|
|
The
SortWizard
® |
The SortWizard Column Definitions
Definition of search variable fields and description of data display columns:
Variable Value Entries can be whole numbers, decimals or fractions except as noted below in the column description. You can select from 6 different variables. These are:
No Criteria Selected; No screening on this field
Less than or equal to; < Value 1
Greater than or equal to; > Value 1
Equal to; = Value 1
Between (Value 1) and (Value 2); The values > and < the two values entered.
Outside (Value 1) and (Value 2); The values < and > the two values entered.
All search criteria variable entries are (< , >, between, =, outside) except as noted below. The bold characters represent the default column heading labels. These labels can all be edited in the Search Parameters Window by changing the text in the "Label" field.
The Standard Version contains the following fields:
- Symbol - Stock Symbol; Symbol mask, ( *, CO*, ????, etc.)
- Trd Price - Trading Price or Last Traded Price
- Prev Close - Previous day's closing price
- Net Chg Prev - Net change in price from previous day's close
- % NetChgPrev - Percent net change from previous day's close
- Vol - Accumulated volume; (current day's total shares traded)
- Ave 3 Mo Vol - Average monthly volume for the last 3 months x 100,000.
- % 3 Mo Ave Vol - Percent of today's accumulated volume compared to the 3 month average.
- No. Trades - Number of trades in the current day
- Avg Trd Size - Average share volume per trade; (current day)
- High - Current day's high
- Low - Current day's low
- # High - Number of Intraday Highs
- # Low - Number of Intraday Lows
- Rng Day - Current day's trading range; High (current day) - Low (current day)
- % Rng(day) - Percent of the current day's trading range where the stock is presently trading; 0% = day's low; 100% = day's high
- 52High - 52 Week High
- 52Low - 52 Week Low
- Rng(52wk) - 52 Week trading range; High (52 week) - Low (52 week)
- % Rng(52wk) - Percent of the 52 week trading range; (52 week); 0% = 52 week low;100% = 52 week high
- Open Price - Current day's opening price
- Chg Open - Difference between the last trade price and the opening price; (Last Trade - Opening Price)
- % Chg Open - Percentage change in current price from open
- Gap - Opening price - Previous day's close
- % Gap - Percentage change of gap from previous day's close.
- Bid - Current Best Bid price
- Ask - Current Best Ask price
- Spread - Difference between the Ask and the Bid (Bid - Ask).
- NetChgBid - Difference between the Current Best Bid and Previous day's close; Used for premarket gap up detection.
- % NetChgBid - Percentage change between the Current Best Bid and Previous day's close
- NetChgAsk - Difference between the Current Best Ask and Previous day's close; Used for premarket gap down detection.
- % NetChgAsk - Percentage change between the Current Best Ask and Previous day's close
- News Date - Date news was release to the data server; calendar e.g. 6/5/87; (< ,=, between, >, Today)
- News Time - Time news was release to the server; units = time e.g. 10:00 = 10:00AM, 14:00 = 2:00PM EST
- Company Name - Full name of the company; units = not applicable; supplied by datafeed
- Exch - Stock Exchange (All, selected exchange - including Canadian exchanges; ALB, MON, and VAN); units = not applicable
- Is Active - Marker for active market instrument. This is a field used to eliminate inactive symbols. If this field is used in a search, it should always be set to "=1". The Is Active flag for a symbol is set to "1" when it receives any activity in the TRDPRC_1, NETCHNG_1, BID, ASK, SETTLE, BIDSIZE, or ASKSIZE fields in a record. The field is reset to "0" at 7:55 AM EST for NASDAQ and at 9:25 AM EST for NYSE/AMEX.
The Plus Version adds the following fields (over 250) in two server tables:
Server Tables: There are two tables in which the fields below can be found. Those tables are: "TODAY" and "HISTORIC". The TODAY table contains data and calculations that are as of the previous day's close. The HISTORIC table contains selected fields from TODAY table that are prior to the previous day and are denoted for preceding days with a "-1,-2....-10 and etc.
For the SortWizard database update completion time: Click here
"( )" Text in parentheses denotes the field description as displayed in the SortWizard Server's TODAY table.
"( )" Text in parentheses denotes the field description as displayed in the SortWizard Server's HISTORIC table.
ADX - 14 day (ADX 14 Days) Measures the strength of a trend.
ADX - 14 day with offsets (ADX 14 Days -1 day,...) Measures the strength of a trend as calculated x number of days ago.
Average Daily Range - 5, 10 & 20 day (Avg Range High & Low 5,...) The average of the daily ranges of the last "x" number of previous trading days.
Average Daily Range - 5, 10 & 20 day days with offsets (Avg Range High & Low -1 day,...) The average of the daily ranges of the last "x" number of previous trading days as calculated x number of days ago.
Average Volume - 5, 10, 20, 40, 60,& 90 day (Avg Vol 5,...) The average volume traded over the last "x" number of previous trading days. Includes offsets going back for 5 consecutive days back plus 10, 20, 40, 60 and 90 trading day intervals for the 20 day period.
Average Volume - 5, 10, 20, 40, 60,& 90 day with offsets (Avg Vol -1 day,...) The average volume traded over the last "x" number of previous trading days as calculated 1,2...etc number of days ago.
Bollinger Bands - 5 and 20 day MA upper and lower bands (BollingerBand 5 day upper,...) The center of the band is an n-interval moving average. The top and bottom lines are placed n-standard deviations above and below the centerline. Since standard deviations are a measure the volatility, the bands diverge during volatile price action and converge when the trading range contracts.
Candlestick Patterns (BullishEngulfing, BearishEngulfing, DarkCloud, Doji, EveningStar, HangingMan, Hammer, MorningStar, ShootingStar, Candle Stick) This field expresses the candle as a decimal from 1 to 0 as it relates to the definition of the candle. 1= 100% conformance, .5= 50% conformance, 0= 0%.
Commodity Channel Index - 5 day (CCI) Compares the median price of a stock to the stock's mean price over a designated period of time; 5 days for this field.
Daily History - (Hist High, Hist Low, Hist Open, Hist Close and Hist Volume) for 5 consecutive trading days back plus 10, 20, 40, 60 and 90 trading day intervals.
Days in a Trend on High, Low, Open, Close, Gap, Range, Volume, and On Balance Volume (Days in a trend()) The number of days consecutive days that the stock was up (+) or down (-) based on High, Low, Close, Gap, Range, Volume and On Balance Volume.
Days in a Trend on High, Low, Open, Close, Gap, Range, Volume, and On Balance Volume days with offsets (Days in a trend(High) -1 day,...) The number of days consecutive days that the stock was up (+) or down (-) based on High, Low, Close, Gap, Range, Volume and On Balance Volume as calculated x number of days ago.
Direction Indicator 14 day +DI & -DI (DI Plus/Minus) measures the presence of a trend. It is the calculation of the sum of the directional movements (+ or -) dividied by the true range over a reference period of time.
Last Range Greater than the range of "x" previous days (Last Range > Last x ranges) The range of the previous day is greater than the individual ranges of "x" previous trading days. Returns a whole number 1,2, 3 and etc for the number of days back the the previous day's range was greater than.
Last Range Less than the range of "x" previous days (Last Range < Last x ranges) The range of the previous day is less than the individual ranges of "x" previous trading days. Returns a whole number 1,2, 3 and etc for the number of days back the the previous day's range was less than.
MACD - EMA 9, EMA 12, and EMA 26 - (MACD... ) Trend-following momentum indicator that uses three exponential moving averages: a short or fast average, a long or slow average and an exponential average of their difference, the last being used as a signal or trigger line.
Moving Averages - 5, 10, 20, 40, 50, 60, 100, & 200 day (Mov Avg 5,...) The average of the last x trading days closing prices.
Moving Averages - 5, 10, 20, 40, 50, 60, 100, & 200 day with offsets (MA 5 -1 day,...) The average of the last x trading days closing prices as calculated x number of days ago.
Moving Averages Exponential - 5, 10, 12, 13, 20, 26, 40, 50, 60, 100, & 200 day (Exp MA 5...) The average of the last x trading days closing prices.
Moving Averages Exponential - 5, 10, 12, 13, 20, 26, 40, 50, 60, 100, & 200 day with offsets (EMA 5 -1 day,...) The average of the last x trading days closing prices as calculated x number of days ago.
On Balance Volume - (On Balance Volume) A momentum indicator that relates volume to price change. It is calculated by adding the day's volume to the cumulative total when the security's price closes up, and subtracting the day's volume when the price closes down.
On Balance Volume - (On Balance Volume -1 day,...) A momentum indicator that relates volume to price change. It is calculated by adding the day's volume to the cumulative total when the security's price closes up, and subtracting the day's volume when the price closes down.
Previous History - (High 10 days, Low 10 days,...) The High and Low for 10, 20, 30, 60 and 90 day periods. Includes offsets going back for 5 consecutive days back plus 10, 20, 40, 60 and 90 day intervals for the 20 and 60 day periods.
Previous History - High Close and Low Close (High 5 days close, Low 5 days close,...) The High and Low for 10, 20, 30, 60 and 90 day periods. Includes offsets going back for 5 consecutive days back plus 10, 20, 40, 60 and 90 day intervals for the 20 and 60 day periods.
Previous History - High 52 week Close and Low 52 week Close dates (High 52 weeks date, High 52 weeks date close,... )
RSI - 7 and 14 day (RSI 7,...) This index indicates the degree of positive and negative movement by the stock on a scale of 0 (weakest) to 100 (strongest). It is the ratio of the average up closes for the reference period divided by the sum of the average up closes and the average down closes for the same period multiplied by 100.
RSI - 7 and 14 day with offsets (RSI 7 -1 day,...) This index indicates the degree of positive and negative movement by the stock on a scale of 0 (weakest) to 100 (strongest). It is the ratio of the average up closes for the reference period divided by the sum of the average up closes and the average down closes for the same period multiplied by 100 as calculated x number of days ago.
Stochastics - 5 and 14 day %D, %D slow, %K
%K (Percent k, Percent d, Percent d slow) The price level of a stock in relation to its price range over a given period.
%D – The degree of smoothing, or moving average period, of %K
%D Slow – The same as %D above, except shows less market “noise” as a result of increasing the number of periods used in the calculation.Williams' %R 7 day - (Williams' %R 7 day) The Williams' %R function calculates the difference between the current closing price of a security and its highest high price, relative to its lowest low price for a given period of time An overbought reading is above 90 and oversold reading is under 10.
* Available in the near future.
Additional historic data will be added to the database based upon request.
To request additions; email: Add Historic Data with "Add Database Field" in the subject line.