Unlike most EOD data downloaders for the U.S. Market, which get data by ticker symbol, this trading object gets historical data by date. It downloads end of day data for all U.S. Stocks (More than 7000 stocks from the New York Stock Exchange, American Stock Exchange and NASDAQ) and for...
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Downloader
Medium
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The advancing and declining volume or the total volume of stocks that advanced and the total volume of stocks that declined every day can be used to create several market breadth indicators. One of these indicators is called the Up/Down Volume Spread. The indicator formula is simple; it is the...
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Composite
Medium
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This Downloader allows you to download historical data from MT4 database.
There are 3 critical installation steps:
1) You must have Demo/Real MT4 Account ...
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Downloader
Medium
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The Adaptive Price Channel is a technical analysis indicator composed of two lines: the upper and lower lines. These lines are created by calculating the highest high value and lowest low value over a non-fixed lookback period. The lookback period value changes after each bar according to the change of...
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Indicator
Medium
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The S&P Euro Index (ticker symbol: ^SPU) is a stock market index created by the Standard & Poor's company. The S&P Euro represents the Europe and tracks the return of stocks from the euro zone countries. Stocks are chosen across several countries and industry sectors. Economic sectors represented by the...
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Downloader
Medium
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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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Symbols
Medium
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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:...
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Money Manag.
Medium
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This function is an alternative to the "PREV" function of Metastock.
In Metastock, the "PREV" function is a constant used to reference the previous value of the same formula.
For example, if you want to calculate this: ...
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Indicator
Medium
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The Bear Put Spread and the 431 are called debit spread option strategies. In a debit spread strategy, a trader purchases an option with a higher premium and sells another option for the same underlying security with a lower premium. The strategy results in a net debit (Premium of the...
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Downloader
Medium
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EPS actual refers to the last quarter EPS or earnings per share, 12 month trailing EPS, last year EPS..., while EPS surprise refers to last EPS surprise, Previous EPS surprise, average EPS surprise...
An earnings surprise occurs when the quarterly or yearly earnings reported by the company are below or above...
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Downloader
Medium
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This is a small but IMHO helpful modification to the built in BarsSince indicator. The enhancement is the addition of a parameter, N, which allows you to choose which prior occurrence of a nonzero value in the Series that you are interested in. You may also provide a...
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Indicator
Medium
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This static watch list shows the shares listed on the German Share Index DAX30 (Deutscher Aktienindex). It represents a weighted average of the 30 biggest companies listed on the German Stock Exchange....
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Watch List
Basic
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Here is how to download historical EOD data for delisted or bankrupt stocks.
- Download this item
- Open it and start downloading
- The item will start downloading and adding EOD data to your database ...
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Downloader
Advanced
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Screens stocks using Ketlner's Channel and MACD histogram slope.
I screen for a NEGATIVE MACD Histogram slope below the 0 reference line to prevent being too late for the pullback.
Filters stock that either have it's close lower than the -2 ATR or has a price rejection candle with the low greater...
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Screen
Medium
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The High-Low range technical indicator returns the percentage of maximum increase in a stock or security during the previous N trading days. To measure this, it calculate the percentage increase during the previous N bars from the lowest value to the highest value, that is, the highest value over a...
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Indicator
Medium
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In the rating system of the Motley Fool, each member predicts if a stock is going to outperform or underperform the S&P 500 Index in a given timeframe and based on these predictions a score or CAPS rating is given to each stock. The higher the CAPS rating is the...
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Downloader
Medium
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This item downloads French companies news data. Data retrieved from an RSS feed is transformed and inserted in a custom intraday database. The data is provided by a French website (www.boursier.com).
This news feed (RSS) is downloaded separately for each stock. The database, which stores the news items, is called 'france_rss_news'...
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Downloader
Medium
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The Forex long-short positions ratio is a measure of the number of long positions to the number of short positions taken by currency traders. It is a quantitative measure of the bullishness or bearishness of Forex investors and it can be used as a trading rule or in a trading...
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Downloader
Medium
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Download stock Headlines from yahoo website.
Just select the symbols and press download.
The news will be saved in a database whose name is 'yahoo_news'.
...
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Downloader
Medium
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Average On Balance Volume (OBV) market breadth indicator is the average OBV value of all liquid stocks for each trading day. On Balance Volume is a cumulative indicator that measures buying and selling pressure. It works by adding volume on up days and subtracting volume on down days.
Given the above...
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Composite
Medium
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Download historical economic releases data (Economic Calendar) for several currencies (EUR, USD, JPY, GBP, CHF, AUD, CAD, and NZD)
The event releases, their importance, the actual and forecast values as well as the release date and time are downloaded by this item. The data spans from May 2007 to present...
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Downloader
Advanced
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Implicit volatility is a measure of the expected volatility of a security.
Unlike the historical volatility that is directly calculated from previous bars (the standard deviation measure is generally used); the implicit volatility doesn't look into past bars and is calculated using the Black-Scholes option pricing model.
The VIX index is...
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Rules
Medium
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Calculates the covariance of two numeric arrays. Similar to the covariance function in excel. The following description is taken from ehow:
Covariance is a measurement of how related the variances between two variables are. If the two variables both tend to increase together, it is a positive covariance,...
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Indicator
Medium
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The custom range function calculates the high/low range for specific security and time frame.
For example, in a daily chart, it can used to calculate the previous weekly high/low range:
a = CustomRange("", 7);
...
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Indicator
Basic
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The number of stocks hitting their 20-day high compared to the total number of stocks is what this market indicator returns.
This market breadth indicator can applied to all markets. Currently, the composite gets the number of stocks that are making new 20-day highs from all symbols available in your database...
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Composite
Medium
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The TSI is an intermediate-term absolute (versus relative ) measure of the tendency of a stock to trend or mean revert. The premise underlying the theory is that stocks with a high degree of momentum in relation to volatility are much less likely to mean-revert than those that have...
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Indicator
Medium
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The 'BarsUpVolume' function calculates the number of successive increases in the volume (bars).
For example, if the bar n: 100, has a value of 2, this means that the volume were increasing for the last 2 bars. Volume of yesterday is higher than the Volume of the day before yesterday, and...
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Indicator
Medium
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The Sharpe Ratio is the first measure I look at when analyzing and assessing a backtest results. It is a simple and quick way to measure the performance of a trading strategy.
While this ratio is often used to measure the excess return per unit of risk of an investment or...
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Trading System
Medium
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Day of week average is a date-related function. It does not aim at generating signals and making decisions, but is used as a statistical indicator tracing the price change dependently on the day of the week. It gives the price simple moving average over N bars back, these bars corresponding...
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Indicator
Medium
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NORMINV function is the inverse of the normal cumulative distribution for a specified standard deviation and mean. The normal probability density and the cumulative normal distribution can be calculated using the following function: 1041.
This function finds the z value given the probability that a value or variable is within a...
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Indicator
Medium
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The Darvas Box upper and lower boundaries will then form if this high is not touched or penetrated for the next 3 consecutive trading days followed by a retracement low that's not touched or penetrated for a further 3 days in a row, as shown in the picture above. Darvas...
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Indicator
Medium
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The Dubai Financial Market is a stock exchange based in Dubai (United Arab Emirates). This stock exchange was founded on March 26, 2000 and is owned now by Borse Dubai. It currently lists about 65 companies for nine different sectors:
Banks, Investment & financial services, Insurance, Real estate and construction,...
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Symbols
Basic
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The NYSE Index Closes item retrieves historical index closing values from the New York Stock Exchange website.
Eight indices data are downloaded by this item: (Symbols are added automatically to the Quote Database)
^NYSE_COMPOSITE: The NYSE Composite Index measures the performance of all stocks listed on the NYSE, including REITS, ADRs...
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Downloader
Medium
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The "SetNaN" function updates the first N-values of a time-series and replaces them with "NaN" (Not a number).
A "NaN" value is not drawn on a chart and it always return false when used in a trading rule.
For example, let us create a "NaN" array:
a = ref(close, 10000000000);
...
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Indicator
Basic
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For those who want or need access to both adjusted and unadjusted historical stock prices, this item downloads both data from the Yahoo server.
This item has almost the same settings as the 73, which is a download object that retrieves historical EOD data from Yahoo servers, adjusts the quotes using...
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Downloader
Medium
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The Wilder Volatility Index Trading System is a strategy introduced and developed by J. Welles Wilder in the "New Concepts in Technical Trading Systems" book.
The trading strategy is a long/short system that buys a stock or a security when a bull/long signal is generated, then exits and shorts the security...
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Trading System
Medium
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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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Indicator
Medium
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The average maximum drawdown is a rules analyzer metric described in the following post: The average maximum drawdown metric . It calculates the maximum drawdown (the maximum an output can lose) of each symbol or security output and then averages the result.
If you are analyzing for example a list...
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Rule Metrics
Medium
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