Download the earning release date and time for US companies. On running this downloader, a new custom database (fund_earnings) with two fields (earning and ispm) is created.
The earning field gets a value of 1 on the date-time the earning is going to be released. The (ispm) field is used by...
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The majority of stock exchanges report what is called Advancing, Declining and Unchanged volume.
The advancing volume is the total volume of all the advancing issues.
The declining volume is the total volume of all the declining issues.
The unchanged volume is the total volume of all the issues whose price...
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This item allows you to download CUSIP data for U.S. stocks. This list contains 6993 ticker symbols of companies that are listed in the NYSE, AMEX, NASDAQ and OTC exchanges. The companies' full names and the CUSIP (The Committee on Uniform Security Identification Procedure) numbers are included in the list.
The...
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This is a single mask that applies a simple moving average and then a rate of change transformation on any indicator or time-series. This mask first smooth the indicator you provide by applying a moving average with a 30 period bar (this can be changed later) and then calculate the...
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This list of rules was created by applying a mask or a time-series transformation to some popular indicators. The mask can be found here: 153
Here is how it works: First of all, an indicator is selected, then a simple moving average is applied to this indicator (smoothing process), finally we...
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The Borsa Italiana S.p.A is the main stock exchange in the Italian stock market. It is based in Milan and was acquired by the London Stock Exchange. Besides stocks, Borsa Italiana also manages Italy's derivatives markets and its fixed income market.
This current list contains 301 ticker symbols, mainly stocks listed...
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The Irish stock exchange is the primary stock exchange in Ireland. It is based in Dublin and is owned by stock-broking firms. This ticker symbols list contains companies that are listed in the Irish stock exchange. A total of 64 symbols are available.
The list also contains the following companies' data:...
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This mask transforms one rule into 5 rules. It adds to your rules a volatility constraint.
Let's for example say that your rule is: close > sma(close, 20).
The mask will generate 5 rules from the above rule:
Rule 1: Original rule + security volatility must be lower than 10%. ...
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Advance/decline/unchanged issues are measures of the number of stocks or securities whose price has advanced, declined or remained unchanged. The data comes from stock market exchanges as with the advancing/declining/unchanged volume and the 52-week highs and lows which can be downloaded here (151 and 134).
This item downloads historical data for...
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This item downloads valuation fundamental data for US stocks. It downloads 13 valuation ratios and stores them into a custom historical database whose name is 'fund_valuation'. This item should be run once per week in order to add additional ratios data and build an historical fundamental database. To get more...
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The chaikin money flow is an indicator that helps traders determine whether a stock is under accumulation (the stock price closes near the session high with an increase in the volume) or distribution (the stock price closes near the session low with an increase in the volume).
The indicator compares the...
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Insiders' Blog stories are comments and analysis on various stocks and news.
Streetinsider.com is a financial website and a news analysis service. It gives an inside look at Wall Street by providing and distributing information once only available to the Wall Street elite.
This item downloads Insiders' Blog stories for US companies....
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A stock buybacks occurs when a company decides to repurchase its own shares. Before any buyback, the company must comply with the strict rules for stock repurchase plans under the U.S. Securities and Exchange Commission (SEC). Companies may decide to repurchase their stock for several reasons:
1 - This buybacks will...
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This item contains ticker symbols of companies that trade in the Germany stock market. The main exchanges in Germany are:
Frankfurt Stock Exchange
Berlin Stock Exchange
Bremen Stock Exchange
Düsseldorf Exchange ...
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This is an item that contains the details of 2069 ticker symbols. All the stock symbols reference companies trading on India stock exchanges.
The India stock market has two main stock exchanges:
- The Bombay/Mumbai Stock Exchange Limited (BSE) is the oldest stock exchange in Asia and lists more companies...
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This is a list of 'Google Domestic Trends' indexes:
(Download historical data for these indexes using the following item: 168)
- GOOGLEINDEX_US:ADVERT
This Google Advertising & Marketing Index tracks searches related to (marketing, advertising, commercials...)
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This item downloads historical time-series data for the Google indexes. These indexes track the search traffic across specific sectors of the economy.
Here is a list of the Sectors that are tracked by the 'Google Domestic Trends': Advertising & Marketing, Air travel, Auto buyers, Auto financing, Automotive, Banking & personal...
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The Tokyo stock exchange, the Osaka securities exchange and the Nagoya stock exchange are the main three exchanges in the Japan stock market.
The Tokyo stock exchange or the TSE is the bigger one; it has more than 2000 listed companies with a combined market capitalization of more than 4 trillion...
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This list contains 40 futures symbols. The data contains symbol names as well as the market, the industry, the full name and the delivery months of each future.
The Delivery months data is stored in the 'Expiration Date' field. It contains a series of characters. Example for the Australian dollar future...
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This item creates a Forex symbols list; 15 Forex symbols are created. This list contains also the currency pairs full name and tick size. You can download historical quotes data for these currency pairs by using the following item (170).
Forex symbols:
AUDCAD - Australian Dollar / Canadian Dollar
AUDJPY - Australian...
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The Accumulation/Distribution or A/D indicator tries to determine whether the current security is controlled by buyers (accumulation) or by sellers (distribution). It acts as a leading indicator and it is calculated by summing over a specific number of bars, a formula that uses the close, high, low and volume prices....
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Intrade is a market prediction website where users predict whether a specific event will occur or not. In fact, Intrade is an exchange that facilitates the matching of orders from its customers. Intrade users trade events instead of securities. Each event has a close, open, high, low and a volume...
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The Chaikin Oscillator is calculated by subtracting an exponential moving average of the Accumulation Distribution line with a 10 bars lookback period from an exponential moving average of the Accumulation Distribution line with a 3 bars lookback period.
This Chaikin Oscillator indicator accepts two parameters. The first one, called 'slow' refers...
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Download seasonally adjusted Consumer Price Index (CPI) historical data from the U.S. Department of Labor: Bureau of Labor Statistics. The data starts from 1947 to present and is updated monthly. The downloaded series is the Consumer Price Index for All Urban Consumers. It includes all items: Apparel, Education and Communication,...
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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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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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The swing index uses the current and past prices to determine the market direction and change in direction. It gives a numerical value that is between +100 and -100. This indicator is primarily used in the commodity and Forex markets, but it can also be applied to stocks.
The formula includes...
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The 'insideperiod' function is a custom function that deals with dates.
It returns a value of '1' on bars where the bar's date is superior or equal to the start date and inferior the end date.
It returns a value of '0' on bars where the bar's date is inferior...
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Download Valuation Confidence Index data starting from October 1989, for institutional and individual investors, from the Yale School of management. The following item creates two symbols (^YALE_VCI_INSTITUTIONAL and ^YALE_VCI_INDIVIDUAL). The first one concerns the Valuation index for institutional investors, while the second concerns the valuation index for individual investors.
I have...
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The Federal Open Market Committee or FOMC consists of twelve voting members and is responsible for setting the monetary policy of the USA. The monetary principal goals are the economic growth, stable prices and full employment.
The monetary policy is set by specifying the short-term objective for open market operations.
There...
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Download seasonally adjusted Real Gross Domestic Product (Real GDP) historical data from the U.S. Department of Commerce: Bureau of Economic Analysis. The data starts from 1947 to present and is updated quarterly. This item creates a symbol whose name is '^REAL_GDP'. The time-series unit is 'Billions of Chained 2005 Dollars'....
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This function parses a symbol custom database and returns a value of one on bars where the database field data contain a specific word.
This function accepts three parameters. The first one is the database name (Example: ' yahoo_news ' if you are using the yahoo news downloader - 88),...
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The Bankruptcy Data Project at Harvard provides historical data of the bankruptcy petitions filled by individuals and entities in the Unites States.
This item downloads the number of total Chapter 7 petitions filled by both commercial and noncommercial (the same as individuals and entities) for each month, from January 2006...
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This item downloads seasonally adjusted historical data of the PMI Index from the Institute of Supply Management (ISM). The PMI (Manufacturing Purchasing managers' index) number is compiled from a survey of managers' purchasing. The idea is that the more managers buy raw materials to fulfill their needs, the better the...
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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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This metric is calculated in two steps:
- For each symbol, position returns are transformed then multiplied. The resulting value is the growth rate of the strategy equity for a particular symbol.
- The growth rates (for each symbol) are averaged.
The first step calculates the trading rule real performance for each...
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The Rogers-Satchell function is a volatility estimator that outperforms other estimators when the underlying follows a geometric Brownian motion (GBM) with a drift (historical data mean returns different from zero).
As a result, it provides a better volatility estimation when the underlying is trending.
However, this Rogers-Satchell estimator does not account for...
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The CBOE Equity options volume of a stock A is the total volume of all options whose underlying security is stock A, that trade in the Chicago Board Options Exchange. The volume can be separated into two categories: Volume of Call options and Volume of Put options.
The Monthly Call options...
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This item downloads historical quotes data for Saudi Arabia stocks (Tadawul Stock Exchange). It also downloads data for various indexes and sectors. (Bank and Financial services, Energy & Utilities, Hotel & Tourism, Industrial Investment, Multi-Investment, Media and Publishing, Petrochemical Industries, Real Estate Development...).
You can choose to download historical data for...
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