Momentum Stocks Screener in the Style of "Stocks on the Move" / "Trading Evolved" by Andreas Clenow

The idea of this script is coming from the discord server of https://www.reddit.com/r/hebelwerk/ which is https://discord.gg/hebelwerk.
My adjustments of the code are based on the initial version written by member fcyolohama.

How To Run

Run EXE

1. Open the latest successful run here: https://github.com/skyte/momentum/actions
2. Download exe-package at the bottom (need to be logged in into github)
3. Exctract the momentum folder and enter it
   • If needed open config.yaml and put in your preferences
4. Run momentum.exe

Run Python Script

1. Open config.yaml and put in your preferences
2. Install requirements: python -m pip install -r requirements.txt
3. Run momentum.py

Separate Steps

Instead of running momentum.py you can also:

1. Run momentum_data.py to aggregate the price data
2. Run momentum_posis.py to aggregate your momentum positions list

*** Output ***

• in the output folder you will find:
  • your default list of positions: mmtm_posis.csv
  • your default TradingView watchlist: Momentum.txt
  • as well as the same thing for all other momentum calculations that you defined
    • in config.yaml add or remove values from MOMENTUM_CALCULATION_PAST_DAYS

Config

Private File

You can create a config_private.yaml next to config.yaml and overwrite some parameters like API_KEY. That way you don't get conflicts when pulling a new version.

Data Sources

Can be switched with the field DATA_SOURCE

Yahoo Finance

(Benchmark: Loads 1500 Stocks in 20m)

• Is default, no config necessary.

TD Ameritrade

(Benchmark: Loads 1500 Stocks in 18m)

1. Create TDAmeritrade Developer Account and App
2. Put in your API_KEY in config.yaml and change DATA_SOURCE.

Calculation

Momentum

Exponential regression is calculated like in this Excel graphic from the book: http://www.followingthetrend.com/stocks-on-the-move-figures-and-charts/#prettyPhoto[gallery]/15/
There is also a TradingView Indicator available: https://www.tradingview.com/script/QWHjwm4B-Exponential-Regression-Slope-Annualized-with-R-squared-Histogram/