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MAS - object-oriented financial analysis software


Written by Jim Cochrane.

mas10.zip (574,685 bytes) source code only, executables are available from the ftp site below
ftp://ftp.dimensional.com/users/jtc/mas (MAS FTP site)


The Market Analysis System (MAS) is a client/server application that provides tools for analysis of financial markets, with the goal of helping its user make better buying and selling decisions and to help save time by automating some tasks that would otherwise be done by hand.

MAS has two main components: the Market Analysis System Server (also known as Market Analysis Server) and the Market Analysis GUI Client. The server provides the capability to apply technical analysis[1] indicators to market data. Additionally, the server allows the user to specify a set of criteria (using one more more technical indicators) and apply those criteria to market data, generating buy and sell signals for markets that meet the criteria.[2]

The current version of the MAS server runs on Linux/Intel systems. The GUI Client is written in Java and should run on any system with a Java runtime environment.

The Market Analysis GUI Client (MAGC) provides basic charting facilities, using the server to obtain market and indicator data. MAGC currently displays price data using either standard bar charts or candle charts.

MAS currently accepts daily stock and index data. In the future it will probably be expanded to accept other kinds of data, such as futures data.

Below is a summary of MAS's features.

Market Analysis Server (MAS)

Functionality:

System-defined technical indicators:

Current list of user-defined technical indicators:

Current list of market-analysis rules:

Market Analysis GUI Client (MAGC)

Functionality:

Provides charts of market and indicator data.
Obtains market and indicator data from the server via a network connection.
Provides choice of candles or price bars.
Provides choice of daily or weekly data.
Allows user to run several windows at a time.

[1] For those not familiar with technical analysis, it is a set of techniques for analyzing market data, using indicators such as trend lines, moving averages, price momentum, oscillators, etc. to identify changes in market trends. It is based on the observation that "prices move in trends which are determined by the changing attitudes of investors toward a variety of economic, monetary, political, and psychological forces." ["Technical Analysis Explained," by Martin J. Pring]

[2] For example, I currently have my system configured to issue a buy signal if Stochastic %D changes slope from negative to positive when below 30 and, no more than 28 days before that, the weekly MACD difference line crossed above the weekly MACD signal line. I have it configured to issue a sell signal for the opposite event - Stochastic %D slope change from positive to negative when above 70 and weekly MACD difference line crosses below weekly MACD signal line. I have configured my system so that this analysis is run each trading day after the end-of-day prices are available. I find that this process saves me a lot of time that would otherwise be spent filtering market data by hand.

Files

The files in this directory contain the executables and source code for the Market Analysis System (MAS). The server runs on Linux/Intel systems. The GUI client is written in Java and should run on any system with a Java runtime environment.

clientsrc1.0.tar.gz - source code for the GUI client (tar/gzip)
clientsrc1.0.zip - source code for the GUI client (zip)
mac1.0.tar.gz - executables for the GUI client (tar/gzip)
mac1.0.zip - executables for the GUI client (zip)
mas1.0.tar.gz - executables for the server (tar/gzip)
mas1.0.zip - executables for the server (zip)
serversrc1.0.tar.gz - source code for the server (tar/gzip)
serversrc1.0.zip - source code for the server (zip)
Description - description of some of MAS's features

Jim Cochrane
Dimensional Communications


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