The current list of rules contains 44 series/indicators based on the sum function. This list can be used when implementing the technique described in the following blog post: How to turn any ordinary trading strategy into a very profitable one
The indicators are transformed by the PercentRank function, then...
No notes
|
|
Moody's, Fitch Ratings, Standard & Poor's, EJR and Dominion Bond Rating Service (To name just a few) are credit rating agencies that try to estimate the credit worthiness of a corporation's debt issues and give a score or credit rating to each one. Investors of debt securities (example bonds) can...
No notes
|
|
This is the second part of the options symbols list. The first part can be found here: 306.
The first part contains 27098 symbols (Options symbol name: From A to M), the second part contains 18443 symbols (Options symbol name: From N to Z), and the total list contains 45773 symbols.
You...
No notes
|
|
In addition to the AAII Sentiment Survey, the American Association of Individual Investors releases another very interesting report called AAII Individual Investor Asset Allocation Survey. The report is released after a survey conducted every month; in this survey individual investors are asked about their current holdings. The report shows the...
No notes
|
|
This is a list of index options symbols listed in the International securities exchange (ISE). ISE introduced index options in October 2003 and it was the first time indexes were traded fully electronically.
This ISE symbol list also contains sector indexes that track the performance of publicity traded companies in different...
No notes
|
|
Currently there are more than 1480 Foreign Institutional Investors registered to the Securities & Exchange Board of India, SEBI, an organization whose role is to regulate the stock market in India. The SEBI is the Indian equivalent of the SEC or Securities Exchange Commission in the United States of America.
An...
No notes
|
|
iPath Exchange Traded Notes, ETNs, are unsecured debt securities, delivered by Barclays Bank PLC, that offers investors a way to track and earn from the return of strategies or market indices.
ETNs follow the performance of a benchmark or market index; the iPath EUR/USD Exchange Rate ETN for example, tracks the...
No notes
|
|
Here is another date function that can be used to make correspondence between trading bars and actual dates in the calendar. It is named 'EndOfMonth' and it returns 1 for the trading bar that corresponds to the last day in the month. Its principle is simple; it loops through the...
No notes
|
|
The Gold-Silver Ratio measures the number of ounces of silver it takes to buy one ounce of gold. The Gold-Silver Ratio current value is near 62; it used to be 51 in 2007 and 12.5 in 323 BC.
The Gold Silver ratio is not well known for the average trader; however...
No notes
|
|
MSCI Barra is a provider of investment tools. MSCI calculates and releases several international and equity indices; overall MSCI Barra calculates over 12000 indices daily. The company's most known indices are MSCI World and MSCI EAFE.
This item downloads historical data of indices related to China Markets. Data for nine indices...
No notes
|
|
Almost one month ago, I have created and uploaded a trading object that downloads industry names for stocks listed on US exchanges and updates the industry field of each stock in your database.
The same trading item gets also sector data but do not use it. This is why I...
No notes
|
|
This trading system consists of purchasing S&P 500 or any other market index on some particular months that are known to be profitable (average over long periods).
The strategy enters S&P 500 on March, April, October, November and December. It buys the first day of these months and exits the position...
No notes
|
|
The Bollinger strategy uses the Bollinger Bands indicator to initiate buy and sell orders. Bollinger Bands is a technical analysis indicator that was invented in the 1980s by John Bollinger. It consists of three lines:
- Upper Band: Used as a resistance line
- Lower Band: It is a moving average
- Middle Band: Uses as...
No notes
|
|
This MM script uses three variables to control the amount to invest per trade and the portfolio risk:
1. Stop loss %: the stop loss in % for a single trade
2. Risk per trade: how many % of your trading capital you want to risk in a single trade.
3. Max. risk:...
No notes
|
|
The wedge pattern is a technical analysis pattern that can be found in the price charts of a financial asset (Stocks, futures, ETFs and bonds).
There are two types of wedge pattern: Rising wedge and Falling wedge. The former is a bearish pattern that is characterized by a contracting range and...
No notes
|
|
Traders have developed several position sizing techniques and systems. Here are for example the fixed bet size (493) and the fixed percentage of equity (499) scripts.
Another popular position sizing system, often using in trading, is the one that uses volatility to adjust the number of shares to buy or short...
No notes
|
|
Returns a sub- string from a larger string that contains comma separated string values, at the nth comma position (starting at 0)
ex1:
tickerList="IBM,AAPL,SPY,TLT";
strCommaExtract(tickerList,3) returns "TLT"
...
No notes
|
|
As with the default horizontal line, this drawing item plots a horizontal line at the mouse Y position when you click on a chart. Beside that line, another line that corresponds to the distance between the horizontal line and the last close price is also drawn at the first bar...
No notes
|
|
This indicator tells you whether a stock is trading above or below its short-term, medium-term and long-term moving averages. It does so by printing, for example, "Below MA10" if the selected stock is trading below its 10-bar moving average (The calculation is based on the last trading bar only). It...
No notes
|
|
The 52-week low indicator calculates the total number of stocks making new 52-week lows (Stocks at their lowest level in one-year period) per day. The market indicator that measures the number of stocks making 52-week highs is available here: 939.
The 52-week high and 52-week low indicators can be used together...
No notes
|
|
This function converts a string to a number. It generates a number from a string or combinations of letters and numbers.
The function is called "Num" and it uses the "GetHashCode" method of an object to generate a number.
The "Num" function can be helpful in many situations.
...
No notes
|
|
Donald Dorsey is known for developing technical analysis indicators such as the 231 and the 415. He has also created and introduced the Inertia trading indicator in the Stocks & Commodities magazine issue of September 1995.
In Physics, Inertia is the tendency of an object to resist to acceleration. Dorsey has...
No notes
|
|
The list of symbols in the "Bourse de Toronto" and "TSX Venture Exchange".
This list contains 1581 symbols. Stock description is also included.
The fiscal year ends in the month specified in the Expiration Date field....
No notes
|
|
Here is the second custom drawing tool. The first one can be downloaded here 449, it displays the selected security's price above the mouse cursor.
The current object draws a trendline. A trendline is composed of two or more points; it is often used in trading as a support or resistance...
No notes
|
|
Major World Indices include the main stock index of several countries, including the United States, China, India, Japan, Canada, UK, Germany, and France.
Although it is not mandatory, you can find a list of ticker symbols for the major world indices here: 635. This list contains the index full name in...
No notes
|
|
The Bourse de Tunis or Bourse des Valeurs Mobilières de Tunis is the main and unique stock exchange in Tunisia. It is based in Tunis and it was founded in 1969.
In 15 November 1995, a reform in the Tunisian internal market was introduced with tax cuts on corporations, improved taxation...
No notes
|
|
Here is another date function used to make correspondence between the trading bars and the actual dates in the calendar. It is named DayOfWkMonth, and it returns a value of one for the bar that corresponds to the day of week in the week number given as parameters.
For example, if...
No notes
|
|
Percent Bollinger Bands is a technical analysis indicator derived from the Bollinger Bands indicator, which was developed by John Bollinger. Bollinger Bands consists of three bands, the lower band, the middle band and the upper band. The middle band is an N-bar simple moving average (SMA), the lower band is...
No notes
|
|
This download item gets historical intraday data for free for U.S. Stocks. The trading object downloads 1 minute bars for several days and it gets the close, open, high, low and volume fields. Once the data is downloaded you can display intraday charts using any timeframe equal or higher...
No notes
|
|
As with the coefficient of variation, the index of dispersion is a ratio that is used to measure the dispersion of a probability distribution. It tells us whether prices or technical indicator values are dispersed or clustered compared to a standard statistical model.
Index of dispersion, also called dispersion index or...
No notes
|
|
This indicator gets a time-series, a day, a month and a year and returns the value of this time-series at the specific date (Date calculated from the provided day, month and year). The indicator name is "ValueOn" and it uses the "ValueWhen" function to return that value.
To specify an unknown...
No notes
|
|
This Russell Latin America item is composed of three indices, constructed using a market capitalization-weighted methodology, the Russell Latin America Index, the Russell Latin America Growth Index and the Russell Latin America Value Index.
The indices are developed by the Russell Company and they cover several companies listed on Latin America...
No notes
|
|
In Abu Dhabi, United Arab Emirates, stocks are traded on the ADX or Abu Dhabi Securities Exchange. Formerly known as Abu Dhabi Securities Market (ADSM), the ADX is a place where investors can trade shares of UAE based companies. Despite an increasing in activity in recent years, the exchange has...
No notes
|
|
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...
No notes
|
|
This strategy enters a position in the S&P 500 Index (SPY or ^GSPC) when previous week return is negative (Return is calculated based on Monday open price and Friday close price), the trade is closed at the end of the week on Friday. No stop rules are defined.
The trading system...
No notes
|
|
The advance indicator counts the number of advancing stocks in a specific market, while the decline indicator counts the number of stocks that are declining.
This item downloads the number of advancing and declining issues of the following markets: New York Stock Exchange (NYSE), American Stock Exchange (Amex) and National Association...
No notes
|
|
This item allows you to create a Survivorship-bias-free historical database by downloading historical quotes for delisted US companies.
Delisted stocks are companies that are no longer available for trading. A stock can be delisted from an exchange for several reasons: It no longer meets the exchange requirements, it chooses to go...
No notes
|
|
The best performing versus worst performing stocks is a composite I have created while trying to find whether the number of stocks with very high increase is higher or not that the number of stocks with very high decrease.
This market indicator calculates the number of stocks whose daily return was...
No notes
|
|
This downloader gets last quote prices (realtime shares data) for stocks listed on the Euronext Paris Stock Exchange (Bourse de Paris).
It downloads a list that contains the date, open, share price, today's high and today's low for more than 700 stock symbols (including CAC 40 stocks). The data...
No notes
|
|
Intraday data for major stock markets downloads historical one-minute intraday data for the current day (real-time for some exchanges) as well as several days in the past. It can download data for more than 25 stock exchanges including the Australian Stock Exchange, Bombay Stock Exchange, Canadian Venture Exchange, Toronto...
No notes
|
|
Sort objects
Subscribe to trading items feed
