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ScanVest: Screen Shots

 ScanVest: Results Screen

This is the results screen in ScanVest. It shows you the results for any scans you have activated (that have achieved results). The individual scans are stored separately on tabs (at the top). Each scan may have a "Positions"; "Summary" and "Strategies" tab.

To run your active scans you simply need to click the Scan button or go to File>Scan to run a scan individually.

Positions Tab

The “Positions” tab shows all positions opened & closed for the selected Scan. New positions will be added when conditions are met in the future.

We have added colour coding to this matrix to help you easily differentiate between Open and Closed positions. The colour coding works as follows and is updated each time you scan (using new data):

1. Positions that have increased in value are written in black ink ("in the black") and positions that have decreased in value are written in red ink ("in the red").
2. Newly opened positions have a light green (for "go") background and newly closed positions have a light red (for "stop") background.

The information displayed in the Positions matrix is:
• Source: the 3-letter Exchange code where the security is located.
• Symbol: a list of security codes that passed the scan.
• Open Strategy: displays the open (entry) strategy that has triggered this symbol as opened. You can have multiple open strategies in each scan.
• Opened: the date this symbol was triggered as an open strategy.
• Amount: the price of the symbol at the time of the open strategy.
• Peaked: the price the symbol peaked at during the time it opened and closed.
• Close Strategy: displays the close (exit) strategy that has triggered this symbol as closed. You can have multiple close strategies in each scan.
• Closed: the date this symbol was triggered as a closed strategy.
• Amount: the price of the symbol at the time of the close strategy.
• Invest: the amount after continual re-investment of the original share price. For example if the original share price was $2.00 and the first position increased in value by 10% then the Invest amount would reflect this increase and display $2.20. This amount would be reinvested into the next position opened for this stock and if, for example, the position lost 5 % then Invest would display 2.20 x (1 - 0.05) = $2.09, and so on.
• Gained: the percentage gain or loss if you had invested in this symbol at the open date and sold at the close date.

Summary Tab

The “Summary” tab summarizes all the positions into a single record for each security. This is useful when comparing the effectiveness of a particular scan over a range of securities.

The information displayed in the Summary matrix is:
• Symbol: a list of security codes that passed the scan (eg. ASX.BHP).
• Started: the date the position was opened.
• Amount: the stock’s close price when the position was opened.
• Total: total number of positions for this security.
• Valued: current value of this security.
• Invest: the amount after continual re-investment of the original share price. For example if the original share price was $2.00 and the first position increased in value by 10% then the Invest amount would reflect this increase and display $2.20. This amount would be reinvested into the next position opened for this stock and if, for example, the position lost 5 % then Invest would display 2.20 x (1 - 0.05) = $2.09, and so on.
• Advanced: number of positions that advanced.
• Declined: number of positions that declined.
• %Advanced: percentage of total positions that advanced.
• %Declined: percentage of total positions that declined.
• BigAdvance: largest single position advance.
• BigDecline: largest single position decline.
• AvgAdvance: average advance.

Strategies Tab

The “Strategies” tab displays the status of all conditions for all strategies in the selected scan.
Note: This tab will only display if you have run the scan with “LogStrategies” selected.

The information displayed in the Strategies matrix is:
• Source: the 3-letter Exchange code where the security is located.
• Symbol: a list of security codes that passed the scan.
• Strategy: the name of the strategy.
• Condition1: the date this condition was passed.
• Condition2: the date this condition was passed.
• Condition3: the date this condition was passed.
• Condition4: the date this condition was passed.

 ScanVest: Scans Manager

This is the screen where you create all your scans.

1. Add a new scan (click on the Add button and enter a name for your scan).
2. Add at least one entry & exit strategy for your scan (click on the Add button and enter a name for your Entry & Exit strategy).
3. Enter the conditions for your Entry and Exit strategies (click on the Add button, double-click in the entry and make a selection from the Functions Editor .

The Scans Manager screen also contains the Settings and Filter tab:
• Settings: this is where you select whether you want a Normal or Backtesting scan; whether you want to test on Daily, Weekly, Monthly or Yearly data; whether you want to use padded or unpadded data and which adjustments you want your database to apply.
• Filter: this section lets you filter the exact information you want included in your scan. The filter in the graphic (above) will ensure the scan only looks at three letter codes (=???) trading in the Equity market (=EQ) on the Australian Stock Exchange (=ASX) that are ranked in the Top 500 (<0500).

 ScanVest: Functions Editor

This is the screen where you enter the conditions for each strategy in your scan.

The conditions are pre-programmed and selected from the top drop-down box. These include: technical analysis techniques like: Bollinger Bands, Countback, Moving Averages, MACD, Relative Strength etc. and fundamental anlaysis techniques like: Asset Yield, Beta, Dividend & Earnings per share; Market Capital etc.

Each condition has it's own list of parameters that the user can set. In the graphic (above), I have chosen the Moving Average condition. This condition allows me to set the price I want to use as the basis for my moving average (Close/Open/High/Low/Volume); the period (32 days) and the style (Simple/Exponential or Weighted Moving Average).