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Trading Strategy based on the Sharpe Ratio Metric
by QuantShare, uploaded several months ago

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
Ulcer Performance Index
by Tom Huggens, uploaded several months ago

The Ulcer Performance Index is a measure of investment or trading strategy performance and is constructed by dividing the excess return by the Ulcer Index. The calculation is almost the same as in the Sharpe Ratio, which is computed by dividing the excess return (Total strategy return minus the risk...
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 Indicator 
Medium
EOD NSE stock quotes data
by The trader, uploaded several months ago

This is an item to download historical (end of day - EOD) quotes data from the National Stock Exchange of India (NSE).
You can define the historical periods or let the downloader downloads only the missing quotes. (For each symbol the start date will be set to the last quote...

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 Downloader 
Medium
Vilnius, Tallinn and Riga stock exchanges
by Patrick Fonce, uploaded several months ago

This item downloads EOD (end-of-day) historical data from the NASDAQ OMX website for companies that trade in the Baltic Market. The Baltic Market was created to reduce the investing barriers between Estonian, Latvian and Lithuanian markets.
The NASDAQ OMX Tallinn is a stock exchange operating in Tallinn, Estonia.
The NASDAQ OMX Riga...

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 Downloader 
Medium
Short Term Bullish signal for NSE Stocks
by Markethypothesis Analyst, uploaded several months ago

Screener for Short Term Bullish signal for NSE Stocks. Position can be taken on the basis of daily pivot table at support 1. Exit can be taken at 10% profit....
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 Screen 
Medium
Brent and Crude Oil Continuous Futures Contracts - Intraday Data
by Patrick Fonce, uploaded several months ago

The current downloader gets one-minute intraday data for Brent Oil and Crude Oil rolling futures contracts.
The data retrieved by this item covers approximately the last nine trading days. You will get one-minute bar data; you can then convert it to any time frame (5 minutes, 10 minutes, one-hour...) when displaying...

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 Downloader 
Medium
Rate of Change Volume
by srishail, uploaded several months ago

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.
...

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 Indicator 
Medium
Rogers-Satchell Volatility Estimator
by The trader, uploaded several months ago

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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 Indicator 
Advanced
Thicken Candlesticks
by QuantShare, uploaded several months ago

This function allows you to thicken candlestick bars based on a specific rule.

Let us say for example, you want to thicken candlesticks when the price is above the 30-bar moving average. For this, you just have to type the following line in your chart formula:
a = Thicken(close > sma(30),...

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 Indicator 
Medium
Upside-Downside and Custom Standard Deviation
by QuantShare, uploaded several months ago

This function can be used to calculate Upside/Downside standard deviation or any other custom standard deviation.

As an example, let us say you want to calculate standard deviation of returns but just returns that occurred while a particular stock was trading below its long-term or 250-bar moving average. That particular standard...

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 Indicator 
Basic
Forex Trading Indicator - Better than expected Economic Calendar Events
by QuantShare, uploaded several months ago

For each Forex currency pair, you can use the 212 trading item to download historical calendar events in a custom intraday database. This database will contain calendar events for several currency pairs as well as the actual, the forecast and the previous value for each event.

This indicator requires this data...

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 Indicator 
Medium
Historical trading volatility-based system to adjust trade sizes
by Tom Huggens, uploaded several months ago

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...

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 Money Manag. 
Advanced
Chaikin Money Flow Indicator
by bug man, uploaded several months ago

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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 Indicator 
Medium
Output metric for each trading year
by The trader, uploaded several months ago

This rules analyzer metric script produces several metrics, one for each year in the analysis period. Its task is simple, it calculates the 'Output per bar' value, the same way QuantShare calculates it, but instead of producing one 'Output per bar' metric for all the trading period, it produces a...
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 Rule Metrics 
Medium
Stock Market Momentum Indicator
by MikeMM, uploaded several months ago

The Stock Market Momentum Indicator is a proprietary stock market indicator created by the Commodity Research Bureau (crb). It is mainly used to determine the general direction of the market. Based on S&P 500 stock prices, this indicator analyzes some stocks and calculates the ratio of the percentage of those...
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 Downloader 
Medium
!ROC_Trend_Buy2
by odonnelhj@gmail.com, uploaded several months ago

This is a bullish trading system using momentum and trend. The Rate of Change indicator is used for momentum. Exponential and Simple moving averages are used for trend. This system is still in development. However, for AAPL it works well....
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 Trading System 
Medium
Ichimoku Kinko Hyo - Trading Indicator
by QuantShare, uploaded several months ago

Ichimoku Kinko Hyo, which means "one glance equilibrium chart", is a charting technique developed in late 1930s by Japanese journalist, Goichi Hosoda. The Ichimoku technical analysis technique was made available to the general public in 1960.

Ichimoku is used to detect trends by creating five lines calculated using the midpoint of...

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 Indicator 
Medium
Vary the Start Date of a Trading System Simulation
by QuantShare, uploaded several months ago

Every trading system you develop must be thoroughly tested to ensure that it is robust enough to continue outperforming the market in the future. One of these tests consists of changing the simulation or backtest start date and verifying that this doesn't affect the strategy performance. By changing the start...
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 Money Manag. 
Medium
FAO Food Price Index
by QuantShare, uploaded several months ago

The FAO or the Food and agriculture organization of the United Nations is an agency that works toward defeating hunger.

The FAO releases a report called the Monthly Food Price Index. The monthly report contains the following indices: Food Price Index, Meat Index, Dairy Index, Cereals Index, Oils & Fats Index...

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 Downloader 
Medium
Intrade: The prediction market (historical data)
by The trader, uploaded several months ago

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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 Downloader 
Advanced
Average Growth Rate
by QuantShare, uploaded several months ago

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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 Rule Metrics 
Medium
FII Derivatives Statistics - Index/Stock Futures and Options
by QuantShare, uploaded several months ago

This item gets daily FII derivatives statistics from the National Stock Exchange website. You can run it daily to get the number of contracts and the amount in Crores in buy and sell positions as well as open interest at the end of the day for index futures, index options,...
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 Downloader 
Medium
Historical volatility regimes
by QuantShare, uploaded several months ago

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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 Rules Mask 
Advanced
Coppock - VLT Momentum Indicator
by Mark Peterson, uploaded several months ago

A.K.A. Very Long Term (VLT) Momentum indicator (using monthly timeframes)

Named for Edwin Sedgewick Coppock - this indicator was developed as a way to find the upturns from major stock market bottoms.

He based his settings on how long it takes a person to grieve, and to get over the...

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 Indicator 
Basic
Percent Oversold to Overbought Stocks - Market Breadh Indicator
by Brian Brown, uploaded several months ago

A stock is said to be overbought if it moved up too far and oversold if it moved down too far.

When the stock or market is overbought, the technical analyst and trader will likely sell its position(s) and if the stock or market is oversold, he/she will likely buy...

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 Composite 
Medium
Money Index
by srishail, uploaded several months ago

this screens the quote swhich are in fast uptrend for swing trade .This screen i did on indian quotes which has given me very good results. Soon i am sharing the chart layout of the same which is fexible just you change the parameters as per your need. I HAVE...
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 Screen 
Medium
Intraday Data for Major Stock Exchanges
by Brian Brown, uploaded several months ago

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...
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 Downloader 
Medium
Morningstar Historical Fundamentals
by Stefan Kroscen, uploaded several months ago

This Downloader downloads fundamental data from Morningstar's free service. 82 different elements are captured into a "morningstar_fundaments" database. Typically 10 years of data are available. The data points provided are:

Financials

Revenue USD Mil
...

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 Downloader 
Medium
BSE stock quotes
by bug man, uploaded several months ago

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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 Downloader 
Medium
TTF - The Trend Trigger Factor Indicator
by clonex, uploaded several months ago

The Trend Trigger Factor Indicator is similar to the RSI Indicator. This indicator was originally used to trade and and analyze price movements in the stock exchange and commodities market.The TTF is used as a trend identification indicator. It uses an n number of price periods to calculate the direction...
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 Indicator 
Medium
Index of dispersion - Variance-to-Mean Ratio - VMR
by The trader, uploaded several months ago

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...

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 Indicator 
Medium
Staggered Entry and Exit Strategy
by QuantShare, uploaded several months ago

The staggered entry and exit strategy allows you to enter a percentage of the total number of shares to buy when the first condition is met. The remaining number of positions is entered only when the second condition is met.
For exits, it will close only a percentage of the total...

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 Money Manag. 
Medium
Ratio of Equal-weighted to Market capitalization-weighted S&P 500 Index
by Brian Brown, uploaded several months ago

The ratio of equal-weighted S&P 500 Index to its S&P 500 market capitalization-weighted Index can be constructed using two Exchange traded funds: the SPY (S&P 500 SPDR) and the RSP (Rydex S&P 500 Equal Weight). The S&P 500 equal-weighted indice has the same constituents as the capitalization weighted S&P500, however...
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 Indicator 
Medium
Ocean Tomo Patent Indexes EOD data
by bug man, uploaded several months ago

Use this item to download historical quotes data for the Ocean Tomo Patent Indexes. The data spans from 2007 to present.

The Ocean Tomo Patent Index was developed by Ocean Tomo, LLC. It provides a market benchmark for the U.S. economy. This economy has seen an increase in intangible assets relatively...

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 Downloader 
Medium
Accumulation Swing Index (To measure long term trends)
by srishail, uploaded several months ago

Summary:
This indicator script is used to measure long term trends.
Calculation:
The cumulative total of the swing index, which attempts to show the real price of the underlying symbol.
Developer: ...

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 Watch List 
Medium
Current Drawdown of any Price Series or Indicator
by bug man, uploaded several months ago

Current drawdown refers to the percentage of decline (long positions) or increase (short positions) from the highest value (long positions) or lowest value (short positions) of the price series since the position was taken.
The current drawdown technical indicator can be applied to any time-series; it is not limited to the...

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 Indicator 
Medium
Research and Development Percentage - US Stocks
by Brian Brown, uploaded several months ago

The majority of companies spend each year a huge amount of money in research and development or R&D. Research and development refers to a creative activity whose purpose is to improve and increase company and its workers knowledge and then to use this knowledge to improve the existing products/applications or...
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 Downloader 
Medium
Short Term Volume and Price Oscillator
by Brian Brown, uploaded several months ago

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. ...

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 Indicator 
Basic
MAC (Moving Average Contraction)
by Gilari Decosta, uploaded several months ago

Price of a share moves as a wave contracting and expanding alternately .So,the expansion in price always follow a contraction in price and it is a great point for an entry.An easy way to find it is to use three moving average that contract very close.
When the stock break out...

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 Watch List 
Medium
Singapore Exchange EOD Data - SGX - Last 20 days
by QuantShare, uploaded several months ago

The following download item retrieves historical EOD data for the Singapore Exchange (SGX). It gets data very quickly (by date) for the last 22 market days and for all securities (Stocks, ADRs, Company Warrants, ETFs and ETNs).

To get older data, please use the following downloader: 1171. You can also use...

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 Downloader 
Medium
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Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.