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Connors RSI
by clonex, uploaded several months ago

What is the ConnorsRSI?

It consists of three components:
a. Short term Relative Strength, i.e., RSI(3).
b. Counting consecutive up and down days (streaks) and "normalizing" the data using RSI(streak,2). The result is a bounded, 0-100 indicator. ...

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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 38 downloads Notes Report an item
 Indicator 
Basic
US delisted symbols
by QuantShare, uploaded several months ago

List of all inactive stocks, those who were delisted from US exchanges.
This list includes stocks that gone bankrupt or were delisted for any other reason.
4777 symbols are listed.

This list can be very useful to build a database that doesn't contain a survivorship bias. ...

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Rate an item Rate an item Rate an item Rate an item Rate an item Write a review 2 reviews Number of downloads 452 downloads Notes Report an item
 Symbols 
Basic
Risk Parity Rebalance
by clonex, uploaded several months ago

This script periodically rebalance your portfolio in three states:
1 == Weekly
2 == Monthly
3 == Yearly

...

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 Money Manag. 
Basic
Equal Volatility Sizing
by clonex, uploaded several months ago

This Script MM is constructed for rebalancing your portfolio. When you buy in one day all of your assets MM this script works:

Allocations are based on the observed volatility of
each asset over the recent past for a portfolio of stocks and bonds. This concept can easily be extended to...

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Rate an item Rate an item Rate an item Rate an item Rate an item Write a review 2 reviews Number of downloads 16 downloads Notes Report an item
 Money Manag. 
Basic
System Metrics
by Dave Walton, uploaded several months ago

This MM scrip adds many system statistics and per trade metrics to help compare trading systems. Most of the calculations are done in terms of R (defiend as initial risk).

Trade Statistics:
Total R - P/L in terms of R
Expectancy (R)
...

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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 10 downloads Notes Report an item
 Money Manag. 
Basic
Earnings Surprise Strategy
by QuantShare, uploaded several months ago

This strategy is based on earnings surprise data and it consists of the following trading rules:

Buy Rules:
- Today's Earnings surprise is higher than 5%, which means the actual EPS is 5% higher than EPS consensus (expected earnings per share by analysts).
- Previous earnings-per-share is positive (previous quarter EPS) ...

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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 58 downloads Notes Report an item
 Trading System 
Basic
Volatility-based Position Sizing Method with Adjustable Parameters
by clonex, uploaded several months ago

This MM script is a simple improvement version Tom Huggens "Historical trading volatility-based system to adjust trade sizes"
You can change and optimize period of stddev and moving average.

Here is Tom Huggens description:
...

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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 26 downloads Notes Report an item
 Money Manag. 
Basic
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Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.