Australian stock market traders who are interested in building a fundamental database can use this item to download historical fundamental data. The data is retrieved from (ascii-data.com) website; it is available from December 2003 to July 2009. July was the last release; I don't know the reason why the website...
No notes
|
Downloader
Advanced
|
|
|
Relative Performance indicator compares the rate of price change (return) of two or several assets and plots the performance of each asset on the chart.
Relative Performance/Strength chart displays percentage changes and compares the return or price changes of different assets or securities. You can use it, for example, to quickly...
No notes
|
Indicator
Medium
|
|
|
The Price/Earnings to Growth ratio, also known as the PEG ratio, is a measure of valuation of a company. The PEG ratio was made popular by Peter Lynch and it provides an easy to way to find whether a company is fairly valued, overvalued or undervalued. A stock with a...
No notes
|
Screen
Medium
|
|
|
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...
No notes
|
Indicator
Medium
|
|
|
This item is used to retrieve a list of all holidays in Canada. The data is stored in the following database (holidays_canada) and is associated with the following symbol: (^Holidays_CANADA).
You can for example use the data to create some holiday-related indicators (see this link for more information: 270).
Here is an...
No notes
|
Downloader
Medium
|
|
|
For more information about CAPS Ratings, please the following URL: http://caps.fool.com/help.aspx
Historical CAPS Ratings data for the period of your choice are downloaded by this item. The data is stored in a custom database (CAPS) and can be accessed to create composites, screens, rules, simulations, neural network models...
As an example, you...
No notes
|
Downloader
Medium
|
|
|
The scale-in trading strategy was described in the following blog post: Money Management: Scale-in Trading Strategy
It is an example that shows you how to use money management events to create an advanced strategy that splits an initial order into two parts, executes the first one then checks for a...
No notes
|
Money Manag.
Medium
|
|
|
The damping index, created by Curtis McKallip Jr., is a technical analysis indicator that indentifies bars where the highs and lows are getting close and closer.
In order to do so, it calculates a simple moving average of the difference between the high and low prices using a period of 5...
No notes
|
Indicator
Medium
|
|
|
Unlike the original horizontal line drawing tool which displays the line price location, this drawing tool creates an horizontal line that displays the price change and rate of change from the line price location to the last visible close price on the chart.
First, download and install this item.
In the "Bookmark...
No notes
|
Drawing Tool
Basic
|
|
|
The following indicator calculates the percentage change between the actual and forecasted economic event.
As an example, let us say you want to calculate the percentage change of the actual vs estimate numbers for the USD consumer Credit and then see its impact on the underlying currency pair.
You can do so...
No notes
|
Indicator
Advanced
|
|
|
The Ehlers Decycler Oscillator is a trading indicator developed by John F. Ehlers.
The goal of this oscillator is to eliminate very low-frequency components from the Ehlers 1660 by using the half-period Ehlers Highpass filter and transforming the output into the oscillator.
...
No notes
|
Indicator
Advanced
|
|
|
This item downloads historical quotes data for the index option symbols listed in the international securities exchange (LSE). The symbol filter is ready and you just need to press the download button to get the lasted quotes data. But before that, you have to download the list of option indexes...
No notes
|
Downloader
Medium
|
|
|
The equity symbols function returns the relative value of a group of securities. It gets a list of securities separated by semi-colons.
This indicator (EquitySymbols) can be used for example to calculate the relative performance of a stock against a group of other stocks.
Formula: (Right click on a chart then "Edit...
No notes
|
Indicator
Medium
|
|
|
This downloader gets free intraday 1-minute data from Alphavantage website. The data is available for the past 10 to 15 trading days and the current day is updated with real time data.
Before using this intraday downloader, you need to obtain first a free ApiKey from the Alphavantage website.
- Visit the...
No notes
|
Downloader
Basic
|
|
|
The current pivot table returns the average 10-Bar stock performance for each U.S. Exchange (NYSE, NASD, NYSE and OTC). It also returns, in another column, the number of stocks in each one of the previous exchanges. The 10-Bar return calculation is performed using the "perf" trading indicator and it is...
No notes
|
Pivot Table
Medium
|
|
|
The National Stock Exchange website provides the Security-wise Delivery Position data. The current downloader gets this data for a period you specify and for all stocks listed on the NSE. This item also creates a database and inserts the data into it. The database name is 'delivery_position'. It has...
No notes
|
Downloader
Medium
|
|
|
Unlike the default Random built-in function of QuantShare which returns a fixed random value of all bars, this function returns a random value for each trading bar.
Usage:
a = RandomBar(0, 100); // Returns a random value between 0 and 100
...
No notes
|
Indicator
Basic
|
|
|
This item doesn't contain any downloader, but it contains a script, in the Post-Script, that filters quotes from bad high and low prices. The filtering method consists of guessing which bars had bad intraday ticks that result in big spikes in an historical chart. (The candlestick bar has long shadows)....
No notes
|
Downloader
Medium
|
|
|
Treasury Bills are short-term obligations, with a maturity of less than one year, issued by the U.S government. These Treasury Bills are sold at a discount from the face value, which means that instead of earning an interest rate for buying these bonds, you will get this Treasury bill at...
No notes
|
Downloader
Medium
|
|
|
Formula Name:VROC
Formula Full Name:Rate of Change (Volume)
Formula Description:
Rate of Change Volume (ROCV) is an oscillator applied to volume rather than price and is calculated in the same manner as the Rate of Change (Price) indicator.
...
No notes
|
Indicator
Medium
|
|
|
Each quarter, companies are required to report a financial statement, called Income statement. This report shows the company's revenue, expenses, costs and income for a specific period.
Income statement is also referred to as earnings statement, operating statements or profit and loss statement - P&L.
Unlike balance sheet (418) which represents a...
No notes
|
Downloader
Medium
|
|
|
The Better Volume indicator uses a combination of bid/ask volume and range to identify
Volume Climax, High Volume Churn and Low Volume bars.
? Market tops are characterized by Volume Climax Up bars, High Volume Churn and Low ...
No notes
|
Indicator
Medium
|
|
|
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...
No notes
|
Indicator
Medium
|
|
|
This is an item for UK stock traders that need historical quotes data. The end-of-day historical data is downloaded from Google for 2867 ticker symbols. The symbol list (Stocks that are listed in the London Stock Exchange) can be downloaded at the following location: 216. You can choose the start...
No notes
|
Downloader
Medium
|
|
|
Get dividends information for US companies. The data is parsed from an RSS feed and is inserted into a database whose name is 'dividends_rss'. This database has a date and a title column. The title generally contains useful information about the dividend being paid by the company. It also usually...
No notes
|
Downloader
Medium
|
|
|
I had the QuantShare development team build this advanced money management (AMM) script to allow testing of several advanced rebalancing options triggered when a new buy signal is received but insufficient margin is available to take the new position.
When a new buy signal is received and insufficient margin is...
No notes
|
Money Manag.
Advanced
|
|
|
Alexander Elder's Chandelier Exits trend-following system was first introduced in his book 'Come Into My Trading Room' in 2002. The system intends to provide better stop loss mechanisms by generating exit signals in a trending market. It includes two indicators, one used for up-trends and the other for down-trends.
Indeed, one...
No notes
|
Indicator
Medium
|
|
|
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
|
Downloader
Medium
|
|
|
Get measures of the foreign exchange value of the dollar from the Federal Reserve website. The dollar index is a measure of the performance of the US Dollar against a basket of currencies. The weights used to calculate the US dollar index change over time and are revised at least...
No notes
|
Downloader
Medium
|
|
|
This simply downloads all the data from finviz that cannot be calculated from the price data in one quick download. (Fundamental data)...
No notes
|
Downloader
Basic
|
|
|
The Weighted Linear Regression Is an extension of the standard Linear Regression, where a weight is added to each of the points.
It can be used to calculate the linear regression of the closing prices by considering the volume traded on each day, This indicator compared to the standard Linear Regression...
No notes
|
Indicator
Medium
|
|
|
With this simple script you can control your trading via Moving Average. If is instrument above its Moving Average trading is enabled , if is instrument below its Moving Average trading is disabled.
Fields:
MA Period: Moving Average period ...
No notes
|
Money Manag.
Medium
|
|
|
Sentiment indicator from Dennis McNicholl's 2002 Book "Taming Complexity in Trading; Beating the Dow 3 to 1"
It uses statistical techniques to make the stock series stationary and then works on looking at the confidence intervals of the moving standard deviation of the smoothed transformed series.
It is best as a very...
No notes
|
Indicator
Medium
|
|
|
The Short term Volume and Price Oscillator is a technical analysis indicator created by Sylvain Vervoort.
The indicator is detailed here:
http://stocata.org/ta_en/proprietary.html
The short-term volume and price oscillator (SVAPO) is based on price & volume and their relationship in bullish (up trending) and bearish (down trending) markets. ...
No notes
|
Indicator
Basic
|
|
|
CompRule(rules, category, weightFormula, aggregateFormula)
is a function for use in e.g. trading systems, that attempts to implement
(somewhat) similar functionality as Comp(...) but across rules, not symbols.
The "composite rule" is returned.
Note: "rule" here means any numeric vector, whether it consists solely...
No notes
|
Indicator
Medium
|
|
|
This indicator tells you whether a security is trending up or down based on ten moving averages (instead of just one). This is accomplished by calculating ten moving averages with different periods (20, 40, 60 ..., and 200) and then comparing them with the close price. For each trading bar,...
No notes
|
Indicator
Medium
|
|
|
Here is another NSE - Nigerian Stock Exchange (formerly known as the Lagos Stock Exchange) downloader that retrieves historical EOD quotes for more than 200 companies. Historical quotes are available starting from 2005 to the last trading day.
The item saves the close, high, low, trades and volume data in the...
No notes
|
Downloader
Medium
|
|
|
With that downloader you can get very accurate EOD and Intraday Data from equities, futures and forex.
This downloader is using the free API function getQuote() from Barchart.
You can found a detail description here: https://www.barchart.com/ondemand/api/getQuote
...
No notes
|
Downloader
Medium
|
|
|
The trend deviation indicator or TD is the ratio of the close price to its N-Bar simple moving average.
An increasing absolute value signals a divergence or an increase in the difference between the close price and its moving average, while a decreasing absolute value indicates that the close price is...
No notes
|
Indicator
Medium
|
|
|
The object gets a list of companies that are either upgraded or downgraded by analysts for the current trading day. Analysts working for brokerage firms track the performance of thousands of U.S. companies. An analyst upgrades a company if he/she thinks that the company stock price is underpriced, and downgrades...
No notes
|
Downloader
Medium
|
|
|
Sort objects
Subscribe to trading items feed
