The elastic volume weighted moving average is a technical indicator used, like all moving averages, to determine the nature of the market and to generate signals. It can also be used as a trigger line. EVWMA has the specificity that it is both symbol-independent and time-frame independent.
This is made...
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Indicator
Medium
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This indicator checks a specific condition using different time frames. First of all, it will check if your condition is met in the daily period. After that it will verify the condition using weekly period then monthly period.
For example, if you type:
a = IsMet3("rsi(14) > 80"); ...
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Indicator
Advanced
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This System for Tactical Asset Allocation is inspired by a system of Markos Katsanos published in his book "Intermarket Trading Strategies".
Following aspects of Asset Selection from a wide array of ETFs and its Timing are considered:
-An ETF is selected when the ROC of the MA is positive
-The Regression Slope...
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Trading System
Medium
Private
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The Information ratio also called Appraisal ratio is a ratio of a portfolio (or asset) returns above the returns of an index (or benchmark) to the volatility of the returns.
The IR (Information Ratio) is similar to the Sharpe ratio since it is used to measure risk-adjusted returns. The difference is...
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Indicator
Medium
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This item downloads historical data for the IMF (International Monetary Fund) commodity prices. The IMF commodity prices are prepared by the Energy and Commodities surveillance unit of the research department. The data is available on the IMF website (www.imf.org) and it is updated once a month.
The commodity prices are constructed...
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Downloader
Medium
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This function calculates the number of bars that have passed since a data within a custom database.
You can find another function that calculates the number of bars to a data within a custom database here:
1585
...
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Indicator
Medium
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This item retrieves EOD data of Bursa Malaysia stocks from the klseeod.com website. The data goes back to June 2009 and it is downloaded by date. This download item automatically adds new symbols. However, you can use the 341 list of symbols with this item to get the company titles...
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Downloader
Medium
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Here is a money management script that can be applied to any trading system to prevent it from buying positions that didn't perform well in the past. This money management item simply tracks new positions in the "OnNewPosition" event and then decides whether to allow the position to be bought...
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Money Manag.
Medium
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This Bankruptcy Fillings downloader gets data from the Bankruptcy Data Project at Harvard. It downloads bankruptcy filed in the United States by individuals and entities (companies).
I have already created a downloader that gets data for the Chapter 7 bankruptcy filings (187). The current item downloads data for all types of...
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Downloader
Medium
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Behind the LSS Pivotal buy and sell numbers there is a simple formula based on the mean of three prices, which are the high, low and close prices. The formula is similar to the one that calculates pivot levels. Today buy and sell numbers are calculated based on yesterday's high,...
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Indicator
Basic
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Usually stocks respond positively to an earnings surprise. Sometimes they are up more than 10 or 20 percent and sometimes just a few percent; it all depends on the stock and more importantly on the earnings surprise number.
This screen searches for stocks that have two consecutive and positive earnings surprises....
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Screen
Medium
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The InSync Index is a consensus oscillator created in 1995 by Norm North. A consensus oscillator is an indicator that generates an output using the value of many other trading indicators.
The InSync Index is calculated by summing several technical analysis indicators including the Bollinger Bands, Moving average convergence/divergence, Commodity channel...
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Indicator
Medium
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Download the earning release date and time for US companies. On running this downloader, a new custom database (fund_earnings) with two fields (earning and ispm) is created.
The earning field gets a value of 1 on the date-time the earning is going to be released. The (ispm) field is used by...
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Downloader
Medium
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Here is an example of how to use fast Fourier transform in QuantShare.
This function calculates the amplitude of the different FFT bins and plots each one on a chart using each time a different color.
How it works:
- The function "FFtAmpPlot" gets a time series (For example, the close time series)...
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Indicator
Advanced
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This item downloads historical quotes data for Saudi Arabia stocks (Tadawul Stock Exchange). It also downloads data for various indexes and sectors. (Bank and Financial services, Energy & Utilities, Hotel & Tourism, Industrial Investment, Multi-Investment, Media and Publishing, Petrochemical Industries, Real Estate Development...).
You can choose to download historical data for...
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Downloader
Basic
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This system is a very frequent trading system. The basic is as follows:
1. The system purchases stocks at the limit price based on the previous day.
2. If the trade is executed, the stock will be sold at the limit price of high the following day. If...
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Trading System
Medium
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Here is how this technical analysis indicator works:
- Calculates support and resistance for each trading bar (support and resistance are calculated based on the period you provide and using the "AutoSR" function of QuantShare)
- Detects whether a security breaks its support or resistance
- Returns the percentage of increase (one bar)...
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Indicator
Advanced
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AMM model following the logic of Sector Surfer (www.sumgrowth.com)
Basically rotates each month into the Top1 (only one held), and uses autocorrelation market filter on SP500
- Uses special trend function SSEma / SSEma1 which is double smoothened EMA 1456 ...
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Trading System
Medium
Private
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To Sharpe ratio was created by William Sharpe in 1966. It is a very popular measures used to calculate the risk/return of an investment.
You can calculate the Sharpe ratio of any security in QuantShare using the "Sharpe" function. However, calculating the Sharpe ratio of a portfolio consisting of two assets...
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Indicator
Medium
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This item contains ticker symbols of companies that trade in the Germany stock market. The main exchanges in Germany are:
Frankfurt Stock Exchange
Berlin Stock Exchange
Bremen Stock Exchange
Düsseldorf Exchange ...
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Symbols
Medium
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This item downloads historical quotes data for stocks listed on the Indonesia Stock Exchange (Bursa Efek Indonesia). It gets quotes from the exchange website (idx.co.id) by date and for all listed companies.
The 158 list of symbols contains ticker information about the companies.
The current downloader automatically adds new symbols in your...
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Downloader
Medium
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This indicator measures the tendency of a security to trend. It does so by calculating a moving average then counting the number of times that moving average crosses the close price in the previous N-bars. The fewer crossovers the more evidence that the stock or security is trending. A high...
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Indicator
Medium
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Normally it has been observed that stocks which crosses their all time highs are poised to go for very sharp upside. This watch List will enable you to screen out the stocks which are trading at their all time highs. I have taken period of 980 trading days for calculation....
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Watch List
Basic
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Here is a download item that will allow you to retrieve daily historical continuous contract data for CME Eurodollar futures. It gets non-adjusted price based on spot-month continuous contract calculations.
Eurodollar futures are interest-rate derivatives based on the LIBRO. These 3-Month Eurodollar futures are traded on the CME or Chicago Mercantile...
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Downloader
Advanced
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best watchlist created ,tested on indian market try it u will get more profts....
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Watch List
Medium
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This function allows you to get the industry name of an external symbol.
As you may know, you can get the industry name of the currently analyzed symbol using the "Industry()" function.
To access the industry of another symbol, download and install this function then type something like:
a = SymbolIndustry("GOOG");
...
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Indicator
Advanced
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It is well known fact that a stock that is strong relatively to other stock continue to be stronger. Here is a watch list that filter for strong stocks and list those stocks that breakout from 4 weeks high. Many consider four week cycle as an important cycle in stock...
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Watch List
Medium
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This trading indicator calculates the percentage of bars, during a given period, in which the provided stock trading rule is higher than zero.
The function has two parameters: the trading rule which value will be checked and the lookback period.
If the function returns a value of 100%, this means that...
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Indicator
Medium
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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
...
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Indicator
Basic
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Few months ago, we have released an item that allows you to export any kind of data from QuantShare to a csv file.
Later, the item was modified by Kyra and the ability to filter data and add columns labels were added to the script.
Today, we are modifying the script again...
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Downloader
Advanced
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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...
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Downloader
Medium
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The price pattern drawing tool allows you to select a price range to create a drawing item from prices in that range.
Once created, you can move this drawing item like any other item.
This price pattern drawing tool can useful in several ways:
- You can for example compare recent price movements...
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Drawing Tool
Advanced
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This item calculates the number of days since the inception of the security (first available bar date) and then accepts or rejects a new order depending on whether that value is higher or lower than a specified threshold.
If for example your want to ignore stocks that are less than 365...
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Money Manag.
Basic
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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 current item downloads options volume data, grouped by account type, for U.S stocks from the Options Clearing Corporation, which is an equity derivatives clearing organization, website.
The OCC provides investors with information regarding options volume. The OCC divides all trades into three groups or account types.
Customers: This group represents all...
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Downloader
Medium
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The 'insideperiod' function is a custom function that deals with dates.
It returns a value of '1' on bars where the bar's date is superior or equal to the start date and inferior the end date.
It returns a value of '0' on bars where the bar's date is inferior...
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Indicator
Medium
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This Forex indicator is almost the same as 554. It calculates the percentage of economic releases that are better than expected for a country. The difference is that this trading indicator doesn't take into account economic releases that have no forecast value.
Using the example provided here 554. This indicator will...
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Indicator
Medium
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This is a composite and market breadth indicator that calculates the ratio of stocks trading above the moving average of their close prices plus the 30-bar standard deviation to stocks trading below the moving average of their close prices minus the 30-bar standard deviation.
The Standard deviation is a measure of...
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Composite
Medium
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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...
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Indicator
Medium
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This item downloads historical tick data for all U.S. equities and for the last 20 trading days.
If you are not using the Auto-Manage feature of QuantShare, you must first update your symbols list:
- Select "Symbol -> Auto-Manage Symbols"
- Check "New York Stock Exchange", "American...
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Downloader
Medium
Private
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