Click here to Login






 
Number of reviews
Click to add a review
Average rate
Click to rate this item
Number of times this object was downloaded
Number of rates the current object received
Report an object
if you can't run it for example or if it contains errors
Click to report this object
Random

Select a Type :

Info: All items
Geometric Moving Average Indicator
by Brian Brown, uploaded several months ago

The Geometric moving average calculates the geometric mean of the previous N bars of a time series or trading indicator. The simple moving average uses the arithmetic mean, which means that it is calculated by adding the time series' value of the N previous bars and then dividing the result...
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 16 downloads Notes Report an item
 Indicator 
Medium
Money Flows - Selling on Strength
by Tom Huggens, uploaded several months ago

The "Money Flows - Selling on Strength" item downloads a list of advancing/up U.S. stocks with the largest outflow of money. Outflow of money happens when the number of shares traded on downticks exceeds those that were traded on upticks. Usually an outflow of money would cause the share price...
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 15 downloads Notes Report an item
 Downloader 
Medium
ASX Historical data
by The trader, uploaded several months ago

This item downloads historical EOD (end of day) quotes for companies listed in the ASX or the Australian securities exchange.

The data is downloaded from the following website: float.com.au. A small pre-script is applied to remove lines where the prices are set to zero. This happen sometimes with some tickers and...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 33 downloads Notes Report an item
 Downloader 
Medium
Advance/Decline NYSE, Amex and NASDAQ issues
by The trader, uploaded several months ago

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

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 16 downloads Notes Report an item
 Downloader 
Medium
AAII Asset Allocation Survey: Stock Funds, Stocks, Bond Funds, Bonds and Cash
by Caleb, uploaded several months ago

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

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 12 downloads Notes Report an item
 Downloader 
Medium
Choppiness Index
by pilow, uploaded several months ago

The Choppiness Index is an oscillator designed to determine if the market is choppy (trading sideways) or not choppy (trading within a trend in either direction). The Choppiness Index is not directionnal. Higher values equal more choppiness, while lower values indicate directional trending.

- the Choppiness Index measures the linearity...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads one download Notes Report an item
 Indicator 
Basic
Reverse Collar Option Strategy
by bug man, uploaded several months ago

The Reverse Collar is a hedge strategy that protects a position from a decline. The downside of using this protection is that the potential profits of the position on the upside are reduced.

As with the 378, this strategy involves buying and selling puts and calls with the same expiration date...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 23 downloads Notes Report an item
 Downloader 
Medium
Sum of a Custom Database's Field
by QuantShare, uploaded several months ago

The built-in "GetData" function allows you to retrieve data from a custom database (fundamental, news, sentiment, put/call ratio...). It gets data for the last field's value that occurred during each trading bar.

Imagine you have a volume field (daily data) and you want to display the volume's sum in a...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 5 downloads Notes Report an item
 Indicator 
Advanced
Transform Double To Comma Separated Representation
by QuantShare, uploaded several months ago

This function allows you to transform numbers from the following format (example: 1000000) to the following one (1,000,000). The value returned is a string (text).

Here is an example that allows you to plot volume separated by commas:

First remove the default "Plot(volume.." line your formula (Right click on a chart then...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 3 downloads Notes Report an item
 Indicator 
Basic
Bulls and Bears Strategy
by The trader, uploaded several months ago

The bulls and bears strategy is based on the bull and bear power indicators.

This long/short strategy goes long when the following conditions are met:
- Security increased for at least three consecutive bars (bullish)
- The bull power indicator is increasing and its value is positive
...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 24 downloads Notes Report an item
 Trading System 
Medium
Global Market Rotation Strategy V1.0
by Alexander Horn, uploaded several months ago

This trading system tries to reproduce the Global Market Rotation Strategy (GMR) developed by Frank Grossmann (http://www.logical-invest.com/)
The strategy switches, on a monthly basis, between 6 different ETFs:
EEM (iShares MSCI Emerging Markets Indx (ETF))
EPP (iShares MSCI Pacific ex-Japan Idx (ETF))
IEV (iShares S+P Europe 350 Index (ETF)) ...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 4 downloads Notes Report an item
 Trading System 
Medium
 Private 
Currency Trading News from Yahoo - Forex Market
by Tom Huggens, uploaded several months ago

This Currency trading news item retrieves an RSS feed from the financial yahoo website, parses the feed and adds the data in a database whose name is "yahoo_news". The intraday database contains the following fields:
Title: The Forex news title
Category: The Forex news provider

Once the data is stored you can...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 11 downloads Notes Report an item
 Downloader 
Medium
Drawdown Since Trading Signal
by QuantShare, uploaded several months ago

This technical analysis indicator calculates the drawdown of any time-series beginning from the bar at which the provided signal array is TRUE. Unlike the default drawdown function, which calculates the drawdown from the first bar, the drawdown calculated by this function is reset each time the given signal array becomes...
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 10 downloads Notes Report an item
 Indicator 
Medium
Day of week and Week number function
by Brian Brown, uploaded several months ago

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

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 16 downloads Notes Report an item
 Indicator 
Medium
Trading System with Sharpe-Based Ranking
by QuantShare, uploaded several months ago

No trading rules based on individual stocks. Just one ranking rule and one market rule.
This trading system generates +25 % annual return with low risk (maximum drawdown lower than -18%) just by using a single ranking rule and a single market rule. Backtest was done using current NASDAQ 100...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 18 downloads Notes Report an item
 Trading System 
Medium
Brussels Stock Exchange
by QuantShare, uploaded several months ago

The Brussels Stock Exchange is the main stock exchange of Belgium. It is based on Brussels and founded in 1801. After the merger that occurred between Brussels Stock Exchange (BSE), Paris Stock Exchange, Amsterdam Stock Exchange and Lisbon Stock Exchange, the BSE was renamed to Euronext Brussels.

Here are the URLs...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 65 downloads Notes Report an item
 Symbols 
Medium
Stock Correlation with its Industry - Change over time
by QuantShare, uploaded several months ago

The screen returns the correlation of each stock with its industry for the last 250 and 30 trading days.
It displays five columns:
- Symbol: The stock symbol name
- Close: The close price at the screen date
- Return: The one-bar return of the stock ...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 38 downloads Notes Report an item
 Screen 
Medium
Price at a specific Intraday Time
by Caleb, uploaded several months ago

The Price at a specific Intraday Time item is a function that works with intraday data and that returns the price, open, high, low, volume or any technical indicator value of a security/stock at a specific time during a trading day. The indicator gets a time-series, an hour and a...
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 17 downloads Notes Report an item
 Indicator 
Medium
Forex Tweets
by QuantShare, uploaded several months ago

This object downloads real-time forex tweets from the StockTwits website.

Tweets are downloaded for several currency pairs, including: AUDCAD, AUDJPY, AUDUSD, EURAUD, EURCAD, EURCHF, EURGBP, EURJPY, EURUSD, GBPJPY, GBPUSD, USDCAD, USDCHF and USDJPY.
The data is saved in the "stocktwits" database and it includes the tweet's date and the message.
For example, the...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 10 downloads Notes Report an item
 Downloader 
Medium
Optionable Stock
by QuantShare, uploaded several months ago

This function tells you whether a stock is optionable or not. That is, if a stock has options trading on a market exchange.
Due to exchange requirements such as minimum outstanding shares, minimum share price and other rules, not all stocks has options listed.

This function, whose name is "IsOptionable", requires that...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 8 downloads Notes Report an item
 Indicator 
Medium
TFS Tether Line
by Brian Brown, uploaded several months ago

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...
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 17 downloads Notes Report an item
 Indicator 
Medium
Dynamic Momentum Index
by Brian Brown, uploaded several months ago

The Dynamic Momentum Index or DMI is a technical analysis indicator used to determine overbought and oversold conditions of a particular security. Unlike other overbought/oversold indicators like the Relative Strength Index (RSI), the Dynamic Momentum Index does not use a fixed time period. Instead, the time period, used by this...
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 21 downloads Notes Report an item
 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...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 26 downloads Notes Report an item
 Money Manag. 
Medium
ConnorsRSI v003
by Dave W., uploaded several months ago

This trading system implements the ConnorsRSI pullback system as described in the ConnorsRSI Pullbacks Guidebook.

A description of ConnorsRSI and the system description are available here:
http://info.tradingmarkets.com/ConnorsRSI_ConnorsRSI.html

...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 29 downloads Notes Report an item
 Trading System 
Medium
Swing Point Function (SP)
by SystemTra.de, uploaded several months ago

If - while swing-trading - you want to buy e.g. when a higher swing high occurs after a higher swing low then you could set up your trading system as follows:
buy = sp(10, -1) > 0 && sp(10, 0) > sp(10, 2) && sp(10,1) > sp(10,3);

What does it mean?

...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 54 downloads Notes Report an item
 Indicator 
Medium
calcB
by Brian Brown, uploaded several months ago

The 'calcB' function is used by the standard error bands function to calculate the beta linear regression coefficient. It is multiplied by the sum of the close price over the calculation period multiplied by the current bar and then subtracted from the sum of the square of the close price...
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 13 downloads Notes Report an item
 Indicator 
Medium
Highest and Lowest value over a dynamic period
by QuantShare, uploaded several months ago

The "HhvLlv" function returns the highest or the lowest value of a time series over a preceding period. Unlike the built-in "hhv" and "llv" functions, this function accepts dynamic lookback periods. This means that you can get, for example, the highest high of a stock over a non-constant period.

Here...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 18 downloads Notes Report an item
 Indicator 
Medium
London Stock Exchange Symbols
by Patrick Fonce, uploaded several months ago

This list contains all symbols of the instruments that are traded on the London Stock Exchange.

The London Stock Exchange is a stock exchange located in the capital of United Kingdom, London. The list has 6580 symbols including stocks, indices, ETFs, ETCs and covered warrants. These instruments are traded in...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 15 downloads Notes Report an item
 Symbols 
Medium
Risk Metrics
by Dave Walton, uploaded several months ago

This script adds two columns, entry price and exit price, in the "Trade -> Realized trades" table of the simulation report. Entry price refers to the execution price of the buy or short order and the exit price refers to the execution price of the sell or cover order. For...
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review one review Number of downloads 5 downloads Notes Report an item
 Money Manag. 
Advanced
Market trading rules
by bug man, uploaded several months ago

This function accepts a list of rules and an index as parameters and returns a rule for the specified index.
The Market trading rules function can be very useful when applied in an optimization or backtesting process. Imagine you have a trading system and you would like to test different exit...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 17 downloads Notes Report an item
 Indicator 
Medium
Price Channel Trading Rules
by QuantShare, uploaded several months ago

This list of trading rules contains seven rules based on price channel indicators (Bollinger Bands, Donchian Channels, Keltner Channel, Volatility Channels, Standard Error Bands, Adaptive Price Channel and Moving Average Envelopes).
Each rule contains five variations where each variation uses a different lookback period. In price channels, the lookback period is...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review one review Number of downloads 21 downloads Notes Report an item
 Rules 
Medium
VolDex Implied Volatility Index - Historical Data
by QuantShare, uploaded several months ago

VolDex (symbol: VOLI) is a new index that measures the real-time implied volatility of the SPY (SPDR 500 ETF) by using only at-the-money SPY options (unlike the VIX, developed by CBOE, who uses all SPY options in its calculation).

The index calculates the implied volatility of at-the-money SPY put options of...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 3 downloads Notes Report an item
 Downloader 
Basic
Stock/ETF Rotational System Metrics
by QuantShare, uploaded several months ago

This is a list of trading rules or metrics to be used in a stock/ETF rotational system. The list contains 15 metrics or measures.

Example of metrics:
Sharpe(close, 30) // Sharpe measure of the individual stock or ETF
Hhv(high, 30) / high // Ratio of 30-day highest high to current high ...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 26 downloads Notes Report an item
 Rules 
Medium
Money Stock Measures M1 and M2 - Money Supply
by Brian Brown, uploaded several months ago

Recorded and released by the Federal Reserve, the Money Stock Measures Report comprises the seasonally adjusted and unadjusted M1 and M2.
Money stock or money supply refers to the total volume of money existing in an economy at a specific point in time. This includes demand deposits and currency in circulation.

M1...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 14 downloads Notes Report an item
 Downloader 
Medium
Number of bars since the beginning of the month
by Brian Brown, uploaded several months ago

Correspondence between bars of trading days and their actual dates is sometimes needed in trading. In fact, trading days do not include neither weekends nor some holidays. Besides, the trading period does not correspond to a particular interval of the calendar; it starts and ends dependently on the trader's...
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 29 downloads Notes Report an item
 Indicator 
Medium
SocialPicks Analysis
by Patrick Fonce, uploaded several months ago

SocialPicks is a community for stock traders and investors to share investment ideas, rate stocks and track other users' investment decisions and performance. Each investor can express his opinion regarding a particular stock; he can then decide whether his is bullish (initiate a buy) or bearish (initiate a sell) on...
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 17 downloads Notes Report an item
 Downloader 
Medium
Valuation ratios for US stocks
by Patrick Fonce, uploaded several months ago

This item downloads valuation fundamental data for US stocks. It downloads 13 valuation ratios and stores them into a custom historical database whose name is 'fund_valuation'. This item should be run once per week in order to add additional ratios data and build an historical fundamental database. To get more...
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 51 downloads Notes Report an item
 Downloader 
Advanced
Horizontal Line - Changes by Value and Percentage
by Caleb, uploaded several months ago

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

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 17 downloads Notes Report an item
 Drawing Tool 
Medium
Yang Zhang extension of the Garman-Klass Volatility Estimator
by The trader, uploaded several months ago

This is the Yang and Zhang extension of the Garman and Klass historical volatility estimator.
The equation was modified to include the logarithm of the open price divided by the preceding close price. As a result, this function uses the open, high, low and close prices to estimate volatility.
This modification allows...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 49 downloads Notes Report an item
 Indicator 
Advanced
Hong Kong Stock Exchange - historical data
by The trader, uploaded several months ago

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...
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 43 downloads Notes Report an item
 Downloader 
Medium
Previous - ... 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 ... - Next






QuantShare
Product
QuantShare
Features
Create an account
Affiliate Program
Support
Contact Us
Trading Forum
How-to Lessons
Manual
Company
About Us
Privacy
Terms of Use

Copyright 2015 QuantShare.com
Social Media
Follow us on Facebook
Twitter Follow us on Twitter
Google+
Follow us on Google+
RSS Trading Items



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.