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py report_by_query.py -t "SP500 Daily Movers" -q "(is_large_cap == True)" -o "daily_close_change_delta_1" -vpy report_by_query.py -t "SP500 Weekly Movers" -q "(is_large_cap == True)" -o "week_1_close_change_delta_1" -vpy report_by_query.py -t "SP500 Monthly Movers" -q "(is_large_cap == True)" -o "month_1_close_change_delta_1" -vpy report_by_query.py -t "EMA Bounce" -q "(ema_60 < ema_50 < ema_45 < ema_40 < ema_35 < last_close < ema_30) and (adx_14 > 35) and (daily_strat.str.contains('.*-2d-2d')) and (daily_strat_candle.str.contains('.*-red-green$'))" -o "natr_30" -v
py report_by_query.py -t "EMA 8x21 Pullback" -q "(ema_60 < ema_50 < ema_45 < ema_40 < ema_35 < ema_21 < ema_8) and (vol_ema_3 > vol_ema_5 > vol_ema_7) and (last_low > ema_21) and (last_low < ema_8) and (adx_14 < 30) and (adx_9 > adx_14 > adx_21)" -o "natr_30" -v
py report_by_query.py -t "UpTrend" -q "(ema_3 > ema_5 > ema_7 > ema_9 > ema_11 > ema_13 > ema_15 > ema_21 > ema_30 > ema_35 > ema_40 > ema_45 > ema_50 > ema_60)" -o "smooth_30" -v
# 21 x 50
py report_by_query.py -t "UpTrend" -q "(ema_21 > ema_50) and (last_high > ema_8) and (last_low < ema_8)" -o "smooth_30" -v
py report_by_query.py -t "Ema21 Bounce" -q "(ema_8 > ema_21) and (ema_8 > ema_21) and (last_high < ema_8) and (last_low > ema_21) and (daily_strat_candle.str.contains('.*-red-green$'))" -o "smooth_30" -vpy report_by_query.py -t "Power of 3 Daily" -q "(power_of_3_daily == True)" -o natr_30 -v
py report_by_query.py -t "Power of 3 Weekly" -q "(power_of_3_week_1 == True) and (last_close < boll)" -o natr_30 -vpy report_by_query.py -t "⬆ 5D Volume" -o natr_30 -v -q "(last_volume > day_2_before_last_volume > day_3_before_last_volume > day_4_before_last_volume > day_5_before_last_volume > day_6_before_last_volume > day_7_before_last_volume > day_8_before_last_volume > day_9_before_last_volume)"
py report_by_query.py -t "⬆ 4D Vol/R-G-G Candles" -o natr_30 -v -q "(last_volume > day_2_before_last_volume > day_3_before_last_volume > day_4_before_last_volume) and (daily_strat_candle.str.contains('red-green-green$'))"
py report_by_query.py -t "⬆ 2W Vol/GG Candles" -o natr_30 -v -q "(week_0_volume > week_1_volume > week_2_volume > week_3_volume and (week_1_strat.str.contains('2d-2d-2u$')) and (week_1_strat_candle.str.contains('.*-green-green$')))"py report_by_query.py -t "123 Pullbacks(Daily)" -q "(adx_14 > 35) and (pdi_14 > mdi_14) and (daily_strat.str.contains('2d-2d-2u$'))" -o natr_30 -v
# Track - Buy when cross-up week high
py report_by_query.py -t "123 Pullbacks(week_1)" -q "(adx_14 > 35) and (pdi_14 > mdi_14) and (week_1_strat.str.contains('2d-2d-2u$'))" -o natr_30 -v# Oversold and mean reversion
py report_by_query.py -t "Mean Rev 50 LowerBB" -o natr_30 -v -q "(daily_strat_candle.str.contains('.*-red-green$')) and (last_close < boll_50_3_lb)"
py report_by_query.py -t "Mean Rev LowerBB" -o natr_30 -v -q "(daily_strat_candle.str.contains('.*-green$')) and (last_close < boll_lb)"
# boll_21_3_lb -> bollinger ban 21 day MA, 3 Stdev Lowerband
py report_by_query.py -t "Mean Reversion 21 LowerBB" -o natr_30 -v -q "(last_close < boll_21_3_lb) and (daily_strat_candle.str.contains('.*-green$'))"py report_by_query.py -t "Squeeze Up" -o natr_30 -v -q "(daily_strat.str.contains('.*-2u$')) and (daily_strat_candle.str.contains('.*-green$')) and (week_1_strat.str.contains('.*-1$')) and (week_1_strat_candle.str.contains('.*-green$'))"./rbq "(daily_strat.str.contains('.*-2u$')) and (daily_strat_candle.str.contains('.*-green$')) and (week_1_strat.str.contains('.*-1$')) and (week_1_strat_candle.str.contains('.*-green$'))"py report_by_query.py -t "Momentum Trending" -q "last_close > ema_3 > ema_5 > ema_7 > ema_9 > ema_11 > ema_13 > ema_30 > ema_35 > ema_40 > ema_45 > ema_50 > ema_55 > ema_60" -o week_1_close_change_delta_1 -vpy report_by_query.py -t "Boomer" -q "(daily_strat.str.contains('.*-1-1$')) and (daily_strat_candle.str.contains('.*-green-green$'))" -o natr_30 -v
py report_by_query.py -t "Boomer" -q "(month_1_strat.str.contains('1-1-1$')) and (month_1_strat_candle.str.contains('.*-green-green$'))" -o natr_30 -v
py report_by_query.py -t "Boomer" -q "(last_volume > 100000) and (month_3_strat.str.contains('.*-1-1$')) and (week_1_strat_candle.str.contains('red-green-green$'))" -o monthly_gains_1 -vpy report_by_query.py -t "KC inside BB Channel" -o natr_30 -v -q "(boll_ub < kc_ub) and (boll_lb > kc_lb) and (vol_ema_3 > vol_ema_5 > vol_ema_7) and (daily_strat.str.contains('.*-2u$')) and (daily_strat_candle.str.contains('.*-green$'))"py report_by_query.py -t "Strat near prev week high" -o natr_30 -v -q "(week_1_strat.str.contains('.*-1$')) and (last_close > ema_50 > ema_200 ) and (((week_2_high - week_1_close)/(week_2_high - week_2_low)) < 0.1)"# Read symbols from file and generate report
QUERY=$(SYMBOLS=$(cat file.csv | awk -F\, '{print $1}' | grep -v symbol | while read line; do echo "'$line'"; done | tr '\n' ','); echo "(symbol in ($SYMBOLS))"); ./rbq $QUERYpy report_by_query.py -t "BB lb (oversold)" -o natr_30 -v -q "(day_5_before_last_low < boll_4_day_before_last_21_2_lb) and (day_4_before_last_low < boll_3_day_before_last_21_2_lb) and (day_3_before_last_low < boll_2_day_before_last_21_2_lb) and (last_low > boll_lb) and (daily_strat_candle.str.contains('.*-green$'))"# Few days down in a row
py report_by_query.py -t "9 Days Down in a row" -o natr_30 -v -q "(day_2_before_last_low < day_3_before_last_low < day_4_before_last_low < day_5_before_last_low < day_6_before_last_low < day_7_before_last_low < day_8_before_last_low < day_9_before_last_low < day_10_before_last_low)"# Parabolic moves
py report_by_query.py -t "Month Change" -o month_1_close_change_delta_1 -v -q "(month_1_close_change_delta_1 > 50)" py report_by_query.py -o smooth_30 -t "4RSI" -v -q "(last_close < 100) and (last_close > ma_50) and (monthly_gains_3 > 0) and (rsi_2 < 10)"py report_by_query.py -o smooth_90 -v -t "Long Key Reversal" -q "((day_2_before_last_low < day_3_before_last_low) and (last_close > day_3_before_last_high) and (last_close > day_2_before_last_high)) and (daily_strat_candle.str.contains('red-red-green$')) and (last_close > ema_8 > ema_21) and (week_1_strat_candle.str.contains('.*-green$'))"py report_by_query.py -o smooth_90 -v -t "Long base and Breakout" -q "(last_volume < day_2_before_last_volume) and (last_low < day_2_before_last_high) and (last_close > month_1_high) and (last_close > month_2_high) and (last_close > month_3_high) and (day_2_before_last_close < last_close)"# last_candle is 3x previous candle, last_volume is 3x previous candle volume
./rbq "(abs(last_high - last_close) < 3 * abs(day_2_before_last_high - day_2_before_last_low)) and (last_volume > day_2_before_last_volume * 3) and (daily_strat_candle.str.contains('.*-green-green$')) and (daily_strat.str.contains('.*-2u$'))"# Volume/Price divergence/convergence
./rbq "(vol_ma_3 > vol_ma_5 > vol_ma_7 > vol_ma_9 > vol_ma_11 > vol_ma_13 > vol_ma_15 > vol_ma_17 > vol_ma_19 > vol_ma_21) and (ma_3 < ma_5 < ma_7 < ma_9 < ma_11 < ma_13 < ma_15)"
./rbq "(day_2_before_last_volume > day_3_before_last_volume > day_4_before_last_volume > day_5_before_last_volume > day_6_before_last_volume) and (day_2_before_last_close < day_3_before_last_close < day_4_before_last_close < day_5_before_last_close < day_6_before_last_close < day_7_before_last_close)"