG, String.Format("[UpdatePricesBarChartSweep]End, total took {0}(ms)", profiler.End()));
|
||||
}
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// UpdatePricesBarChart - This feed is used by UPDATEDAILY2 as a final sweep for open positions.
|
||||
/// If we already have the price for the given date then it will not be fetched.
|
||||
/// </summary>
|
||||
/// <param name="symbolsToFetch">The symbols to fetch. This should be a list of symbols for which we need pricing for startDate</param>
|
||||
/// <param name="startDate">The date we are requesting</param>
|
||||
/// <returns></returns>
|
||||
public bool UpdatePricesBarChartSweepOpenPositions(List<String> symbolsToFetch, DateTime? startDate = null)
|
||||
{
|
||||
Profiler profiler = new Profiler();
|
||||
try
|
||||
{
|
||||
MDTrace.WriteLine(LogLevel.DEBUG, "[UpdatePricesBarChartSweepOpenPositions]Enter");
|
||||
DateGenerator dateGenerator = new DateGenerator();
|
||||
if(null == symbols || 0==symbols.Count)
|
||||
{
|
||||
MDTrace.WriteLine(LogLevel.DEBUG, $"[UpdatePricesBarChartSweepOpenPositions] No symbols provided, nothing to do");
|
||||
return false;
|
||||
}
|
||||
if (null == startDate) startDate = DateTime.Now;
|
||||
symbols = symbolsToFetch;
|
||||
MDTrace.WriteLine(LogLevel.DEBUG, $"[UpdatePricesBarChartSweepOpenPositions] Preparing to supplement {symbolsToFetch.Count} prices for pricing date {startDate.Value.ToShortDateString()} .");
|
||||
currentIndex = 0;
|
||||
while (true)
|
||||
{
|
||||
List<String> queueSymbols = GetQueueSymbols();
|
||||
if (null == queueSymbols || 0 == queueSymbols.Count) break;
|
||||
ManualResetEvent[] resetEvents = new ManualResetEvent[queueSymbols.Count];
|
||||
for (int eventIndex = 0; eventIndex < resetEvents.Length; eventIndex++)
|
||||
{
|
||||
resetEvents[eventIndex] = new ManualResetEvent(false);
|
||||
}
|
||||
for (int index = 0; index < queueSymbols.Count; index++)
|
||||
{
|
||||
PricingThreadHelper pricingThreadHelper = new PricingThreadHelper(queueSymbols[index], startDate.Value, resetEvents[index]);
|
||||
ThreadPool.QueueUserWorkItem(ThreadPoolCallbackUpdatePricesBarChartSweep, pricingThreadHelper);
|
||||
try { Thread.Sleep(WaitBetweenRequests); } catch (Exception) {; }
|
||||
}
|
||||
MDTrace.WriteLine(LogLevel.DEBUG, "UpdatePricesBarChartSweepOpenPositions, waiting for queued items to complete.");
|
||||
WaitHandle.WaitAll(resetEvents);
|
||||
}
|
||||
return true;
|
||||
}
|
||||
finally
|
||||
{
|
||||
MDTrace.WriteLine(LogLevel.DEBUG, String.Format("[UpdatePricesBarChartSweepOpenPositions]End, total took {0}(ms)", profiler.End()));
|
||||
}
|
||||
}
|
||||
|
||||
// ********************************************************************************************************************************************
|
||||
// ********************************************************************** E N D B A R C H A R T ***************************************************
|
||||
// ********************************************************************************************************************************************
|
||||
|
||||
Reference in New Issue
Block a user