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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
Advance minus decline stocks per industry
by The trader, uploaded several months ago

This item scans the market looking for stocks that are advancing while the majority of other stocks in the same industry are declining.

It calculates the number of advancing stocks and subtracts it to the number of declining stocks for each industry. It then takes stocks that belong to industries that...

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 Screen 
Medium
RSI(3) Ranking System
by Dave W., uploaded several months ago

This ranking system based on RSI(3). The value of RSI(3) is subtracted from 100 so that lower RSI(3) values are given a higher ranking.

Larry Connors' has published some good, quantitative work showing short-term RSI() values (e.g., RSI 2, 3, 4) are good predictors of a stocks performance over the following...

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 Ranking System 
Basic
EPS Estimate Revisions
by Patrick Fonce, uploaded several months ago

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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 Downloader 
Medium
Design and backtest a trading system with two strategies
by QuantShare, uploaded several months ago

If you have two trading strategies and would like to measure the performance and profit of a trading system that combine these two strategies then this money management script can help you achieve this.
Each strategy, whether it is applied to stocks, FOREX, futures or options, is given an initial equity...

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 Money Manag. 
Advanced
Awesome Oscillator Indicator
by Brian Brown, uploaded several months ago

The Awesome Oscillator is an indicator that measures the momentum of the market. It consists of calculating the midpoint (high minus low divided by two) and creating two moving averages based on this series. The first moving average uses a 534-bar period and it is subtracted to the second one,...
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 Indicator 
Medium
Abu Dhabi Securities Exchange - EOD data
by bug man, uploaded several months ago

In Abu Dhabi, United Arab Emirates, stocks are traded on the ADX or Abu Dhabi Securities Exchange. Formerly known as Abu Dhabi Securities Market (ADSM), the ADX is a place where investors can trade shares of UAE based companies. Despite an increasing in activity in recent years, the exchange has...
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 Downloader 
Medium
Strategy Indicator - Percent winning trades for a trading rule
by bug man, uploaded several months ago

Let us say you have a trading system that contains three trading rules, imagine if you have a indicator that acts like a backtester or simulator; it analyzes each trading rule before it is applied to a stock or a security and tells you whether this rule was profitable for...
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 Indicator 
Advanced
Wilshire Indices - Wilshire 5000 Index
by The trader, uploaded several months ago

The Wilshire 500 Total Market Index, also called Wilshire 5000, is a market index created by Wilshire Associates, an independent investment firm. Wilshire Associates has also created several other market indices, including the Wilshire 4500 Completion Index, Wilshire Global Real Estate Securities Index, Wilshire US LargeCap Index and Wilshire US...
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 Downloader 
Medium
T-Score of a Trading System
by GS, uploaded several months ago

For a reliable trading system this score must be > 1.68. You can use it with any of your trading system during back testing to see how good your strategy is.

This script is based on an Advanced Momey Management and to use it, after downloading, follow the steps given below:

Simulation/backtesting...

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 Money Manag. 
Medium
Minimum Variance Optimization with Solver V1.1- AMM
by Alexander Horn, uploaded several months ago

Mean-variance optimization (the implementation of Markowitz's modern portfolio theory) basically allows one to find the optimal weights of assets in a portfolio that maximizes expected return given a level of risk/variance, or equivalently, minimize risk/variance given a level of expected return. The biggest ingredient in mean-variance optimization is the covariance...
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 Trading System 
Medium
 Private 
Percent Bollinger Bands smothed with exponential Moving Average
by srishail, uploaded several months ago

EMA Exponential Moving Average
SYNTAX Ema( ARRAY close, ARRAY timeperiod)

In a Simple Moving Average, each value in the time period carries equal weight, and values outside of the time period are not included in the average. However, the Exponential Moving Average is a cumulative calculation, including all data. Past values...

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 Indicator 
Medium
NYSE Margin Debt
by The trader, uploaded several months ago

This item downloads the margin debt, the free credit cash accounts and the credit balances in margin accounts data from the New York Exchange website.
The NYSE releases these numbers every month and the data spans from 1959 to present.
The NYSE margin debt is the amount of borrowed money to...

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 Downloader 
Medium
Industry Fundamental Data
by Brian Brown, uploaded few weeks ago

Aggregate fundamental data for industries could be very useful in a top-down analysis style. It can be of course be used in several ways and would allow you for example to create industry-specific rules in your trading or ranking system.

By running this item daily, you would be able to gather...

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 Downloader 
Advanced
Absolute Breadth Index
by The trader, uploaded several months ago

The absolute breadth index, or ABI, is a market breadth indicator; it uses the number of advancing and declining stocks to measure the amount of volatility on US exchanges. This indicator does not take into account the price direction because it calculates the absolute value of the difference between the...
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 Composite 
Medium
US Consumer Sentiment
by QuantShare, uploaded several months ago

The U.S. Consumer Sentiment, also called the University of Michigan Consumer Sentiment Index, is a market indicator published monthly by Thomson Reuters and the University of Michigan.

The indicator is build by conducting not less than 500 telephone interviews each month and its purpose is to assess consumer attitudes on business,...

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 Downloader 
Basic
Bank Holidays
by bug man, uploaded several months ago

This downloader creates a symbol (^BANKHOLIDAY) as well as a custom database (bank_holidays). It then downloads a file that contains a list of bank holidays dates until 2020.

In fact, the data contains more than the bank holiday dates, it contains the date of each holiday, the holiday name, the holiday...

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 Downloader 
Advanced
Sharpe Ratio Ranking System to Lower Trading Strategies Volatility
by Patrick Fonce, uploaded several months ago

The Sharpe ratio is certainly the most popular measure of the performance of investment strategies or trading systems. It is a measure of the risk premium or excess return per unit of risk. It is calculated by subtracting the risk free from the portfolio's return and then dividing the result...
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 Trading System 
Medium
Trading System Template: Position Sizing Techniques
by QuantShare, uploaded several months ago

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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 Trading System 
Medium
Market: US Holidays
by Patrick Fonce, uploaded several months ago

This item loads and saves a list of all US holidays. The data is retrieved from the (ice.com) website. The market closes on these US holiday dates and thus the list can be helpful if you need to conduct some analysis on the how the market behaves near these dates.

The...

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 Downloader 
Medium
Short Selling Data
by Patrick Fonce, uploaded several months ago

It took me more than 2 hours to complete this short selling downloader. This item is more complex than the previous ones (319, 321, 310, 322) because it calculates the sum of all short selling data for four different facilities.
Because the data is retrieved from four different URLs, I have...

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 Downloader 
Medium
Mojena Market Timing Model
by Brian Brown, uploaded several months ago

A Market Timing Model is a model or strategy that issues buy and sell signals based on a group of predictive indicators.
Timing Models are usually compared with the buy and hold strategy in order to assess and evaluate its performance. Two measures are particularly important: Annual Return and Strategy...

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 Downloader 
Medium
Kaufman's Efficiency Ratio (Fractal Efficiency)
by saratur, uploaded several months ago

Kaufman's Efficiency Ratio (Fractal Efficiency)

The Efficiency Ratio (ER) was initially described by Perry Kaufman in his book Smarter Trading. This same indicator also became known as Fractal Efficiency.
This ratio measure the efficiency of a trend by dividing the net price movement over a certain time period by the...

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 Indicator 
Medium
watchlist2
by srishail, uploaded several months ago

best watchlist created ,tested on indian market try it u will get more profts....
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 Watch List 
Medium
Top 20 stocks with the highest 10 day rate of change - Current and 10 days ago
by Brian Brown, uploaded several months ago

Get stocks that belong to the top 20 stocks with the highest rate of change (return) over the last 10 days and top 20 stocks with the highest rate of change over the same period, 10 bars ago.

Symbols Filter: All symbols
Filter: Stock closing above 10$
Rule1: Stock must belong to the...

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 Screen 
Medium
PEG and Price to Free Cash Flow above Market Averages
by Brian Brown, uploaded several months ago

The Price/Earnings to Growth ratio, also known as the PEG ratio, is a measure of valuation of a company. The PEG ratio was made popular by Peter Lynch and it provides an easy to way to find whether a company is fairly valued, overvalued or undervalued. A stock with a...
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 Screen 
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...
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 Indicator 
Medium
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
Dow Jones U.S. Technology Sector Index Fund survivorship bias-free database downloader
by clonex, uploaded several months ago

This downloader uses IYW - Dow Jones U.S. Technology Sector Index Fund to create survivorship bias-free database for more reliable bactesting. This ETF fund is 0,99 correlated to QQQ.

Downloader is based on this blog post: Getting Accurate Backtesting Results: Survivorship bias-free S&P 500

Original/Idea autor is Quant Share team....

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 Downloader 
Medium
Unweighted Price Index
by Seeker, uploaded several months ago

With the 'composite' plugin in QS, we can easily create our own indices. The simplest construction gives a price-weighted index. One drawback of a price weighted index is that when a high priced stock ceases to be a member of the index, it results in a downward gap for that...
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 Composite 
Medium
Hanging Man
by Vivek A. Shah, uploaded several months ago

Hanging Man 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 Hanging Man formation.
Usually it is said that if the Hanging Man pattern is...

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 Watch List 
Medium
Fixed Bucket Calculation
by swalk10, uploaded several months ago

Fixed Bucket Calculation

In financial modeling, "normalizing" data is critical to evaluating a time series in a smooth and consistent manner. What constitutes a high versus what is a low value? Properly characterizing values is important to determine valid "signals". It rarely a good idea to...

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 Indicator 
Medium
Volatility Quality Index
by QuantShare, uploaded several months ago

The idea behind the volatility quality index is to discern bad and good volatility in order to create a better volatility indicator that can identify better trade opportunities.

This trading indicator is based on the true range and it is calculated using the latter indicator plus the open, close, high and...

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 Indicator 
Medium
Economic events surprise
by QuantShare, uploaded several months ago

Those who have downloaded and are using one of the historical calendar events downloader for forex pairs (202 or 211 or 212) may find this function very useful.
The function accepts two inputs: A symbol name (the one that contains the historical calendar events) and an event name.

It reads the...

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 Indicator 
Medium
Frankfurt Stock Exchange historical data
by bug man, uploaded several months ago

This item downloads historical quotes data for the 6980 securities listed in the Frankfurt Stock Exchange. The list of symbols, which contains the symbol name and the companies' title, can be downloaded here: 221.

The quotes data are grouped and downloaded by month, which make it faster than if the data...

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 Downloader 
Medium
Decreasing the Trailing Stop Level every Trading Bar
by QuantShare, uploaded several months ago

When you set up a trailing stop for your strategy, you have the ability to define a fixed threshold or a variable one that depends on a custom formula. However, you cannot specify a trailing stop level that depends on the position or trade settings (Example: position return, number of...
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 Money Manag. 
Medium
Arms Index - TRIN
by The trader, uploaded several months ago

This Arms index item is my third market breadth composite index. This first item I have uploaded, 340, calculates the ratio between the number of advancing stocks and the number of declining stocks. The second one, 344, calculates the absolute value of the difference between the number of advancing stocks...
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 Composite 
Medium
EOX Put-Call Ratio (PCR)
by bug man, uploaded several months ago

The OEX Put-Call ratio or PCR is based on the S&P 100 Index, it is a measure of the number of puts versus the number of calls traded on the S&P 100 (Total put volume divided by total call volume). It is considered as a more reliable indicator than...
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 Downloader 
Medium
Inventory to Sales Ratio - I/S Ratio
by The trader, uploaded several months ago

Inventory to Sales Ratio or I/S ratio is the ratio of companies' inventory to companies' sales. It measures the percentage of inventory companies, operating in the United States, have on hand to support their current amount of sales. This economic indicator is released in the Monthly Wholesale Trade Report, which...
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 Downloader 
Medium
SMA 50-200
by suresh, uploaded several months ago

This is a simple moving average crossover. This is intended to find long trends in the system. This should be combined with fundamantal analysis as that will ensure you are investing in solid companies and you are trying to find a good entry point and exiting before the...
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 Trading System 
Basic
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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.