This downloader loads an RSS feed from the Abu Dhabi securities exchange website (www.adx.ae) and then executes a pre-script to populate a custom database. The database, whose name is 'adx_news', has 3 columns:
Date: The date the news was published.
Title: The company news title.
Link: A PDF or DOC link to...
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Hammer is used for short term trading when applied to daily charts. Trader can take position accordingly on the particular trading days depending upon the formation of pattern. This will help you screen out stocks having Hammer formation.
Usually it is said that if the Hammer pattern is in downtrend than...
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Here is an interesting market breadth indicator that measures market strength by comparing the stocks that are outperforming their industry with stocks that are underperforming it.
The composite is calculated as follows:
- It counts the number of stocks whose 25-bar rate of return is higher than the 25-bar rate of return...
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With this trading system template, you will be able to test your strategy with different position sizing techniques quickly and effectively. By using this template to build your trading system then by clicking on the optimize button, QuantShare will backtest your strategy five times, each time using a different position...
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Textual analysis in financial markets consists of analyzing text data (news, tweets...) in order to determine the general sentiment of the market and predict its direction. The easiest technique to detect the sentiment of a news release or a tweet is by counting the number of positive words and subtracting...
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The MARSI Indicator (Also called Moving Average RSI) returns the RSI or relative strength index of a moving average and thus generates a nice smooth RSI line. This line can be used to identify trends as well as to detect good entries.
The interpretation of the MARSI indicator is the same...
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The NORMDIST function is similar to the one available in Excel. Given a set of parameters, this statistical function calculates the normal probability density function or the cumulative normal distribution function.
Here are the different parameters of the NORMDIST function:
X: The function will return the probability of the value "x" occurring.
Mean:...
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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...
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The OCC, which stands for Options Clearing Corporation, is the world largest equity derivatives clearing organization. The OCC was founded in 1973 and it is under the jurisdiction of the CFTC, Commodity Futures Trading Commission and the SEC, Securities and Exchange Commission.
One of the OCC role is to clear transactions...
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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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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...
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This screener attempts to find good "buy" candidates. A good buy candidate is defined as a stock that is oversold in the short term but trending up in the longer term. The RSI is used to find those stocks that are considered to be oversold where as...
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The SuperStockScreener.com website has created a ranking system that gives a score of one to five to stocks listed on U.S. exchanges, including the NYSE and NASDAQ.
The ranking system assigns a value of one to stocks that are likely to beat the market with less volatility (Strong buy recommendation). A...
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This item downloads numbers available in U.S. companies' balance sheet. The data is retrieved for all U.S. stocks and it includes the following figures:
Receivables: This field includes the money owed to the company by its customers and other entities (receivable) (in millions of dollars) minus provisions for bad debt
Inventory: The...
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The money supply or stock, in economics, is the total amount of money available at a particular point in time. Money includes the currency in circulation as well as demand deposits. The variation or changes in the money supply has multiple effects on the economy, for example the price level...
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The put minus call options volume is the daily difference between the total put volume generated by optionable stocks and the total call volume.
For each trading day, the composite calculates the difference between put and call volume of each optionable U.S. stock, and then sums these differences. The market indicator...
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The buy indicator tells you whether to buy the current security or not based on an indicator previous performance.
For each bar, this indicator will calculate the performance of another indicator for the past bars. It will simulate a buy and sell after n-bars when the provided indicator gives a signal.
Example:...
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Total Power Indicator is a technical analysis tool based on the bull power and bear power indicators, which can be downloaded here: 1243.
The indicator measures the number of bullish and bearish trend bars for a specific lookback period. It then calculates the proportion of bears and bulls within this period....
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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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The "RandomMonths" function picks months depending on a percentage value passed to this function. If you specify 100% then the function returns TRUE for all months, if you specify 50% then the function returns TRUE for half of the months and if you specify 0% then the function returns FALSE...
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TSPTalk.com publishes a weekly survey that asks investors whether they think the S&P 500 is bullish or bearish. The percentage of bullish and bearish traders as well as the TSP trading strategy mode are downloaded from TSP website. The Excel file is parsed then three symbols are created and added...
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This list of rules was created by applying a mask or a time-series transformation to some popular indicators. The mask can be found here: 153
Here is how it works: First of all, an indicator is selected, then a simple moving average is applied to this indicator (smoothing process), finally we...
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The National Stock Exchange of India allows traders and investors to download bhavcopy equities data (294), as well as bhavcopy derivatives data. The Derivatives data contains futures and options non-continuous contracts historical data.
The current downloader gets these quotes data from the NSE website, decompresses the ZIP archive file, parses the...
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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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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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Welles Wilder Jr introduced in his book 'New Concepts in Technical Trading Systems' several trading indicators including the Relative Strength Index (RSI), parabolic stops and the Average Directional Index (ADX).
He also introduced an indicator, based on the True Range (TR), which estimates the volatility of an asset or market volatility....
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This is a simple advanced rule that detects UP and DOWN breakaway gaps.
A Gap occurs when the security low price of the current bar is higher than the high price of the previous bar (GAP UP) or if the security high price of the current bar is lower than the...
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The Donchian channel is an indicator that was introduced by Robert Donchian; it consists of a set of 3 lines used as an envelope in order to calculate the price volatility. The first one is the price highest high over a chosen period; the second one is the lowest low...
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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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Here is an interesting screen that scans your stocks universe looking for the ones that are bouncing off their previous resistance line (Breakout followed by a bounce). The resistance line is calculated based on the "AutoSR" function and it uses 150 bars as period and 10 bars as lag value....
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Stock market analysts provide earnings estimates for companies they follow. These estimates are usually provided on a quarterly and yearly basis and for a certain period of time.
Earnings estimates are often revised when something new occurs to the company and analysts think that these changes could affect the future earnings...
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In order to reduce your investment risk you have to diversify. The problem is that many traders do not know how to put the diversification concept into practice. How do we know the number of stocks to invest in and the percentage of equity to put in each one of...
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Using a single (although not basic) trading rule, the current trading strategy gained more than 27% per year for the last 10 years. The strategy consists of buying falling stocks or the top five stocks with the highest decrease in price compared to the last five trading days moving average.
The...
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This Russell Latin America item is composed of three indices, constructed using a market capitalization-weighted methodology, the Russell Latin America Index, the Russell Latin America Growth Index and the Russell Latin America Value Index.
The indices are developed by the Russell Company and they cover several companies listed on Latin America...
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In statistics, the coefficient of determination represents the strength of the relationship or the portion of common variation in two time-series or variables. It is a statistical measure of how well the regression line approximates the real values.
The coefficient of determination or RČ is mainly used to analyze how well...
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The Long/Short Term Moving Average uses several moving averages with different periods to account for long, medium and short term trends. It results from the average of ten different simple moving averages with different lookback periods.
Given a start and end period (Example: 30 and 300), the long/short term moving average...
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Insider trading data are data reported by company insiders to the Securities and Exchange Commission (SEC). It could be a director who sold some shares in the company stock, or a CEO who bought 1000 shares of the company he works for.
Insider trading data could be downloaded from the SEC...
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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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This list of symbols contains 186 Danish stocks from the Copenhagen stock exchange. The list was created April 2012.
The Danish stocks are indexed into the following groups: OMXC20, Large Cap, Mid Cap and Small Cap. The Index field in the list uses the following names:
OMXC20, OMX LARGE-CAP, OMX MID-CAP and...
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Margin could be defined as the percentage of initial capital that you can invest. A default margin factor of 1 indicates that you can invest 100% of your capital. A margin factor of 1.5 indicates that you can invest 150% of your initial capital. In this case, 50% of the...
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