This item downloads historical end-of-day quotes for companies listed in the Hong Kong Stock Exchange (HKEX). The HKEX is a stock exchange based in Hong Kong, China. It is owned by the Hong Kong Exchanges and Clearing Ltd after the merger of the Hong Kong Futures Exchange and the Hong...
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The Hong Kong Stock Exchange is the stock exchange of Hong Kong. It is owned by the Hong Kong Exchanges and Clearing Limited and it lists more than one thousand companies. The Hong Kong Stock Exchange or HKEX, is the Asia's third largest stock exchange (based on market capitalization) just...
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The disparity index is generally considered as introduced by Steve Nison on his book 'Beyond Candlesticks'.
This indicator is used to measure the percentage change between a security price and its moving average. A DI positive or negative value at a given point indicates that the price is respectively rapidly increasing...
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The fails-to-deliver item I have uploaded yesterday (253) downloads data by symbol from the failstodeliver.com website. Because the item needs to get data for each symbol separately, it takes time to fill the database with all +8000 US symbols. For this very reason, I looked at where the failstodeliver.com website...
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The TFS MBO indicator is the last component of Bryan Strain's Tend Following System. Similarly to the MACD oscillator, it calculates the difference between two averages - fast and slow. TFS MBO is consequently an oscillator based on the close price whose variation is used to confirm the market tendency.
This...
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The TFS volume oscillator is the second component of Bryan Strain's Trending Following System. This indicator is used, together with the TFS Tether line and the TFS MBO, to generate buy signals.
TFS VO uses the open, close and volume time-series, as well as a time frame. Generally, a period of...
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TFS is a trend-following system introduced by Bryan Strain in "How to get with the trend and out at the end" in the Stock & Commodities magazine in 2000. It consists of a set of three indicators, used together to generate entries. We here focus on the TFS tether line...
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The total number of fails-to-deliver represents the net balance of shares that failed to be delivered as of a particular settlement date. These numbers are recorded in the National Securities Clearing Corporation's ('NSCC') Continuous Net Settlement (CNS) system.
Fails-to-deliver happens when a seller does not provide, for any reason, the...
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The Relative Vigor Index or RVI has two lines, the RVI line and RVI Signal line.
This function takes the cycle period as argument and returns the indicator Signal line. The RVI line can be downloaded here: 251.
The function name is "relative_vigor_index_signal"....
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The Relative Vigor Index is an oscillator introduced by John Ehder. Described in an article entitled 'Something old, something new' in the Technical Analysis of Stocks and Commodities magazine in January 2002 edition, the RVI combines modern digital signal processing with the classical market technical analysis.
In fact, the RVI...
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Unlike the futures historical downloader that I have shared some weeks ago (226), this item downloads non-continuous daily futures series, which means that it downloads each future contract separately. A continuous contract, the Crude oil for example which has 'CL' as symbol, will have a unique time-series. This time-series is...
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The Vertical Horizontal Filter, introduced by Adam White, is an indicator used to identify trending and ranging markets. In fact, similarly to the popular ADX indicator, the VHF estimates the raise / fall price acceleration, and thus attempts to predict whether we are going to deal with a trending or...
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I have previously created and uploaded a downloader and a list of symbols for the London Stock Exchange.
As with the downloader that used Google to retrieve historical end-of-day data, this item uses Google to download news data feed for companies listed in the LSE (London Stock Exchange).
Downloader: 217
List of...
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The Detrended Price Oscillator is an indicator used as a long or short signal. In fact, the DPO eliminates cycles that are longer than the moving average period. It leaves thus short-term trends, and it allows both overbought and oversold levels to be detected more accurately. These levels are used...
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The Toronto Stock Exchange is the main stock exchange in Canada. This item lets you download historical end-of-day data for companies listed in this exchange. Data for 1444 symbols are downloaded, parsed and inserted into your quote database. The data is grouped by month and thus can be downloaded very...
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The "Toronto Stock Exchange" item includes symbols of companies that are listed in the TSX, as well as the S&P TSX Composite index. The Toronto Stock Exchange, TSX, is the largest stock exchange in Canada and is the third largest in North America (by market capitalization). It is based in...
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The Safezone indicator, introduced by Alexander Elder in 2002, is used as a stop order against signal reversal in trending markets.
The Safezone stop intends to create a better trailing stop by eliminating the noise component of a trend and by creating a safer stop. It calculates two lines depending...
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The Coppock indicator, developed by Edwin Coppock, is used as a technical analysis tool to detect the beginning of bullish periods. Initially confined to the Dow Jones Industrial Average, it is also appropriate for use with other indices.
The Coppock indicator, also called Coppock curve, is generally used by long-term...
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In the last trading object I have shared (241), covered call potential candidates were retrieved from a Covered Call Screener (The data is retrieved from avasaram.com). In this item, it is time for Covered Put strategies data to be retrieved for US stocks. The data is saved into a database...
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This item retrieves a list of options, for the US markets, from a Covered Call Screener. The Screener displays each day, the potential candidates for a covered call strategy, with several measures, like the percentage of Return on Exercise, or the Probability of Max Return.
The first time you start the...
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The distress index is an indicator created by the Foundation for Economic Education (FEE) and it is derived from a handful of statistics. Based on statistics such as unemployment, Customer Price Index (CPI), Gross Domestic Products (GDP), Total Capacity Utilization (TCU) and Household Financial Obligations as a percent of Disposable...
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This is an index published by The Yale School of management. It calculates the confidence that there will be no stock market crash in the succeeding six months. Two indices are reported, one for institutional and another for individual. The higher the value of the index the more confident investors...
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For traders interested in the Singapore Exchange, I have created an item that downloads historical EOD quotes data for companies listed in the SGX or Singapore Exchange. The item automatically adds symbols to your database (quotes database), so it does not need any symbols list in order to work. However,...
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SGX, Singapore Exchange is a stock exchange in Singapore, formed on December 1, 1999, after the merger of two financial institutions in the country, the Stock Exchange of Singapore -SES- and the Singapore International Monetary Exchange -SIMEX-. The Singapore Exchange normal session starts at 09:00am and ends at 05:00pm, while...
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The "bolsamadrid.es" website provides historical end-of-day data of companies listed in the Bolsa de Madrid or the Madrid Stock Exchange. The item I have created downloads the historical end-of-day quotes of all the 157 symbols for a specific start and end date ('From' date and 'To' date).
The list of symbols...
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The Madrid Stock Exchange (Bolsa de Madrid) is a regional stock exchange in Spain. It is part of the Bolsas y Mercados Españoles (BME) group and is the largest Spanish stock exchange. BME group also includes the Barcelona, Bilbao, Madrid and Valencia stock exchanges, MF Mercados Financieros and Iberclear. The...
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This item contains the ticker symbols list of companies that trade in the Spain Stock Market. The list has 148 symbols and most of the companies are listed in the 'Bolsa de Madrid'.
The Madrid Stock Exchange or (Bolsa de Madrid) was officially founded in 1831.
Spain has four regional stock...
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The S&P 500 Price to Earnings Ratio is the average PER (Price to Earnings ratio) of the 500 stocks that compose the S&P 500 Index. The P/E ratios are based on trailing 12-month earnings, and they are reported quarterly with one-quarter lag due to reporting.
The Price earnings ratio is simply...
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The 'Buff Averages' is an indicator created by Buff Dormeier. It first appeared in the Traders' Tips section of the Stocks & Commodities magazine in February 2001. The function accepts two inputs: a price time-series and a length period. The indicator volume-weighting calculation is applied to the price time-series. The...
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The Mass Index is an indicator developed by Donald Dorsey; it is used to catch trend reversal points (predict reversals) by comparing the changes in the trading range, which is the high price minus the low price. The Mass Index goes up if there is a considerable movement in the...
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This item downloads U.S. Crude Oil and Liquid Fuels Supply, Consumption, and Inventories historical statistics data. The data is retrieved as an Excel file from the Energy Information Administration website (Official Energy Statistics from the U.S. Government), it is then parsed and updated so it can be inserted into the...
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This item downloads historical insider data for US Stocks. The data goes back to January 2007 and it is updated monthly. It downloads all the transactions filled and reported to the SEC by insiders.
Individuals, such as officers, key employees, directors, and large shareholders, who may have access to non-public...
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This item downloads the Industrial Production Index historical data from the Board of Governors of the Federal Reserve System. The Industrial Production Index or IPI is an economic indicator. It is available in the G.17 Industrial Production and Capacity Utilization Release. It measures the production output in the U.S. industrial...
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Here is another item that lets you download historical quotes data for Indices, Forex and Futures securities. I have uploaded a list of symbols that contains Indices, Forex and Futures symbols at the following location: 225.
The item downloads an archive (zip) file for each security, extracts the content, parses the...
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This list of symbols includes Indices, Forex and Futures symbols. It can be used with the following end-of-day historical data downloader: 226. The list is composed of 13 indices, 15 forex pairs and 62 futures contracts.
The symbols' list data includes the symbol name, the security name and the security group...
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The maximum drawdown is a popular measure of the maximum amount an investor can expect to lose. It is used as a measure of riskiness of a trading strategy.
Another measure of a trading strategy's riskiness is the Time under Water.
The Time under water is derived from the calculation of...
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Those who have downloaded and are using one of the historical calendar events downloader for forex pairs (202 or 211 or 212) may find this function very useful.
The function accepts two inputs: A symbol name (the one that contains the historical calendar events) and an event name.
It reads the...
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This item downloads historical quotes data for the 6980 securities listed in the Frankfurt Stock Exchange. The list of symbols, which contains the symbol name and the companies' title, can be downloaded here: 221.
The quotes data are grouped and downloaded by month, which make it faster than if the data...
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Among the Germany's eight securities exchanges, the Frankfurt Stock Exchange is by far the largest one. It accounts for more than 85% of the trading volume in Germany and 35% of the stocks trading volume in Europe. It is also the third large securities exchange place in the world after...
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This item downloads historical end-of-day data for Bombay Stock Exchange companies. The historical data goes back to 2000 for some symbols. The item downloads quotes very fast because it does not get data for each symbol separately but instead get compiled data for each month. You can specify the start...
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