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Return per Bar Stop - Money Management Strategy
by QuantShare, uploaded several months ago

Return per bar is a metric calculated by dividing a position return by the number of bars since entry (holding period).

For each position and for each trading bar, this money management script calculates the Return par bar and then exits a position if this metric is lower than a specific...
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Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 14 downloads Notes Report an item
Kaufman's Efficiency Ratio (Fractal Efficiency)
by saratur, uploaded several months ago

Kaufman's Efficiency Ratio (Fractal Efficiency)

The Efficiency Ratio (ER) was initially described by Perry Kaufman in his book Smarter Trading. This same indicator also became known as Fractal Efficiency.
This ratio measure the efficiency of a trend by dividing the net price movement over a certain time period by the...
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Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 17 downloads Notes Report an item
Average Output Per Year
by The trader, uploaded several months ago

I have just uploaded a rules analyzer metric script, which can be found here: 284. This script produces several metrics, one for each trading year.
The current script creates only one metric, which is the average 'output per bar' for all years. The metric is not the same as the default...
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Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 13 downloads Notes Report an item
Garman-Klass Volatility Estimator
by The trader, uploaded several months ago

This function returns the Garman-Klass estimation of volatility. It was developed by Graman and Klass and it uses the high, low and close prices to estimate volatility.
The Garman-Klass estimator is up to eight times more efficient that the close-to-close estimator and unlike the Standard deviation and the Parkinson estimator, it...
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Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 24 downloads Notes Report an item
Historical High-Low Volatility: Parkinson
by The trader, uploaded several months ago

A common and well-known way to estimate historical volatility of a financial instrument is by calculating the standard deviation of each period in the sample. Although the standard deviation is a popular measure of the volatility of an instrument, it is not the sole one. Several different calculation methods exist...
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Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 31 downloads Notes Report an item
Federal Funds - target rate
by Patrick Fonce, uploaded several months ago

The federal funds rate is the interest rate at which banks in the United States lend their balances at the Federal Reserve to other institutions. Banks give each other loans based on this interest rate. The federal funds target rate is one of the tools of the Federal Reserve to...
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Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 12 downloads Notes Report an item
Breakaway Gaps
by Patrick Fonce, uploaded several months ago

This is a simple advanced rule that detects UP and DOWN breakaway gaps.
A Gap occurs when the security low price of the current bar is higher than the high price of the previous bar (GAP UP) or if the security high price of the current bar is lower than the...
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Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 47 downloads Notes Report an item
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