From Basics to Advanced: Compendium-TA Workflow for Efficient Analysis

Compendium-TA Quick Reference: Templates, Tips, and Cheat Sheets

What is Compendium-TA

Compendium-TA is a modular toolkit for technical analysis workflows, combining data ingestion, indicator calculation, visualization, and reproducible reporting. Use it to standardize analysis, reduce repetitive setup, and share reproducible templates across teams.

Quick-start templates

Use these concise templates to get fast, repeatable results.

1) Daily market snapshot (single-symbol)

• Inputs: symbol, date range (default: last 90 days), interval (daily)
• Steps:
  1. Ingest OHLCV for symbol and date range.
  2. Compute moving averages: MA20, MA50, MA200.
  3. Compute RSI(14) and MACD(12,26,9).
  4. Generate candlestick chart with overlays (MAs) and subplots (volume, RSI, MACD).
  5. Export PNG and JSON summary: latest price, MA positions, RSI value, MACD histogram.
• Outputs: snapshot.png, snapshot.json

2) Multi-symbol relative strength table

• Inputs: list of symbols, date range (default: 1 year), return window (default: 3 months)
• Steps:
  1. Fetch adjusted close prices.
  2. Compute total return over windows: 1M, 3M, 6M, 1Y.
  3. Compute volatility (annualized std) and Sharpe-like ratio.
  4. Rank and color-code table.
• Outputs: strengths.csv, strengths.html (sortable)

3) Strategy backtest skeleton

• Inputs: symbol, entry rule, exit rule, initial capital, slippage, commission
• Steps:
  1. Prepare price series and signals.
  2. Run vectorized backtest (position sizing, cash accounting).
  3. Compute performance metrics: CAGR, max drawdown, win rate, expectancy.
  4. Plot equity curve and drawdowns.
• Outputs: backtest_report.pdf, trades.csv

4) Event study (earnings / announcements)

• Inputs: symbol, event dates, window (e.g., -10 to +10 days)
• Steps:
  1. Align returns around each event.
  2. Compute average cumulative abnormal returns (CAR) vs. benchmark.
  3. Bootstrap confidence intervals.
  4. Produce heatmap of individual event responses.
• Outputs: event_study.png, event_stats.csv

5) Indicator library quick-check

• Inputs: symbol(s), indicator list
• Steps:
  1. Compute chosen indicators (Bollinger Bands, ATR, OBV, Stochastic, ADX).
  2. Tabulate latest values with interpretation flags (e.g., ATR high/low).
  3. Produce one-page cheat-sheet per symbol.
• Outputs: indicators_summary.pdf

Tips for efficient use

• Modularize: Keep ingestion, feature engineering, and reporting as separate modules to reuse across templates.
• Cache data: Store raw fetched data with timestamps to avoid repeated API calls.
• Vectorize calculations: Prefer vectorized operations over per-row loops for speed.
• Version templates: Tag templates with version and changelog so analyses are reproducible.
• Parameter sweep: Use grid search with summary metrics saved to a results table for fast tuning.

Cheat sheets (quick reference snippets)

Common indicator formulas

• SMA(n): mean of last n closes.
• EMA(n): alpha = 2/(n+1); EMA_t = alphapricet + (1-alpha) * EMA{t-1}.
• RSI(14): RSI = 100 – 100 / (1 + RS), RS = avg_gain / avg_loss.
• MACD: MACD = EMA12 – EMA26; Signal = EMA9(MACD); Histogram = MACD – Signal.
• ATR(n): ATR = EMA(n) of True Range; TR = max(high-low, abs(high-prev_close), abs(low-prev_close)).

Performance metrics

• CAGR: (Ending_Value / Starting_Value)^(1/years) – 1
• Max Drawdown: max over t of (peak_to_t decline)
• Sharpe-like: (mean_return – risk_free) / std_return (annualized)
• Win rate: wins / total_trades
• Expectancy: (win_rate * avg_win) – (loss_rate * avg_loss)

Plotting defaults

• Candlestick colors: green up, red down.
• Moving averages: MA20 (blue), MA50 (orange), MA200 (purple).
• RSI overbought/oversold lines: 70 / 30.
• MACD histogram: positive green, negative red.

Reproducible reporting checklist

1. Record data source, query parameters, and fetch time.
2. Save raw and cleaned datasets.
3. Log parameter values used for indicators and backtests.
4. Include version of Compendium-TA template and code commit hash.
5. Export both human-readable report (PDF/HTML) and machine-readable outputs (CSV/JSON).

Example workflow (brief)

1. Run Daily market snapshot template for target symbols.
2. Feed top-ranked symbols into Indicator library quick-check.
3. For candidates, run Strategy backtest skeleton.
4. Compile results into a ranked strengths table and final PDF report.

For a ready-to-use package, adapt the templates above to your codebase: separate ingestion, indicator functions, backtest engine, and reporting exporter.