2007 Mar 30 - Fri
Fix in Autohandler for working with AuthNTLM
With testing at another customer site, I found that sometimes Apache2::AuthNTLM does not
provide the username information when a web page has already been authenticated. Perhaps it
might do it with every page if I turn off the 'cache' parameter in the return headers.
Anyway, the new autohandler will rely on the session uuid to keep authorization going on
pages which AuthNTLM does not return a username.
[/OpenSource/Debian/Monitoring]
permanent link
2007 Mar 29 - Thu
Web Page Authorization with Perl and Mason
The monitoring server described in these various articles uses an Apache 2.0 based web
server loaded with mod_perl and page templating language based upon mason. I'll put up on this site the other
pages I have, but for the moment I just wanted to get the authentication stuff documented.
Authentication starts in /etc/apache2/sites-available/default with the following
configuration:
Options Indexes FollowSymLinks MultiViews
AllowOverride None
Order allow,deny
allow from all
PerlAuthenHandler OneUnified::AuthNTLM
AuthType ntlm,basic
AuthName domainname
require valid-user
PerlAddVar ntdomain "domainname globalcat1 globalcat2"
PerlSetVar defaultdomain domainame
PerlSetVar splitdomainprefix 1
PerlSetVar ntlmdebug 0
PerlSetVar ntlmauthoritative 0
# PerlSetVar fallbackdomain fallbackdomain
In this configuration, you'll need to replace 'domainname'and 'globalcatx' with your
netbios based domain name and global catalog server dns entries.
When running this security configuration, a web browser's security may need to be changed
to make this a trusted site so that a user's ntlm security information will be exchanged.
AuthNTLM.pm is a wrapper around the CPAN perl module Apache2::AuthenNTLM. It pulls the username and domain information out and
passes it along in the object's pnotes() method to the actual mason processing.
autohandler is mason's
root file that is executed for every page serviced in a web site. As such, it can be used
to perform page initialization, authentication, and authorization. It also holds the
defaults for the pages of the site, and is used in an object oriented fashion to let other
pages override the defaults. This particular one maintains session and user variables, and
with some upcoming additions, will help to maintain session state. (You may need to use
FireFox to download the file as Internet Explorer interprets the file for what it isn't.)
The autohandler file calls isADGroupMember.pm to perform the actual user and group authentication and
authorization in Active Directory. The routine knows how to recursively search groups
within groups.
The autohandler stores session variables in a PostgreSQL database with the following
schema:
-- Table: users
-- DROP TABLE users;
CREATE TABLE users
(
pkuserid character(36) NOT NULL, -- guid of user
userdomain character varying(100) NOT NULL,
authtype character varying(10) NOT NULL, -- ntlm, basic, ldap, db, builtin
pwdclear character varying(20),
pwdmd5 character varying(50),
CONSTRAINT pk_users_pkuserid PRIMARY KEY (pkuserid)
)
WITHOUT OIDS;
ALTER TABLE users OWNER TO oneunified;
COMMENT ON TABLE users IS 'User list';
COMMENT ON COLUMN users.pkuserid IS 'guid of user';
COMMENT ON COLUMN users.authtype IS 'ntlm, basic, ldap, db, builtin';
-- Table: sessions
-- DROP TABLE sessions;
CREATE TABLE sessions
(
pksessionid character(36) NOT NULL,
fkuserid character(36) NOT NULL,
ts timestamp without time zone NOT NULL,
groupname character varying(50),
grouppermission boolean,
CONSTRAINT pk_sessions_pksessionid PRIMARY KEY (pksessionid),
CONSTRAINT fk_users_pkuserid FOREIGN KEY (fkuserid)
REFERENCES users (pkuserid) MATCH SIMPLE
ON UPDATE NO ACTION ON DELETE NO ACTION
)
WITHOUT OIDS;
ALTER TABLE sessions OWNER TO oneunified;
COMMENT ON TABLE sessions IS 'Contains active web sessions.';
-- Insert these default entries
insert into users ( pkuserid, userdomain, authtype, pwdclear )
values ( 'admin', 'local', 'builtin', 'admin' );
insert into users ( pkuserid, userdomain, authtype, pwdclear )
values ( 'guest', 'local', 'builtin', 'guest' );
[/OpenSource/Debian/Monitoring]
permanent link
2007 Mar 27 - Tue
Trading Site of the Day -- Some Random Picks
Here are some notes and web locations I've come across that appear to be relevant to
Active Day Traders and Automated Trading Strategies.
I've recently opened an account with Genesis Securities and have downloaded their Laser
trading software. There is a great deal of trading flexibility in that software. It also
introduces some trading subtlties I've not dealt with before. There is flexibility in which
markets to which orders can be sent, and the types of orders to be sent.
Routing
Guide is a useful guide to ECN's, what markets they cover, how to grade with them, and a
few helpful hints on order placement.
Electronic Communication Network (ECN) are important sources of liquidity.
Here are some more articles from Answers.com on Scalping and Day Trading.
A forum post at Elite Trader mentioned Bull Investors. They have some various
live feeds and intra-day trading notes.
An older ebook on Nasdaq trading.
ShortSqueeze
[/Trading/SiteOfTheDay/D200703]
permanent link
Aging Concepts in Genetic Programming
I've used some Genetic Programming in the past to assist with some trading optimizations.
As part of calculating the population of a new generation, I've used a concept of elitism to
keep the best individuals propogating to new generations. Some researchers seem to think
this is a good thing,
where others think this is a bad thing. As there was no real consensus about this, I chose
the
side saying this is a good thing. Now that I've heard about a concept of being able to age
individuals, perhaps I can modify how I build new populations somewhat.
[/Trading/AutomatedTrading]
permanent link
2007 Mar 26 - Mon
Installation and Configuration of PGAdmin on Debian
A multiplatform GUI tool called pgAdmin is available for managing and querying PostgreSQL
databases. It is available at www.pgadmin.org.
For Windows platforms, an executable installation program is available.
For Debian platforms, don't install the package from the Debian web site. Instead,
through a little config file magic, a Debian package direct from pgAdmin can be installed.
First, you'll need to determine your nearest mirror. Choose a
mirror, and
past it in the following format into /etc/apt/sources.list:
deb [MIRROR URL]/pgadmin3/release/debian testing pgadmin
You should then be able to run the following commands to get it installed:
apt-get update
apt-get install pgadmin3
You can start pgadmin through the command pgadmin3. In order to manage the database,
you'll have to login first as postgres, or try this simple expedient (warning this is not
very secure for your database). Place the following line into
/etc/postgresql/7.4/main/pg_hba.conf:
host all postgres 127.0.0.1 255.255.255.255 trust
In pgadmin, you'll need to connect to the database. You can connect to a specific
database
through existing credentials, or if you are looking to create new databases, you should
connect via the above credentials and connect to template1.
[/OpenSource/Debian]
permanent link
2007 Mar 23 - Fri
Trading Site of the Day -- Day Trader's Bulletin
Although Day Trader's
Bulletin looks
like it hasn't been updated in a while, it still contains useful and timely information.
For example, in my own research, I've discovered the use of the INDU and the TICK as useful
bellweather's for day trading.
Knowing
What Indicators to Monitor goes into additional details of these indicators plus adds a
few more, such as: SPX (S&P 500 Cash), Down Transports (TRAN), selected stock issues, and
intraday highs and intraday lows. The article goes on for a few additional pages in review
of other things to keep an eye out for.
Besides that one article, there are many more interesting ones. If you'd like them all
in one document, you can download Tips, Tricks & Techniques for Daytraders.
[/Trading/SiteOfTheDay/D200703]
permanent link
Genesis Securities on Elite Trader Chat Room
There is a chat log on Elite TRader where Serge Pustelnik discusses some background
on Genesis Securities, Program Trading, and software development. Scalping techniques for
out-scalping the computer are also discussed.
[/Trading/AutomatedTrading]
permanent link
2007 Mar 22 - Thu
Junk is stuff you throw away. Stuff is junk you keep.
Seen on GrokLaw.
[/Personal/TagLines]
permanent link
2007 Mar 20 - Tue
Peak Selection, Pivot Analysis, and Fibonacci
Sometimes it takes a while to realize that how various things work together. The light
has dawned. I wrote some code to do peak detection a while ago. By using this tool over multiple time frames,
and associating Fibonacci intervals on the advancing lines, one can automatically search out
possible turning points. A CBOT article called Trading the CBOT mini-sized Dow - Master Technician Techniques provides
the ground work for how this would be done from an analytical perspective. These possible
Fibonacci turning points can be strengthened if some of them overlap calculated pivot
points. Further strengthening is achieved if Fibonacci turning points occur at the same
location over multiple time intervals. As the author, John Person, says in the article,
"Combining Pivot Point numbers with the Fibonacci analysis we have a much better outlook and
confirmation of Support and Resistance targets."
CBOT has some links to additional strategies.
In an article at National Futures, writes an additional article on Using pivot
points to predetermine support and resistance price levels. He ties them in with the
TRIN, TICK, and VIX indicators along with a reference to candlesticks.
[/Trading/SiteOfTheDay/D200703]
permanent link
Connecting to Debian X Windows with Cygwin/X
On some of the monitoring servers I install, KDE is installed and running. For remote management, it is nice
to connect to it remotely via Windows XP host. To do so, I did the following:
- On the monitoring server, edited /etc/ssh/sshd_config, and changed X11Forwarding to yes. This is necessary
for getting DISPLAY set properly.
- Reload sshd after change in setting: /etc/init.d/ssh restart
- Downloaded and installed Cygwin. During installation, I
made sure that under the X11 heading, that the xorg-x11-base package was selected
- Started Cygwin with the desktop icon
- In my Cygwin home directory: cp /etc/X11/xinit/xinitrc .xinitrc
- In my Cygwin home directory, Started the xwindows process with: startx
- In the new GUI window, connect to the monitoring server with: ssh -Y -l username serverip
- It is possible to run 'startkde' but on my setup, currently, it doesn't appear to work quite right, but I
can run individual XWindows based programs by starting them with their command line names
vBulletin was helpful in
troubleshooting some connectivity issues.
Government Security has some
more info on Cygwin, X11 Forwarding, and SSH. The site was either copied to or from a Linux Journal article.
For using vnc and securely remoting vnc, Debian Administration is helpful.
[/OpenSource/Debian]
permanent link
2007 Mar 19 - Mon
Be a Price Maker, Not a Price Taker
Benson Shapiro wrote an article at the Harvard Business School called commodity Busters: Be a Price Maker, Not a Price
Taker. In the article, he very elegantly writes about the importance of differentiating oneself from the
competition. Rather than competing head to head, it is wise to pick a niche and become a monopolist in ones own
right.
He provides a series of steps for doing it right:
- Create customer value
- Choose your customers
- Be different
- keep it simple
- Determine customer value
- Deliver on your promise
- Be courageous
[/Personal/Business]
permanent link
2007 Mar 18 - Sun
Low Latency Data and Trades
SmartQuant was recently purchased
by QuantHouse. Quanthouse
provides low latency data and is using the SmartQuant framework in their product line.
That is all well and good, but if one has low latency data, one should have good
executions as well, particularily if one is performing automated, high frequency trading.
So what does one do: find a low latency data source and a separate excellent execution
broker, or does one find a provider who can do both? I suppose there are organizations who
only need the data side of things, but I'm looking for both data and execution.
I'm currently using IQFeed for data and Interactive Brokers for execution. I think I can
do better than that. I'm currently looking at:
- Genesis Securities: appear strong on
equities but weak on futures coverage, and have a QuantDeveloper API
- RedSky Financial: appear
to be be strong on both futures and equities, but I don't think it has a QuantDeveloper
API link (I'd have to write one)
- Photon Trader: strong on
futures, and may have a QuantDeveloper API link
[/Trading/AutomatedTrading]
permanent link
New Cisco Voip Wiki
cisco-voip.org
is community based self-help Wiki for users, buyers, installers, and troubleshooters of
Cisco Voice products.
[/Cisco]
permanent link
2007 Mar 17 - Sat
Futures Trading
This is a short entry with three links:
- Forum focused on futures
trading and eduation. The site is confusing as to what is advertising and what are
menus. The advertising is at the top and sides, and the menu is at the bottom, for access
to other locations of the site.
- The Art of
Day-Trading. A series of cobbled together articles on day trading, with a futures bent.
- Interview with Paul Rotter. Probably the most interesting article of the
blog 'I found my Holy Grail' is an interview with trader Paul Rotter and some background on
scalping the markets.
[/Trading/SiteOfTheDay/D200703]
permanent link
2007 Mar 15 - Thu
NetFilter Documentation, Tutorial and Pictures
The packet flow through netfilter has been a little hazy for me. Today I received
enlightenment. Pablo Neira Ayuso has a paper called Towards 4th Generation Linux
Firewalling Tools. On page 10 of that presentation is an excellent drawing of the
iptables paths and what is performed in each path. It clearly shows PREROUTING, FORWARD,
INPUT, OUTPUT, and POSTROUTING.
In the cross references on that page are a couple of good links:
While here, and on an unrelated topic, here is a Packet Shaping HOWTO.
Now if I could just find a utility that can chart who is doing what with what protocol
in real time. In isn't open source but later I did come across ObjectPlanent's Net Probe as something that could do the job.
Here are a few interesting commands to use when iptables is active:
- cat /proc/net/dev
- cat /proc/net/netstat
- cat /proc/net/ip_conntrack
- cat /proc/net/sockstat
- iptables --list -v
A paper called Netfilter Performance Testing is a good one which discusses the
testing of
netfilter and the various tools employed to do so.
The NetFilter site is at www.netfilter.org. For monitoring connections conntrack, ulogd2, and
libnetfilter_conntrack are projects to look at.
Intellos Network has a souped up Conntrack Viewer for 2.4 kernels. I wander if it will work on 2.6
kernels.
Some background
information on network accounting with netfilter and userspace utilities.
[/OpenSource]
permanent link
Implementing Live URL Tracking
To monitor browsing habits of company users, and to use the information for possible site blocking or traffic limiting
with MasterShaper, URLSnarf along with a Perl script can be used to log specific items to a database and place the full
capture results into a log file. The log file will be rotated with logrotate.
The Perl module Logfile::Access is key. On my machine it needed to be manually installed:
perl -MCPAN -eshell
install Logfile::Access
# a missing file will be encountered
exit
cd ~/.cpan/build/Logfile-Access-1.30/Access.pm
nano Access.pm
# change line 38 to '/etc/mime.types'
make
make install
[/OpenSource/Debian/Monitoring]
permanent link
Darvas Selections for 2007/03/15
Here are the selections for Thursday.
These lists have the Darvas stop calculated in the second column.
|
Start: 2007-02-14 High: 2007-03-09 EOD: 2007-03-14
| Symbol | Stop |
| BIG | 26.95
| | CYTC | 32.58
| | DLTR | 34.98
| | FAF | 51.45
| | LBTYA | 30.56
| | MAT | 27.47
| | MOS | 24.27
| | NRPH | 63.39
| | RRI | 17.74
| | SCI | 12.10
| | TRA | 15.88
| | VLO | 59.67
|
|
Start: 2007-02-14 High: 2007-03-08 EOD: 2007-03-14
| Symbol | Stop |
| AXL | 25.99
| | DISH | 43.44
| | DLTR | 34.98
| | FAF | 51.45
| | HSY | 54.17
| | MAT | 27.47
| | MHS | 69.00
| | NRG | 65.24
| | PSS | 33.64
| | PWR | 23.94
| | SCI | 12.10
| | TRA | 15.88
| | VLO | 59.67
|
|
Start: 2007-02-14 High: 2007-03-07 EOD: 2007-03-14
| Symbol | Stop |
| AXL | 25.99
| | BRCD | 9.47
| | DISH | 43.44
| | DLTR | 34.98
| | FAF | 51.45
| | GSS | 3.96
| | HSY | 54.17
| | PLL | 36.90
| | PWR | 23.94
| | VLO | 59.67
|
|
[/Trading/Darvas/D200703]
permanent link
Darvas Results at EOD 2007/03/14 with EOD Signal of 2007/03/13
In comparison, the Dow Jones Industrial Index
opened at 12074,
had a higher high of 12142,
had a lower low of 11939,
and closed up for the day at 12133.
| Symbol | # | Open | High | Low | Close | Stop | O->H | O->C |
| ARXX | 1 | 13.03 | 13.05 | 12.95 | 12.99 | 13.09 | 0.02 | -0.04
| | BRCD | 1 | 9.50 | 9.85 | 9.48 | 9.80 | 9.36 | 0.35 | 0.30
| | CF | 1 | 40.72 | 41.34 | 39.06 | 40.68 | 40.72 | 0.62 | -0.04
| | DISH | 2 | 42.71 | 42.78 | 41.87 | 42.50 | 43.44 | 0.07 | -0.21
| | DLTR | 2 | 35.76 | 35.85 | 35.05 | 35.56 | 34.98 | 0.09 | -0.20
| | FAF | 3 | 51.20 | 51.74 | 50.76 | 51.57 | 51.45 | 0.54 | 0.37
| | GSS | 1 | 3.97 | 4.05 | 3.79 | 3.99 | 3.96 | 0.08 | 0.02
| | HSY | 3 | 53.40 | 53.63 | 52.75 | 53.45 | 54.17 | 0.23 | 0.05
| | MAT | 1 | 27.45 | 27.56 | 27.09 | 27.36 | 27.47 | 0.11 | -0.09
| | MHS | 2 | 68.65 | 69.36 | 67.67 | 68.92 | 69.00 | 0.71 | 0.27
| | NRG | 1 | 68.30 | 69.22 | 67.86 | 69.21 | 65.24 | 0.92 | 0.91
| | PLL | 1 | 37.27 | 37.71 | 36.61 | 37.21 | 36.90 | 0.44 | -0.06
| | PSS | 1 | 33.40 | 33.63 | 31.87 | 32.85 | 33.64 | 0.23 | -0.55
| | PWR | 2 | 24.01 | 24.43 | 23.56 | 24.32 | 23.94 | 0.42 | 0.31
| | SCI | 1 | 12.10 | 12.17 | 11.87 | 11.96 | 12.10 | 0.07 | -0.14
| | TRA | 1 | 17.92 | 18.31 | 17.56 | 17.97 | 15.88 | 0.39 | 0.05
| | VLO | 2 | 60.27 | 61.35 | 60.01 | 61.27 | 59.67 | 1.08 | 1.00
| | 17 | | 599.66 | | | | | 6.37 | 1.95
|
[/Trading/Darvas/D200703]
permanent link
2007 Mar 14 - Wed
Sniffing, Security, Penetration Testing
For my reference, here is a compendium of interesting sites I encountered today:
[/OpenSource]
permanent link
Tracking What Web Sites Users Visit
As part of the monitoring package, we are interested in recording which web sites that users are visiting. The first
step is to capture the urls. The second step is to process and report the urls.
It took a while, but I came across DebianHelp. Among a bunch of other network diagnostic tools, it made mention of dsniff. It is a
composition of the following tools:
- arpspoof - Send out unrequested (and possibly forged) arp replies.
- dnsspoof - forge replies to arbitrary DNS address / pointer queries on the Local Area Network.
- dsniff - password sniffer for several protocols.
- filesnarf - saves selected files sniffed from NFS traffic.
- macof - flood the local network with random MAC addresses.
- mailsnarf - sniffs mail on the LAN and stores it in mbox format.
- msgsnarf - record selected messages from different Instant Messengers.
- sshmitm - SSH monkey-in-the-middle. proxies and sniffs SSH traffic.
- sshow - SSH traffic analyser
- tcpkill - kills specified in-progress TCP connections.
- tcpnice - slow down specified TCP connections via "active" traffic shaping.
- urlsnarf - output selected URLs sniffed from HTTP traffic in CLF.
- webmitm - HTTP / HTTPS monkey-in-the-middle. transparently proxies.
- webspy - sends URLs sniffed from a client to your local browser.
urlsnarf was the tool for which I was looking. For usage, it does have a man page. The whole toolset can be installed
with:
apt-get install dsniff
I now have urlsnarf logging to a file. I still need to do log rotation with it.
I am now looking at various ways to process the result. I was thinking of manually using Logfile::Access to parse the lines
and put stuff into a database. Then I got to looking around at log file analyzers like visitors or awstats, but they don't provide a breakdown of sites by user. I think I'll roll my own with the perl
library already mentioned.
[/OpenSource/Debian/Monitoring]
permanent link
Driftnet: Watching Your Surfers
This tool puts a network interface into promiscuous mode and looks for image files. Any image files found are
displayed as a continuously changing mosaic on the desktop. It has the ability to listen a tond keep mpeg and sound files
as well.
On my monitoring server, I have eth1 connected to a switch spanned port which in turn listens on the internal firewall
interface. This captures all the media files that users are bringing in from the internet.
Installation is easy:
apt-get install driftnet
To run is even easier:
driftnet -i eth1
Original files are found at Driftnet. This sites
has other interesting software such as proxies,
mail impersonators, visual formatting, graphics, and more.
I found this little treasure through a where some other nifty monitoring tools can be found.
[/OpenSource/Debian/Monitoring]
permanent link
iftop: Display Bandwidth Usage on an Interface
iftop is an interesting command line utility for
tracking traffic on an interface. tcpdump is good for looking at
packet content in real time, this is good for looking at what makes up traffic bandwidth in realtime.
Installation is easy:
apt-get install iftop
I have second interface on the monitoring server which is listening to what ever traffic passes in and out of the
internal interface of the firewall. The switch port connecting to the firewall is 'span'd to the monitoring server's
eth1. This allows one to monitor all components of inbound and outbound traffic.
Here is the command I used for looking at generating a bar chart of traffic details:
iftop -i eth1 -F 10.0.0.0/255.0.0.0 -P
The -F parameter provides an indication of what is internal traffic and what is external traffic. The -P parameter
shows the ports in each flow. For run-time commands, take a look at 'man iftop'.
[/OpenSource/Debian/Monitoring]
permanent link
2007 Mar 13 - Tue
Darvas Selections for 2007/03/14
Here are the selections for Wednesday.
These lists have the Darvas stop calculated in the second column.
|
Start: 2007-02-13 High: 2007-03-08 EOD: 2007-03-13
| Symbol | Stop |
| CF | 40.72
| | DISH | 43.44
| | DLTR | 34.98
| | FAF | 51.45
| | HSY | 54.17
| | MAT | 27.47
| | MHS | 69.00
| | NRG | 65.24
| | PSS | 33.64
| | PWR | 23.94
| | SCI | 12.10
| | TRA | 15.88
| | VLO | 59.67
|
|
Start: 2007-02-13 High: 2007-03-07 EOD: 2007-03-13
| Symbol | Stop |
| ARXX | 13.09
| | BRCD | 9.36
| | DISH | 43.44
| | DLTR | 34.98
| | FAF | 51.45
| | GSS | 3.96
| | HSY | 54.17
| | PLL | 36.90
| | PWR | 23.94
| | VLO | 59.67
|
|
Start: 2007-02-13 High: 2007-03-06 EOD: 2007-03-13
| Symbol | Stop |
| FAF | 51.45
| | HSY | 54.17
| | MHS | 69.00
|
|
[/Trading/Darvas/D200703]
permanent link
Darvas Results at EOD 2007/03/13 with EOD Signal of 2007/03/12
In comparison, the Dow Jones Industrial Index
opened at 12307,
had a lower high of 12307,
had a lower low of 12071,
and closed down for the day at 12075.
| Symbol | # | Open | High | Low | Close | Stop | O->H | O->C |
| ARXX | 2 | 13.08 | 13.14 | 13.02 | 13.02 | 12.99 | 0.06 | -0.06
| | BRCD | 2 | 9.61 | 9.94 | 9.54 | 9.55 | 9.36 | 0.33 | -0.06
| | DISH | 1 | 44.10 | 44.26 | 42.90 | 42.93 | 43.44 | 0.16 | -1.17
| | DLTR | 1 | 36.82 | 36.82 | 35.82 | 35.84 | 34.98 | 0.00 | -0.98
| | FAF | 2 | 51.99 | 52.01 | 51.15 | 51.58 | 51.45 | 0.02 | -0.41
| | GSS | 1 | 4.25 | 4.30 | 4.00 | 4.05 | 3.96 | 0.05 | -0.20
| | HSY | 2 | 54.45 | 54.58 | 53.39 | 53.41 | 54.17 | 0.13 | -1.04
| | MHS | 1 | 69.50 | 69.68 | 68.26 | 68.39 | 69.00 | 0.18 | -1.11
| | PLL | 1 | 37.73 | 37.85 | 37.11 | 37.14 | 36.90 | 0.12 | -0.59
| | PWR | 1 | 24.22 | 24.30 | 23.87 | 23.95 | 23.94 | 0.08 | -0.27
| | VLO | 1 | 60.48 | 61.47 | 59.85 | 60.19 | 59.67 | 0.99 | -0.29
| | 11 | | 369.41 | | | | | 2.12 | -6.18
|
[/Trading/Darvas/D200703]
permanent link
2007 Mar 12 - Mon
Darvas Selections for 2007/03/13
Here are the selections for Tuesday.
These lists have the Darvas stop calculated in the second column.
|
Start: 2007-02-12 High: 2007-03-07 EOD: 2007-03-12
| Symbol | Stop |
| ARXX | 12.99
| | BRCD | 9.36
| | DISH | 43.44
| | DLTR | 34.98
| | FAF | 51.45
| | GSS | 3.96
| | HSY | 54.17
| | PLL | 36.90
| | PWR | 23.94
| | VLO | 59.67
|
|
Start: 2007-02-12 High: 2007-03-06 EOD: 2007-03-12
| Symbol | Stop |
| FAF | 51.45
| | HSY | 54.17
| | MHS | 69.00
|
|
Start: 2007-02-12 High: 2007-03-05 EOD: 2007-03-12
| Symbol | Stop |
| ARXX | 12.99
| | BRCD | 9.36
|
|
[/Trading/Darvas/D200703]
permanent link
Darvas Results at EOD 2007/03/12 with EOD Signal of 2007/03/09
In comparison, the Dow Jones Industrial Index
opened at 12275,
had a higher high of 12349,
had a higher low of 12246,
and closed up for the day at 12318.
The equity curve for today's Darvas ended up down rather than up, even though the Dow was
up marginally.
| Symbol | # | Open | High | Low | Close | Stop | O->H | O->C |
| ARXX | 1 | 13.07 | 13.15 | 13.07 | 13.07 | 13.07 | 0.08 | 0.00
| | BRCD | 1 | 9.55 | 9.77 | 9.50 | 9.67 | 9.36 | 0.22 | 0.12
| | CECO | 1 | 29.75 | 30.29 | 29.70 | 30.00 | 29.85 | 0.54 | 0.25
| | FAF | 1 | 51.98 | 52.48 | 51.76 | 52.16 | 51.45 | 0.50 | 0.18
| | GT | 3 | 28.70 | 29.25 | 28.56 | 28.98 | 27.90 | 0.55 | 0.28
| | HLIT | 1 | 10.32 | 11.07 | 10.32 | 11.02 | 10.05 | 0.75 | 0.70
| | HSY | 1 | 54.57 | 54.80 | 54.30 | 54.51 | 54.17 | 0.23 | -0.06
| | MHS | 1 | 68.28 | 70.18 | 68.28 | 69.70 | 57.93 | 1.90 | 1.42
| | OSI | 1 | 39.76 | 39.89 | 39.65 | 39.73 | 40.08 | 0.13 | -0.03
| | PALM | 1 | 17.10 | 17.41 | 16.88 | 17.31 | 16.55 | 0.31 | 0.21
| | 10 | | 323.08 | | | | | 5.21 | 3.07
|
[/Trading/Darvas/D200703]
permanent link
Trading Site of the Day -- C(omp)++ : A Portal for the Computational Finance Community
John Wiley and Sons, the book publishers, have a 'Collective Knowledge Portal' called C(comp)++.
This is a relatively new site with content just getting started. So far, content
includes a discussion learning C++, some comments relating C++ and C#, some background on
estimation, plus recent remarks on confidence intervals (or standard deviation of a standard
deviation).
[/Trading/SiteOfTheDay/D200703]
permanent link
2007 Mar 11 - Sun
Darvas Selections for 2007/03/12
Here are the selections for Monday.
These lists have the Darvas stop calculated in the second column.
|
Start: 2007-02-09 High: 2007-03-06 EOD: 2007-03-09
| Symbol | Stop |
| FAF | 51.45
| | GT | 27.90
| | HSY | 54.17
| | MHS | 57.93
|
|
Start: 2007-02-09 High: 2007-03-05 EOD: 2007-03-09
| Symbol | Stop |
| ARXX | 13.07
| | BRCD | 9.36
| | GT | 27.90
|
|
Start: 2007-02-09 High: 2007-03-02 EOD: 2007-03-09
| Symbol | Stop |
| CECO | 29.85
| | GT | 27.90
| | HLIT | 10.05
| | OSI | 40.08
| | PALM | 16.55
|
|
[/Trading/Darvas/D200703]
permanent link
Darvas Results at EOD 2007/03/09 with EOD Signal of 2007/03/08
In comparison, the Dow Jones Industrial Index
opened at 12262,
had a higher high of 12330,
had a higher low of 12228,
and closed up for the day at 12276.
The equity curve for today's Darvas ended up down rather than up, even though the Dow was
up marginally. For my own trading, I added Thursday's symbols to Friday's symbols.
ON that group, overall, I ended up even for the day. I did see some opportunities to take
some profit, but
left things in place instead. I think, on this set of stocks, day trading might be more
profitable: getting out when some good dollars have accumulated, waiting for the Dow to
find a low, and then getting in again.
| Symbol | # | Open | High | Low | Close | Stop | O->H | O->C |
| ARXX | 1 | 13.16 | 13.20 | 13.04 | 13.05 | 13.07 | 0.04 | -0.11
| | BRCD | 1 | 9.72 | 9.75 | 9.47 | 9.56 | 9.36 | 0.03 | -0.16
| | CECO | 1 | 29.99 | 30.00 | 29.61 | 29.71 | 29.85 | 0.01 | -0.28
| | GT | 3 | 29.27 | 29.27 | 28.23 | 28.51 | 27.90 | 0.00 | -0.76
| | HLIT | 2 | 10.58 | 10.70 | 10.15 | 10.36 | 10.07 | 0.12 | -0.22
| | HYSL | 1 | 51.60 | 51.67 | 51.58 | 51.59 | 51.50 | 0.07 | -0.01
| | OSI | 1 | 39.94 | 39.94 | 39.65 | 39.83 | 40.08 | 0.00 | -0.11
| | PALM | 1 | 17.21 | 17.51 | 16.83 | 17.12 | 16.55 | 0.30 | -0.09
| | STTS | 1 | 11.86 | 11.94 | 11.85 | 11.91 | 11.59 | 0.08 | 0.05
| | 9 | | 144.12 | | | | | 0.65 | -1.69
|
[/Trading/Darvas/D200703]
permanent link
Trading Site of the Day -- Trading Machines: Electronic and Automated Trading
Trading Machines has a directory of electronic and automated trading links. The topics covered
include:
- Brokers (which have trading API's)
- Forums
- Coding Sites
- Data Sources
- Data Sources
- FIX
- Automation Software
- Analysis Software
- Software Components
- Maths and Models (excellent sites here)
- Risk and Reliability
[/Trading/SiteOfTheDay/D200703]
permanent link
2007 Mar 10 - Sat
Trading Site of the Day -- Trader's Roundtable: A forum for mechanical system traders
Trading Blox hosts the Trader's Roundtable which is a forum devoted to the discussion of
mechanical trading systems and related topics.
I consider it a good source of vendor independent trading methods and concepts.
Participants do talk about specific vendors though.
The site is rich in content. One just has to look for it. The site has topics covering
things like:
- Market Psychology
- Trader Psychology
- Testing and Simulation
- Money Management
- Trend Indicators and Signals
- Commercial and Public Domain Systems
- Turtle Trading
- Short term and Day Trading Systems
- Books, Courses, and Seminars
- Pro Trading
- Trading for a Living
- Software
- Brokers and Markets
[/Trading/SiteOfTheDay/D200703]
permanent link
2007 Mar 09 - Fri
Darvas Selections for 2007/03/09
Here are the selections for Friday.
These lists have the Darvas stop calculated in the second column.
|
Start: 2007-02-08 High: 2007-03-05 EOD: 2007-03-08
| Symbol | Stop |
| ARXX | 13.07
| | BRCD | 9.36
| | GT | 27.90
|
|
Start: 2007-02-08 High: 2007-03-02 EOD: 2007-03-08
| Symbol | Stop |
| CECO | 29.85
| | GT | 27.90
| | HLIT | 10.07
| | OSI | 40.08
| | PALM | 16.55
|
|
Start: 2007-02-08 High: 2007-03-01 EOD: 2007-03-08
| Symbol | Stop |
| GT | 27.90
| | HLIT | 10.07
| | HYSL | 51.50
| | STTS | 11.59
|
|
[/Trading/Darvas/D200703]
permanent link
Darvas Results at EOD 2007/03/08 with EOD Signal of 2007/03/07
In comparison, the Dow Jones Industrial Index
opened at 12193,
had a higher high of 12303,
had a higher low of 12193,
and closed up for the day at 12260.
The equity curve for Darvas follows the Dow directionally quite closely.
| Symbol | # | Open | High | Low | Close | Stop | O->H | O->C |
| ABT | 1 | 52.69 | 53.57 | 52.38 | 53.40 | 54.28 | 0.88 | 0.71
| | AKS | 1 | 22.68 | 22.98 | 22.26 | 22.43 | 22.03 | 0.30 | -0.25
| | CECO | 1 | 29.95 | 30.19 | 29.66 | 29.68 | 29.85 | 0.24 | -0.27
| | DF | 1 | 46.30 | 46.50 | 46.02 | 46.33 | 46.03 | 0.20 | 0.03
| | GT | 2 | 29.11 | 29.61 | 28.70 | 28.86 | 27.90 | 0.50 | -0.25
| | HLIT | 2 | 10.00 | 10.50 | 10.00 | 10.43 | 9.36 | 0.50 | 0.43
| | HSP | 1 | 39.99 | 40.25 | 39.84 | 40.21 | 38.41 | 0.26 | 0.22
| | HYSL | 1 | 51.55 | 51.59 | 51.52 | 51.54 | 51.50 | 0.04 | -0.01
| | NXL | 1 | 33.25 | 33.34 | 33.23 | 33.30 | 33.10 | 0.09 | 0.05
| | OSI | 1 | 39.95 | 39.98 | 39.60 | 39.75 | 40.08 | 0.03 | -0.20
| | PALM | 2 | 17.43 | 17.64 | 17.12 | 17.15 | 16.55 | 0.21 | -0.28
| | STTS | 1 | 11.88 | 11.92 | 11.88 | 11.90 | 10.65 | 0.04 | 0.02
| | 12 | | 384.78 | | | | | 3.29 | 0.20
|
[/Trading/Darvas/D200703]
permanent link
2007 Mar 08 - Thu
Perl Based Active Directory Authentication and Authorization
Most of the customers in which I install the monitoring server have an Active
Directory based organization. As such, the best mechanism for authenticating users onto the
web pages of the monitoring server is to check that they are valid members of an active
directory domain. Authorization to certain specific pages of the monitoring server can then
be authorized through group membership.
isADGroupMember.pm is a Perl Module designed to authorize a user through
Active Directory group membership. It performs a recursive group lookup to ensure the user
is somewhere in the hierarchy. It returns a 1 if the user is found in a group, and 0 if no
match is found.
You'll need to update four search parameters at the top of the module in order to work
with your Active Directory Organization. There is a base search path to act as the root of
the search. A user name and password are required for gaining access to Active Directory.
This will require appropriate rights to perform it search. There is a bind address used for
connecting to a global catalog server, which can be an ip address or a fqdn.
The user name will be a SAMAccount formatted name. The same for the group name. Each
are expanded out to their respective DistinguishedNames, which are then used for matching
purposes.
The AuthNTLM module can be used for automatically supplying the user name used
in the lookup. In the solution I'm building, AuthNTLM will take the user name it
automatically obtained from the browser session and place it into a session record in a
database. Mason's autohandler will then pull out the username when it pulls session
information and then use isADGroupMember to authorize access to any given web page.
[/OpenSource/Debian/Monitoring]
permanent link
Darvas Selections for 2007/03/08
Here are the selections for Thursday.
These lists have the Darvas stop calculated in the second column.
|
Start: 2007-02-07 High: 2007-03-02 EOD: 2007-03-07
| Symbol | Stop |
| CECO | 29.85
| | DF | 46.03
| | GT | 27.90
| | HLIT | 9.36
| | OSI | 40.08
| | PALM | 16.55
|
|
Start: 2007-02-07 High: 2007-03-01 EOD: 2007-03-07
| Symbol | Stop |
| GT | 27.90
| | HLIT | 9.36
| | HYSL | 51.50
| | STTS | 10.65
|
|
Start: 2007-02-07 High: 2007-02-28 EOD: 2007-03-07
| Symbol | Stop |
| ABT | 54.28
| | AKS | 22.03
| | HSP | 38.41
| | NXL | 33.10
| | PALM | 16.55
|
|
[/Trading/Darvas/D200703]
permanent link
2007 Mar 07 - Wed
Darvas Results at EOD 2007/03/07 with EOD Signal of 2007/03/06
In comparison, the Dow Jones Industrial Index
opened at 12204,
had a higher high of 12256,
had a higher low of 12178,
and closed down for the day at 12192.
The equity curve for Darvas follows the Dow directionally quite closely.
| Symbol | # | Open | High | Low | Close | Stop | O->H | O->C |
| ABT | 2 | 52.65 | 52.99 | 52.55 | 52.69 | 54.28 | 0.34 | 0.04
| | AKS | 1 | 22.23 | 22.74 | 22.05 | 22.16 | 22.03 | 0.51 | -0.07
| | BRCD | 1 | 9.77 | 9.96 | 9.58 | 9.60 | 9.36 | 0.19 | -0.17
| | CECO | 1 | 30.12 | 30.24 | 29.91 | 29.96 | 29.85 | 0.12 | -0.16
| | CMS | 1 | 17.13 | 17.40 | 17.07 | 17.18 | 17.02 | 0.27 | 0.05
| | GT | 1 | 28.40 | 28.88 | 28.30 | 28.48 | 27.90 | 0.48 | 0.08
| | HLIT | 1 | 9.62 | 9.91 | 9.58 | 9.86 | 9.36 | 0.29 | 0.24
| | HSP | 1 | 38.95 | 39.92 | 38.75 | 39.90 | 38.41 | 0.97 | 0.95
| | HYSL | 1 | 51.52 | 51.56 | 51.51 | 51.55 | 48.90 | 0.04 | 0.03
| | NXL | 1 | 33.19 | 33.19 | 33.14 | 33.15 | 33.10 | 0.00 | -0.04
| | PALM | 1 | 17.16 | 17.50 | 17.08 | 17.27 | 16.55 | 0.34 | 0.11
| | RSH | 1 | 25.44 | 25.76 | 25.29 | 25.46 | 24.80 | 0.32 | 0.02
| | STTS | 1 | 11.82 | 11.90 | 11.80 | 11.89 | 10.65 | 0.08 | 0.07
| | WY | 1 | 84.50 | 84.96 | 83.10 | 84.15 | 83.50 | 0.46 | -0.35
| | 14 | | 399.31 | | | | | 4.41 | 0.80
|
[/Trading/Darvas/D200703]
permanent link
2007 Mar 06 - Tue
Darvas Selections for 2007/03/0
Here are the selections for Wednesday.
These lists have the Darvas stop calculated in the second column.
|
Start: 2007-02-06 High: 2007-03-01 EOD: 2007-03-06
| Symbol | Stop |
| GT | 27.90
| | HLIT | 9.36
| | HYSL | 48.90
| | STTS | 10.65
|
|
Start: 2007-02-06 High: 2007-02-28 EOD: 2007-03-06
| Symbol | Stop |
| ABT | 54.28
| | AKS | 22.03
| | HSP | 38.41
| | NXL | 33.10
| | PALM | 16.55
|
|
Start: 2007-02-06 High: 2007-02-27 EOD: 2007-03-06
| Symbol | Stop |
| ABT | 54.28
| | BRCD | 9.36
| | CECO | 29.85
| | CMS | 17.02
| | RSH | 24.80
| | WY | 83.50
|
|
[/Trading/Darvas/D200703]
permanent link
Darvas Results at EOD 2007/03/06 with EOD Signal of 2007/03/05
In comparison, the Dow Jones Industrial Index
opened at 12051,
had a higher high of 12224,
had a higher low of 12050,
and closed up for the day at 12207.
The equity curve for Darvas follows the Dow directionally quite closely.
| Symbol | # | Open | High | Low | Close | Stop | O->H | O->C |
| ABT | 3 | 53.00 | 53.08 | 52.37 | 52.87 | 54.28 | 0.08 | -0.13
| | ADP | 1 | 48.72 | 48.94 | 48.38 | 48.80 | 50.33 | 0.22 | 0.08
| | AEP | 1 | 44.70 | 45.50 | 44.38 | 45.33 | 45.37 | 0.80 | 0.63
| | AHG | 1 | 30.55 | 31.00 | 30.01 | 30.59 | 31.11 | 0.45 | 0.04
| | AKS | 1 | 21.79 | 22.41 | 21.60 | 22.21 | 22.03 | 0.62 | 0.42
| | AMCC | 1 | 3.60 | 3.73 | 3.58 | 3.67 | 3.68 | 0.13 | 0.07
| | AXL | 1 | 23.75 | 24.37 | 23.47 | 24.25 | 25.82 | 0.62 | 0.50
| | BDN | 1 | 34.32 | 34.78 | 34.10 | 34.36 | 34.02 | 0.46 | 0.04
| | BRCD | 1 | 9.63 | 9.83 | 9.53 | 9.80 | 9.36 | 0.20 | 0.17
| | CECO | 1 | 29.78 | 30.23 | 29.41 | 30.09 | 29.85 | 0.45 | 0.31
| | CEG | 1 | 76.75 | 78.21 | 76.40 | 78.21 | 77.42 | 1.46 | 1.46
| | CERN | 1 | 51.81 | 52.20 | 51.30 | 52.12 | 53.55 | 0.39 | 0.31
| | CMS | 2 | 16.86 | 17.25 | 16.82 | 17.20 | 17.02 | 0.39 | 0.34
| | CNP | 1 | 17.09 | 17.50 | 17.05 | 17.41 | 18.31 | 0.41 | 0.32
| | CTV | 1 | 37.70 | 39.00 | 37.28 | 38.71 | 36.91 | 1.30 | 1.01
| | D | 1 | 84.12 | 84.75 | 83.99 | 84.68 | 84.70 | 0.63 | 0.56
| | DYN | 1 | 8.01 | 8.23 | 7.92 | 8.23 | 7.75 | 0.22 | 0.22
| | ED | 1 | 47.73 | 48.30 | 47.46 | 48.17 | 49.25 | 0.57 | 0.44
| | EIX | 1 | 47.73 | 48.67 | 47.60 | 48.37 | 46.19 | 0.94 | 0.64
| | EQ | 1 | 51.47 | 52.51 | 50.95 | 52.35 | 57.05 | 1.04 | 0.88
| | ESLR | 1 | 9.39 | 9.82 | 9.39 | 9.79 | 10.68 | 0.43 | 0.40
| | FE | 1 | 61.30 | 62.18 | 61.26 | 61.95 | 64.35 | 0.88 | 0.65
| | GILD | 1 | 70.35 | 71.22 | 69.59 | 70.72 | 73.25 | 0.87 | 0.37
| | HES | 1 | 51.00 | 51.57 | 50.60 | 51.50 | 55.06 | 0.57 | 0.50
| | HSP | 1 | 38.96 | 39.45 | 38.80 | 38.95 | 38.45 | 0.49 | -0.01
| | IR | 1 | 42.48 | 43.20 | 42.32 | 42.99 | 43.81 | 0.72 | 0.51
| | KLAC | 1 | 51.73 | 51.74 | 50.80 | 51.15 | 53.65 | 0.01 | -0.58
| | LLTC | 1 | 32.20 | 32.43 | 31.93 | 32.33 | 33.64 | 0.23 | 0.13
| | NBL | 1 | 57.17 | 58.03 | 57.04 | 58.02 | 57.06 | 0.86 | 0.85
| | NRG | 1 | 67.25 | 68.41 | 67.06 | 67.93 | 65.79 | 1.16 | 0.68
| | NSM | 1 | 25.17 | 25.37 | 24.83 | 24.95 | 25.58 | 0.20 | -0.22
| | NTES | 1 | 19.41 | 19.89 | 19.38 | 19.84 | 20.60 | 0.48 | 0.43
| | NVTL | 2 | 13.47 | 13.99 | 13.47 | 13.97 | 12.80 | 0.52 | 0.50
| | NXL | 1 | 33.13 | 33.23 | 33.12 | 33.14 | 32.14 | 0.10 | 0.01
| | ONNN | 1 | 9.50 | 9.78 | 9.40 | 9.75 | 10.68 | 0.28 | 0.25
| | PAAS | 1 | 27.10 | 27.98 | 27.03 | 27.87 | 31.52 | 0.88 | 0.77
| | PALM | 1 | 16.90 | 17.39 | 16.85 | 17.31 | 16.55 | 0.49 | 0.41
| | PAYX | 1 | 39.42 | 40.08 | 39.33 | 39.84 | 41.93 | 0.66 | 0.42
| | PD | 1 | 123.02 | 124.59 | 123.02 | 124.38 | 126.95 | 1.57 | 1.36
| | PPL | 1 | 37.35 | 37.91 | 37.26 | 37.86 | 38.17 | 0.56 | 0.51
| | RIMM | 1 | 137.10 | 137.74 | 135.23 | 135.60 | 139.74 | 0.64 | -1.50
| | RRC | 1 | 30.25 | 30.60 | 29.88 | 30.25 | 31.25 | 0.35 | 0.00
| | RRI | 1 | 17.09 | 17.16 | 16.93 | 16.96 | 17.06 | 0.07 | -0.13
| | RSH | 1 | 24.78 | 25.57 | 24.53 | 25.45 | 24.80 | 0.79 | 0.67
| | SONS | 1 | 6.89 | 7.09 | 6.79 | 6.98 | 7.23 | 0.20 | 0.09
| | STM | 1 | 18.84 | 18.89 | 18.61 | 18.79 | 19.92 | 0.05 | -0.05
| | STP | 1 | 35.08 | 35.92 | 34.87 | 35.76 | 36.70 | 0.84 | 0.68
| | USG | 1 | 52.04 | 52.55 | 51.11 | 51.71 | 57.74 | 0.51 | -0.33
| | USU | 1 | 13.51 | 14.36 | 13.49 | 14.25 | 14.98 | 0.85 | 0.74
| | VSEA | 1 | 46.84 | 48.18 | 46.79 | 47.70 | 47.22 | 1.34 | 0.86
| | WY | 2 | 85.30 | 86.65 | 85.01 | 86.20 | 83.50 | 1.35 | 0.90
| | WYN | 1 | 34.07 | 34.59 | 33.96 | 34.38 | 35.10 | 0.52 | 0.31
| | XLU | 1 | 37.82 | 38.13 | 37.67 | 38.13 | 39.17 | 0.31 | 0.31
| | 53 | | 2105.02 | | | | | 31.16 | 18.80
|
[/Trading/Darvas/D200703]
permanent link
2007 Mar 05 - Mon
Darvas Selections for 2007/03/06
Here are the selections for Tuesday.
These lists have the Darvas stop calculated in the second column.
|
Start: 2007-02-05 High: 2007-02-28 EOD: 2007-03-05
| Symbol | Stop |
| ABT | 54.28
| | AKS | 22.03
| | HSP | 38.45
| | NVTL | 12.80
| | NXL | 32.14
| | PALM | 16.55
|
|
Start: 2007-02-05 High: 2007-02-27 EOD: 2007-03-05
| Symbol | Stop |
| ABT | 54.28
| | BRCD | 9.36
| | CECO | 29.85
| | CMS | 17.02
| | RSH | 24.80
| | WY | 83.50
|
|
Start: 2007-02-05 High: 2007-02-26 EOD: 2007-03-05
| Symbol | Stop |
| ABT | 54.28
| | ADP | 50.33
| | AEP | 45.37
| | AHG | 31.11
| | AMCC | 3.68
| | AXL | 25.82
| | BDN | 34.02
| | BGO | 6.20
| | CEG | 77.42
| | CERN | 53.55
| | CMS | 17.02
| | CNP | 18.31
| | CTV | 36.91
| | D | 84.70
| | DYN | 7.75
| | ED | 49.25
| | EIX | 46.19
| | EQ | 57.05
| | ESLR | 10.68
| | FE | 64.35
| | GILD | 73.25
| | HES | 55.06
| | IR | 43.81
| | KLAC | 53.65
| | LLTC | 33.64
| | NBL | 57.06
| | NRG | 65.79
| | NSM | 25.58
| | NTES | 20.60
| | NVTL | 12.80
| | ONNN | 10.68
| | PAAS | 31.52
| | PAYX | 41.93
| | PD | 126.95
| | PPL | 38.17
| | RIMM | 139.74
| | RRC | 31.25
| | RRI | 17.06
| | SONS | 7.23
| | STM | 19.92
| | STP | 36.70
| | USG | 57.74
| | USU | 14.98
| | VSEA | 47.22
| | WY | 83.50
| | WYN | 35.10
| | XLU | 39.17
|
|
[/Trading/Darvas/D200703]
permanent link
Darvas Results at EOD 2007/03/05 with EOD Signal of 2007/03/02
In comparison, the Dow Jones Industrial Index
opened at 12111,
had a lower high of 12188,
had a lower low of 12039,
and closed down for the day at 12050.
The Dow did a fine job of going up and down over the course of the day. It did finally end down for the day.
The results, as shown below, indicated a slightly negative exit for the day. The equity curve
followed the Dow reasonably well. So, if we had mostly negative sentiment for the day, getting out around 10:20 or
11:20 would have been good calls for a positive return.
| Symbol | # | Open | High | Low | Close | Stop | O->H | O->C |
| ABT | 2 | 52.80 | 53.59 | 52.72 | 52.75 | 54.28 | 0.79 | -0.05
| | ADI | 1 | 35.00 | 35.99 | 34.91 | 35.10 | 36.64 | 0.99 | 0.10
| | ADP | 1 | 48.00 | 48.89 | 47.80 | 48.47 | 50.33 | 0.89 | 0.47
| | AEP | 1 | 44.87 | 44.95 | 44.28 | 44.30 | 45.37 | 0.08 | -0.57
| | ALTR | 1 | 20.11 | 20.39 | 19.87 | 19.87 | 21.48 | 0.28 | -0.24
| | AMCC | 1 | 3.57 | 3.64 | 3.48 | 3.53 | 3.68 | 0.07 | -0.04
| | ATI | 1 | 95.50 | 97.42 | 94.37 | 94.44 | 104.00 | 1.92 | -1.06
| | AUY | 1 | 13.24 | 13.52 | 12.60 | 12.86 | 15.25 | 0.28 | -0.38
| | AXL | 2 | 23.38 | 23.90 | 23.13 | 23.58 | 25.82 | 0.52 | 0.20
| | BBBY | 1 | 39.34 | 39.50 | 39.05 | 39.13 | 42.34 | 0.16 | -0.21
| | BBI | 1 | 6.45 | 6.55 | 6.27 | 6.30 | 6.91 | 0.10 | -0.15
| | BDN | 1 | 34.42 | 34.57 | 33.53 | 33.53 | 34.02 | 0.15 | -0.89
| | BRCD | 1 | 8.94 | 9.95 | 8.84 | 9.44 | 8.83 | 1.01 | 0.50
| | CECO | 2 | 29.99 | 30.31 | 29.40 | 29.73 | 29.85 | 0.32 | -0.26
| | CEG | 1 | 77.56 | 77.85 | 76.51 | 76.51 | 77.42 | 0.29 | -1.05
| | CERN | 2 | 50.34 | 51.87 | 49.75 | 51.09 | 53.28 | 1.53 | 0.75
| | CF | 1 | 35.99 | 38.31 | 35.02 | 37.20 | 38.11 | 2.32 | 1.21
| | CMS | 2 | 16.85 | 17.17 | 16.81 | 16.86 | 17.02 | 0.32 | 0.01
| | CNP | 1 | 17.40 | 17.40 | 17.07 | 17.09 | 18.31 | 0.00 | -0.31
| | D | 1 | 84.73 | 85.00 | 83.71 | 83.82 | 84.70 | 0.27 | -0.91
| | ED | 2 | 47.94 | 48.01 | 47.47 | 47.56 | 49.25 | 0.07 | -0.38
| | EQ | 2 | 53.39 | 53.39 | 51.00 | 51.36 | 57.05 | 0.00 | -2.03
| | ESLR | 1 | 9.12 | 9.40 | 9.09 | 9.26 | 10.68 | 0.28 | 0.14
| | FE | 1 | 61.20 | 62.07 | 60.85 | 61.20 | 64.35 | 0.87 | 0.00
| | GILD | 1 | 69.75 | 71.41 | 69.33 | 69.99 | 73.25 | 1.66 | 0.24
| | HES | 2 | 49.50 | 51.15 | 49.05 | 50.52 | 55.06 | 1.65 | 1.02
| | HL | 1 | 7.45 | 7.68 | 7.18 | 7.44 | 8.40 | 0.23 | -0.01
| | IR | 2 | 41.76 | 42.75 | 41.66 | 42.18 | 44.00 | 0.99 | 0.42
| | JOYG | 1 | 41.53 | 42.34 | 40.36 | 41.43 | 52.94 | 0.81 | -0.10
| | KLAC | 2 | 49.88 | 51.98 | 49.75 | 51.13 | 53.65 | 2.10 | 1.25
| | LLTC | 2 | 31.94 | 32.47 | 31.71 | 31.75 | 33.64 | 0.53 | -0.19
| | LYO | 1 | 30.43 | 31.04 | 30.41 | 30.48 | 32.20 | 0.61 | 0.05
| | NBL | 2 | 56.20 | 57.08 | 56.04 | 56.71 | 57.06 | 0.88 | 0.51
| | NRG | 2 | 67.20 | 68.06 | 66.62 | 67.01 | 65.79 | 0.86 | -0.19
| | NSM | 1 | 24.60 | 25.29 | 24.40 | 24.89 | 25.58 | 0.69 | 0.29
| | NTES | 1 | 19.75 | 19.76 | 19.06 | 19.13 | 20.60 | 0.01 | -0.62
| | NVTL | 2 | 13.19 | 13.46 | 13.07 | 13.33 | 12.80 | 0.27 | 0.14
| | NYB | 1 | 16.54 | 16.76 | 16.50 | 16.59 | 17.35 | 0.22 | 0.05
| | ONNN | 2 | 9.38 | 9.74 | 9.19 | 9.21 | 10.46 | 0.36 | -0.17
| | PAAS | 2 | 26.16 | 27.56 | 26.00 | 26.43 | 31.52 | 1.40 | 0.27
| | PAYX | 2 | 39.15 | 39.87 | 38.93 | 39.50 | 41.93 | 0.72 | 0.35
| | PD | 2 | 122.43 | 123.47 | 121.75 | 122.29 | 126.95 | 1.04 | -0.14
| | PENN | 1 | 45.02 | 46.07 | 44.66 | 44.66 | 44.24 | 1.05 | -0.36
| | PPL | 2 | 37.57 | 37.75 | 37.19 | 37.23 | 38.17 | 0.18 | -0.34
| | PWR | 2 | 22.01 | 22.40 | 21.65 | 21.67 | 23.31 | 0.39 | -0.34
| | RIMM | 1 | 131.70 | 136.44 | 131.18 | 134.52 | 139.74 | 4.74 | 2.82
| | RRC | 2 | 30.57 | 30.95 | 29.76 | 29.76 | 31.25 | 0.38 | -0.81
| | RRI | 1 | 17.08 | 17.20 | 16.86 | 16.87 | 17.06 | 0.12 | -0.21
| | RSH | 1 | 24.35 | 24.70 | 24.04 | 24.42 | 24.80 | 0.35 | 0.07
| | SIRF | 1 | 27.32 | 28.30 | 27.10 | 27.43 | 31.70 | 0.98 | 0.11
| | SONS | 1 | 7.16 | 7.18 | 6.63 | 6.67 | 7.23 | 0.02 | -0.49
| | STM | 2 | 18.42 | 18.79 | 18.41 | 18.49 | 19.92 | 0.37 | 0.07
| | STP | 1 | 32.45 | 34.44 | 32.45 | 33.88 | 36.70 | 1.99 | 1.43
| | TSM | 1 | 9.90 | 10.46 | 9.80 | 10.11 | 11.30 | 0.56 | 0.21
| | USG | 1 | 52.12 | 52.55 | 51.33 | 51.48 | 57.74 | 0.43 | -0.64
| | USU | 2 | 13.40 | 13.85 | 13.14 | 13.24 | 14.98 | 0.45 | -0.16
| | VSEA | 1 | 45.42 | 47.37 | 45.20 | 46.20 | 47.22 | 1.95 | 0.78
| | WYN | 2 | 34.45 | 34.50 | 33.82 | 33.86 | 35.10 | 0.05 | -0.59
| | XLU | 2 | 37.91 | 38.21 | 37.47 | 37.57 | 39.17 | 0.30 | -0.34
| | 59 | | 2143.03 | | | | | 42.85 | -0.77
|
[/Trading/Darvas/D200703]
permanent link
2007 Mar 04 - Sun
Trading Site of the Day -- Option Strategies: Profits in a Consistent Universe
I havn't tried the strategy myself, but the Option Strategies offers up simple options transactions with guaranteed
results each month. They use a set of 13 underlying instruments and offer up various options
trades for this set of symbols. In their historical profiles, some months are not traded, but for
the months that are traded, things seem to be profitable. They offer up their system for a one
time fee of $999. Any one tried them out?
[/Trading/SiteOfTheDay/D200703]
permanent link
Darvas Selections for 2007/03/05
Here are the selections for Monday.
These lists have the Darvas stop calculated in the second column.
|
Start: 2007-02-02 High: 2007-02-27 EOD: 2007-03-02
| Symbol | Stop |
| ABT | 54.28
| | BRCD | 8.83
| | CECO | 29.85
| | CMS | 17.02
| | RSH | 24.80
|
|
Start: 2007-02-02 High: 2007-02-26 EOD: 2007-03-02
| Symbol | Stop |
| ABT | 54.28
| | ADP | 50.33
| | AEP | 45.37
| | AMCC | 3.68
| | AXL | 25.82
| | BDN | 34.02
| | BGO | 6.20
| | CEG | 77.42
| | CERN | 53.28
| | CMS | 17.02
| | CNP | 18.31
| | D | 84.70
| | ED | 49.25
| | EQ | 57.05
| | ESLR | 10.68
| | FE | 64.35
| | GILD | 73.25
| | HES | 55.06
| | IR | 44.00
| | KLAC | 53.65
| | LLTC | 33.64
| | LYO | 32.20
| | NBL | 57.06
| | NRG | 65.79
| | NSM | 25.58
| | NTES | 20.60
| | NVTL | 12.80
| | ONNN | 10.46
| | PAAS | 31.52
| | PAYX | 41.93
| | PD | 126.95
| | PPL | 38.17
| | PWR | 23.31
| | RIMM | 139.74
| | RRC | 31.25
| | RRI | 17.06
| | SONS | 7.23
| | STM | 19.92
| | STP | 36.70
| | USG | 57.74
| | USU | 14.98
| | VSEA | 47.22
| | WYN | 35.10
| | XLU | 39.17
|
|
Start: 2007-02-02 High: 2007-02-23 EOD: 2007-03-02
| Symbol | Stop |
| ADI | 36.64
| | ALTR | 21.48
| | ATI | 104.00
| | AUY | 15.25
| | AXL | 25.82
| | BBBY | 42.34
| | BBI | 6.91
| | BGO | 6.20
| | CECO | 29.85
| | CERN | 53.28
| | CF | 38.11
| | ED | 49.25
| | EQ | 57.05
| | HES | 55.06
| | HL | 8.40
| | IR | 44.00
| | JOYG | 52.94
| | KLAC | 53.65
| | LLTC | 33.64
| | NBL | 57.06
| | NRG | 65.79
| | NVTL | 12.80
| | NYB | 17.35
| | ONNN | 10.46
| | PAAS | 31.52
| | PAYX | 41.93
| | PD | 126.95
| | PENN | 44.24
| | PPL | 38.17
| | PWR | 23.31
| | RRC | 31.25
| | SIRF | 31.70
| | STM | 19.92
| | TSM | 11.30
| | USU | 14.98
| | WYN | 35.10
| | XLU | 39.17
|
|
[/Trading/Darvas/D200703]
permanent link
SmartQuant QuantDeveloper & DataCenter Release
SmartQuant has released a revision
to DataCenter and
QuantDeveloper. DataCenter and QuantDeveloper are at the following revision levels:
DataCenter
Version 2.1.7 (01-Mar-2007)
QuantDeveloper Enterprise Edition
Version 2.4.4 (28-Feb-2007)
[/Trading/SmartQuant/Releases]
permanent link
2007 Mar 03 - Sat
Apache Web Page NTLM Authentication
In continuation of a previous article regarding NTLM authentication and authorization of
web pages on an Apache Web Server, I've made some progress with integration.
The web server will now automatically accept MS IE users with passthrough authentication
so they are automatically authenticated to view web server pages. Well... users who are
hardcoded currently. All other users are rejected.
I used the perl module Apache2::AuthenNTLM from CPAN, and wrapped a module called
OneUnified::AuthNTLM around it to
obtain some hooks into the original module's operation.
Here is the code I inserted into /etc/apache2/sites-enabled/000-default in order to
activate the module:
PerlAuthenHandler OneUnified::AuthNTLM
AuthType ntlm,basic
AuthName ntdomainname
require valid-user
PerlAddVar ntdomain "ntdomainname globalcat1 globalcat2"
PerlSetVar defaultdomain ntdomainname
PerlSetVar splitdomainprefix 1
PerlSetVar ntlmdebug 0
PerlSetVar ntlmauthoritative 0
# PerlSetVar fallbackdomain fallbackdomain
I originally used the fallbackdomain to invoke a secondary login prompt for non domain
members, but it appears to lock the module up for some reason. It is commented out for the
time being.
For now, OneUnified::AuthNTLM overrides the verify_user subroutine and manually accepts
certain userid's. The next step will be to incorporate the group look up code.
Not all of them are used at the moment, but here are some Perl modules for use with
session management. They go into the /usr/local/lib/site_perl/OneUnified directory.
- AuthNTLM.pm: wrapper around Apache2::AuthenNTLM
- Const.pm:
used in the Mason autohandler file (to be introduced later).
- Session.pm: will handle session management stuff
- ValidateFields.pm: some web form validation checks
- ou.sql: latest database schema
for various things, including session management and the ciscowatcher.pl script
[/OpenSource/Debian/Monitoring]
permanent link
2007 Mar 02 - Fri
Darvas Results at EOD 2007/03/02 with EOD Signal of 2007/03/01
In comparison, the Dow Jones Industrial Index
opened at 12233,
had a lower high of 12247,
had a higher low of 12107,
and closed down for the day at 12114.
| Symbol | # | Open | High | Low | Close | Stop | O->H | O->C |
| ABT | 1 | 53.53 | 53.65 | 52.58 | 53.01 | 54.28 | 0.12 | -0.52
| | ADI | 2 | 36.15 | 36.37 | 35.18 | 35.35 | 36.64 | 0.22 | -0.80
| | ADP | 1 | 49.76 | 49.76 | 48.68 | 48.68 | 50.33 | 0.00 | -1.08
| | AEP | 1 | 45.38 | 45.59 | 44.85 | 44.87 | 45.37 | 0.21 | -0.51
| | AKS | 1 | 22.90 | 23.20 | 21.30 | 21.79 | 22.03 | 0.30 | -1.11
| | ALTR | 2 | 20.48 | 20.68 | 20.21 | 20.26 | 21.48 | 0.20 | -0.22
| | AMCC | 1 | 3.71 | 3.77 | 3.57 | 3.63 | 3.68 | 0.06 | -0.08
| | AMKR | 1 | 11.72 | 11.83 | 11.31 | 11.32 | 12.04 | 0.11 | -0.40
| | ATHR | 1 | 24.79 | 25.20 | 24.08 | 24.31 | 26.71 | 0.41 | -0.48
| | ATI | 2 | 100.00 | 101.48 | 95.95 | 97.06 | 104.51 | 1.48 | -2.94
| | AUY | 2 | 13.84 | 14.10 | 13.39 | 13.77 | 15.25 | 0.26 | -0.07
| | AXL | 2 | 24.30 | 24.32 | 23.64 | 23.65 | 25.82 | 0.02 | -0.65
| | BBBY | 1 | 39.75 | 40.18 | 39.50 | 39.55 | 42.54 | 0.43 | -0.20
| | BBI | 1 | 6.77 | 6.86 | 6.50 | 6.52 | 6.91 | 0.09 | -0.25
| | BDN | 1 | 35.01 | 35.16 | 34.56 | 34.56 | 34.02 | 0.15 | -0.45
| | BG | 1 | 79.60 | 79.60 | 76.81 | 76.97 | 84.03 | 0.00 | -2.63
| | BNI | 1 | 78.48 | 78.98 | 77.40 | 77.53 | 84.57 | 0.50 | -0.95
| | CA | 1 | 25.86 | 25.86 | 25.47 | 25.49 | 25.45 | 0.00 | -0.37
| | CECO | 1 | 29.79 | 31.85 | 29.79 | 30.25 | 29.85 | 2.06 | 0.46
| | CEG | 1 | 79.09 | 79.09 | 77.79 | 77.81 | 77.42 | 0.00 | -1.28
| | CERN | 3 | 52.00 | 52.07 | 50.67 | 50.67 | 53.28 | 0.07 | -1.33
| | CF | 2 | 37.60 | 38.43 | 36.20 | 36.56 | 38.11 | 0.83 | -1.04
| | CHL | 1 | 45.43 | 46.27 | 44.87 | 45.00 | 49.57 | 0.84 | -0.43
| | CMS | 1 | 17.35 | 17.36 | 17.04 | 17.07 | 17.02 | 0.01 | -0.28
| | CNP | 2 | 17.15 | 17.63 | 17.03 | 17.50 | 18.31 | 0.48 | 0.35
| | CTSH | 1 | 88.45 | 88.93 | 86.92 | 86.93 | 91.00 | 0.48 | -1.52
| | D | 1 | 85.45 | 85.68 | 85.00 | 85.00 | 84.70 | 0.23 | -0.45
| | DD | 2 | 50.79 | 50.95 | 49.83 | 50.09 | 52.95 | 0.16 | -0.70
| | ED | 3 | 48.60 | 48.63 | 48.06 | 48.08 | 49.25 | 0.03 | -0.52
| | EQ | 2 | 54.89 | 55.06 | 53.34 | 53.39 | 57.05 | 0.17 | -1.50
| | ESLR | 1 | 9.74 | 9.90 | 9.35 | 9.41 | 10.68 | 0.16 | -0.33
| | FAF | 1 | 47.22 | 48.27 | 46.96 | 47.82 | 46.70 | 1.05 | 0.60
| | FE | 1 | 62.50 | 62.59 | 61.65 | 61.65 | 64.35 | 0.09 | -0.85
| | GILD | 2 | 70.35 | 71.50 | 69.76 | 70.44 | 73.25 | 1.15 | 0.09
| | GS | 1 | 198.20 | 200.92 | 195.59 | 195.67 | 219.26 | 2.72 | -2.53
| | GT | 1 | 26.16 | 27.88 | 26.03 | 27.19 | 25.85 | 1.72 | 1.03
| | HES | 2 | 52.97 | 53.29 | 51.11 | 51.42 | 55.06 | 0.32 | -1.55
| | HL | 2 | 7.78 | 7.93 | 7.50 | 7.56 | 8.40 | 0.15 | -0.22
| | HLT | 1 | 34.15 | 35.46 | 34.15 | 34.69 | 35.84 | 1.31 | 0.54
| | HLTH | 1 | 14.72 | 14.81 | 14.57 | 14.60 | 15.48 | 0.09 | -0.12
| | IR | 3 | 43.08 | 43.35 | 42.43 | 42.61 | 44.00 | 0.27 | -0.47
| | JBHT | 1 | 26.30 | 26.40 | 25.80 | 25.81 | 27.48 | 0.10 | -0.49
| | JOYG | 2 | 43.25 | 43.36 | 42.40 | 42.40 | 52.94 | 0.11 | -0.85
| | KLAC | 2 | 50.50 | 51.16 | 49.51 | 49.91 | 53.65 | 0.66 | -0.59
| | LLTC | 2 | 32.81 | 32.94 | 32.08 | 32.08 | 33.64 | 0.13 | -0.73
| | LM | 1 | 101.88 | 103.12 | 99.43 | 99.43 | 109.03 | 1.24 | -2.45
| | LWSN | 1 | 7.67 | 7.88 | 7.67 | 7.75 | 8.44 | 0.21 | 0.08
| | LYO | 1 | 31.84 | 32.00 | 30.70 | 31.05 | 32.48 | 0.16 | -0.79
| | MET | 1 | 62.95 | 63.12 | 62.17 | 62.48 | 65.79 | 0.17 | -0.47
| | MHS | 1 | 68.16 | 68.47 | 66.63 | 66.63 | 67.57 | 0.31 | -1.53
| | NBL | 3 | 57.03 | 57.78 | 56.89 | 57.38 | 57.06 | 0.75 | 0.35
| | NIHD | 1 | 69.99 | 70.48 | 69.15 | 69.31 | 70.54 | 0.49 | -0.68
| | NRG | 3 | 67.18 | 68.40 | 67.12 | 67.42 | 65.79 | 1.22 | 0.24
| | NSM | 1 | 25.20 | 25.47 | 24.77 | 24.96 | 25.58 | 0.27 | -0.24
| | NTES | 2 | 20.07 | 20.48 | 19.76 | 19.91 | 20.60 | 0.41 | -0.16
| | NVTL | 2 | 13.12 | 13.44 | 13.10 | 13.33 | 12.80 | 0.32 | 0.21
| | NYB | 2 | 16.94 | 16.99 | 16.75 | 16.77 | 17.35 | 0.05 | -0.17
| | OMC | 1 | 103.33 | 103.90 | 102.62 | 103.12 | 100.61 | 0.57 | -0.21
| | OMX | 1 | 50.90 | 51.00 | 49.98 | 50.24 | 51.85 | 0.10 | -0.66
| | ONNN | 3 | 9.68 | 9.87 | 9.41 | 9.49 | 10.46 | 0.19 | -0.19
| | PAAS | 3 | 27.54 | 28.48 | | |