The Historical Accuracies of Various Harmonic Patterns and their Fibonacci Ratios.
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The following downloadable spreadsheets pertain to the historical performance of the some of the most popular Harmonic Patterns used (typically) in Forex Trading. Some of them will not be downloadable in Excel format. If you want the document in Excel format, send me an email at: mail@harmonicpatterns.com
http://www.harmonicpatterns.com/forex
I compiled these results from a SQL server database containing 17 million rows of historical stock market data. The results are represented as the historical percent increase for the various ratios of the particular pattern.
The Excel spreadsheets may be downloaded for free. The Historical Stock Market Data in SQL Server format may be purchased as well. This will be referenced in greater detail in a different post although the link above will take you to where you need to go.
Fx traders have a particular affinity for Fibonacci Ratios and their correlation to these patterns..
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Telechart – The Best Technical Analysis Software – Hands Down!
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FXGroundWorks – The Leader in Advanced Harmonic Alerts, Mentoring and Pattern Recognition.
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VB.NET application to populate SQL tables using custom financial functions for the purpose of deriving historical technical indicator data
CLICK HERE FOR MORE INFORMATION
This custom .NET Application was created in order to build derived tables to hold historical technical indicator data. As such, it is not sold with any baseline or derived data. It is meant to be used in conjunction with your own baseline data in order to derive the historical indicator data. You will need the Ticker, Date, OHLC, and Volume. While we have our own fully populated database, we realize that there may be a desire on the part of others to use their own baseline data, build and populate their own tables, and create their own reports.
In the event that you wish to make an offer OR to avail yourselves of our already populated SQL database, please contact us at mail@olaptrader.com. Our Database tables contain 22 million rows and include 20 years of data for over 14,000 Stocks, ETF’s, and Indexes
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Historical Candlestick Patterns SQL Server Database
This SQL Server database consists of a table of Historical Candlestick Patterns which was extracted from its parent database. The database contains Historical Candlestick Patterns for over 14,000 Ticker symbols from 1988-2008. There are two primary key columns (Ticker & Date), plus 65 columns for the various Candlesticks. The price to purchase and download this database is $299.00
Exchanges and Symbols: Amex – 567 symbols Nasdaq – 5993 symbols Nyse – 3127 symbols Otcbb – 2121 symbols
Stocks, ETF’s and Indexes are all represented.
Here is a list of the Candlestick Patterns:
AbandonedBabyBottom
AbandonedBabyTop
AdvanceBlock
BearishBeltHoldLine
BearishCounterAttackLine
BearishEngulfingLine
BearishSeparatingLine
BlackHarami
BlackHaramiCross
BodyGapDown
BreakawayBear
BreakawayBull
BullishBeltHoldLine
BullishCounterAttackLine
BullishEngulfingLine
BullishSeparatingLine
DarkCloudCover
DeliberationBear
DeliberationBull
DragonflyDoji
EveningDojiStar
EveningStar
FallingThreeMethod
GravestoneDoji
Hammer
HangingMan
HighWave
InNeckLine
InvertedHammer
LadderBottom
LongLeggedDoji
MatHoldPattern
MeetingLinesBear
MeetingLinesBull
MorningDojiStar
MorningStar
OnNeck
OutsideBarFormation
PiercingLine
RisingThreeMethod
ShootingStar
SideBySideWhiteGappingDown
SideBySideWhiteGappingUp
StalledPattern
TasukiDownsideGap
TasukiUpsideGap
ThreeGapsDown
ThreeGapsUp
ThreeLineStrikeBear
ThreeLineStrikeBull
ThreeWhiteSoldiers
ThreeOutsideDown
ThreeOutsideUp
ThreeStarsInTheSouth
ThrustingLine
TriStarBear
TriStarBull
TweezersBottom
TweezersTop
UpsideGapTwoCrows
WesternGapDown
WesternGapUp
WhiteHaramiCross
WhiteHarami
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Historical Stock Market Data 100+ Technical Indicators – SQL Server – 20 Years of Data
This SQL Server database is comprised of a table which was extracted from its parent database. It is by far the most valuable of the tables and contains the most data. The database contains 20 years Historical Technical Indicator data (1988-2008) and is 100GB in size. There are 106 distinct technical indicators, many of which are highly specialized. Additional details are below. AN ENTIRE REPORTING APPLICATION can be built around the database. It is available in both SQL Server 2005 and 2008 formats. You may download the following sample database which contains one years’ worth of data–>HERE.
Columns include:
Ticker
Date
Absolute Breadth Index ABI
Accumulation Distribution Line
Accumulation Swing Index
Advance Decline Line
Advance Decline Line Breadth
Advance Decline Ratio
Advancing Declining Issues
Arms Index TRIN
Aroon
Aroon Oscillator
Average Directional Movement Index ADX
Average Directional Movement Rating ADXR
Average Price
Average True Range ATR
Bollinger Bands
Bollinger Band Width
Bolton Tremblay Indicator
Breadth Thrust
Bretz TRIN 5
Chaikin Money Flow
Chaikin Oscillator
Chaikin Volatility
Chande Momentum Oscillator CMO
Chicago Floor Trading Pivotal Point
Commodity Channel Index CCI
Commodity Selection Index CSI
Cumulative Volume Index CVI
DEMA
Demand Index
Detrended Price Oscillator DPO
Directional Movement Index DX
Directional Movement Index (+DI and -DI)
Down Average
Dynamic Momentum Index DMI
Ease of Movement
Exponential Moving Average
Forecast Oscillator
Ichimoku Kinko Hyo
Inertia
Intraday Momentum Index IMI
Least Squares Moving Average
Market Facilitation Index MFI
Mass Index
McClellan Oscillator
McClellan Summation
Median Price
MESA Sinewave
Momentum
Money Flow Index
Moving Average Convergence Divergence MACD
Negative Volume Index NVI
Net Momentum Oscillator NMO
On Balance Volume OBV
On Balance Volume Expanded System
On Balance Volume Moving
Open 10 TRIN
Overbought Oversold
Parabolic SAR
Percentage Volume Oscillator PVO
Performance Indicator
Positive Volume Index PVI
Price and Volume Trend PVT
Price Channels
Price Oscillator
Price Oscillator Percent
Price Volume Rank
Projection Bands
Projection Bandwidth
Projection Oscillator
Qstick
Random Walk Index RWI
Range Indicator
Relative Momentum Index RMI
Relative Strength Index RSI
Relative Volatility Index RVI
r squared
Simple Moving Average
Standard Error Bands
STIX
Stochastic Momentum Index SMI
Stochastic Oscillator
Stochastic RSI
Swing Index
T3
TEMA
Trend Score
Triangular Moving Average
TRIX
True Strength Index TSI
Ultimate Oscillator
Up Average
Upside Downside Ratio
Variable Moving Average
Vertical Horizontal Filter VHF
VIDYA
Volume Adjusted Moving Average
Weighted Close
Weighted Moving Average
Welles Wilder Moving Average
Welles Wilder Summation
Welles Wilder Volatility System
Williams%R
Williams Accumulation Distribution
Zero Lag Exponential Moving Average
Zig Zag
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Historical Stock Data SQL Server Database – 20 Years
This SQL Server database is used as the foundation for an Olap multi-dimensional cube. The database contains 22 million rows of Stock Market data from 1988-2008 and has been meticulously compiled and cleaned.
Exchanges and Symbols: Amex – 567 symbols Nasdaq – 5993 symbols Nyse – 3127 symbols Otcbb – 2121 symbols
Columns include: Ticker, Date, Open, High, Low, Close, Volume, Sector, Industry, Company Name and Exchange.
Drawbacks of other historical data sources:
- Many sources of historical data such as Yahoo Finance only allow you to download a very limited number of symbols at once. To attempt to gather years of historical stock data in this fashion is prohibitively time consuming.
- Other sources will allow you to buy historical data for thousands of ticker symbols but the data will often reside in thousands of separate excel spreadsheets or comma separated files (ascii format). The data from these sources needs to be combined and/or imported if one is desirous of organizing it in a fashion which lends itself to complex analysis such as in a relational database or data warehouse. Opening up thousands of individual spreadsheets to look for data is highly impractical while attempting to open a large ascii file in Excel can be difficult or impossible depending on the size of the file, the speed of the computer, or the version of Excel.
- Data which is contained in Metastock, Telechart, Quicken, .PRN-format or other proprietary programs are often very difficult to cleanly export to ascii (.txt or .csv). Unusual characters, spaces, varying date formats, and misaligned data is often a problem.
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Downloadable list of all ticker symbols with Exchange, Sector, Industry, Company for Nyse-Nasdaq-Amex-Otcbb-Etf’s-Indexes
This is a comprehensive listing of all Stocks on the AMEX (568), NYSE (3121), NASDAQ (5028), and OTCBB (2340) exchanges. In addition you will find data on over 300 Indexes and 1350 ETFs. For the stocks you will find the following information in addition to the ticker symbol: Sector, Industry, Company Name, and Exchange. For the ETFs you will find the name of the ETF and the symbol. For the Indexes, you will find the name and the ticker symbol in both Yahoo Finance format ^, and ESignal format $. There are some blank cells (especially for NYSE) where the company is no longer listed or moved to a lesser exchange. In these cases there is usually partial data.
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Historical Stock Data in a Single Flat File (.csv)
This Flat File was exported from a SQL Server database which is being used as the foundation for an Olap multi-dimensional cube. The file contains 22 million rows of Stock Market data from 1988-2008. Additional details are below. The price to purchase and download this file is $199.00
Exchanges and Symbols: Amex – 567 symbols Nasdaq – 5993 symbols Nyse – 3127 symbols Otcbb – 2121 symbols
Columns include: Ticker, Date, Open, High, Low, Close, Volume.
CLICK HERE TO PURCHASE
Drawbacks of other historical data sources:
- Many sources of historical data such as Yahoo Finance only allow you to download a very limited number of symbols at once. To attempt to gather years of historical stock data in this fashion is prohibitively time consuming.
- Other sources will allow you to buy historical data for thousands of ticker symbols but the data will often reside in thousands of separate excel spreadsheets or comma separated files (ascii format).