This is a list of volatility-related indexes. The indexes are calculated by the Chicago board options exchange and are measures of the market expectation of the near-term volatility of the underlying securities.
These indexes track implicit volatility and their prices are calculated using the implicit volatility of the underlying security options...
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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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The S&P 500 Earnings is calculated by taking the 12-month earnings per share for all stocks that constitute the S&P 500. The S&P 500 is one of the most popular indexes; it tracks the performance of 500 American large-cap companies.
An increase in the S&P 500 earnings means that the biggest...
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The Elliott Wave Oscillator is a very simple indicator that consists of taking the difference of a 5-period simple moving average and a 34-period simple moving average. The result oscillates above and below the zero line and it is displayed as a histogram whose bar colors changes depending on whether...
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This Generic Trading System Template can be used as a starting point for your own trading system developments. It includes all the simulator settings that can be parameterized as well as examples for ranking, optimization, stop-setting, entry/exit rules and limits.
The template is grouped into settings that are likely to get...
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This screens the quotes which are in continuous up trend .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 CREATED LOT...
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Shortable stocks refer to stocks that can be shorted, that is, traders are able to sell these stocks even if they don't own them. Usually, stock shares are borrowed from a broker and sold to another buyer. When the trader want to buy back stock shares (cover its position), these...
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This item downloads stock news data for the Hong Kong Stock Exchange. It gets data by symbol, for all Hong Kong listed stocks, from Yahoo news RSS feed and saves it in "yahoo_news" database.
News data can be plotted on charts and used to create trading rules and strategies.
To display...
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An earnings surprise is when a company reports an earnings number that is not expected by analysts. In other words, an earnings surprise occurs when the earnings per share (EPS) is not in-line with the consensus estimates. The earnings may exceed, be in-line or below the consensus estimates. Usually, an...
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The Lane's stochastic oscillator is an improvement of the well-known stochastic indicator. It was developed by Georges Lane in the 1950s. It is based on the calculation of the difference between the daily price and the lowest low divided by the highest-lowest price range. The indicator values vary from 0...
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This simple function can be used in Forex trading; it returns for a given symbol whether the specified currency is the base currency or the counter/quote currency.
The function is named "isbase", it accepts the currency name and it returns one if the specified currency is the base currency, minus one...
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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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A well known bullish formation and continuation pattern called the ascending triangle occurs during an uptrend and is constituted of two trend lines where the first one is a resistance line (horizontal line) and the second one connects two or more troughs.
In technical analysis, the ascending triangle formation is visually...
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Each time you click on a chart, this drawing tool creates new lines that connect the current point to the former ones.
This item was created using the custom drawing tool. You can add it to the bookmark panel, by right clicking on that panel, selecting "Add Shortcut", "Drawing Tool" then...
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The Mexican Stock Exchange, Bolsa Mexicana de Valores (BMV), is the only stock exchange in the Mexican Stock Market. It is located in Mexico City and is a public company owned by its members. The exchange trades stocks, warrants, mutual funds and debt instruments (Federal Treasury certificates - CETES, Federal...
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The majority of technical trading indicators use the rate of change of security prices in their calculation. The Relative Volatility Indicator or RVI, uses a different time-series, it uses the volatility trend, which is calculated using the standard deviation of the security close price, to measure and evaluate market strength.
The...
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Here is another NSE - Nigerian Stock Exchange (formerly known as the Lagos Stock Exchange) downloader that retrieves historical EOD quotes for more than 200 companies. Historical quotes are available starting from 2005 to the last trading day.
The item saves the close, high, low, trades and volume data in the...
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The price to book ratio is a fundamental measure to value stocks by comparing a company's book value to its market price.
The book value, which is the portion of the company that is held by shareholders, is calculated by subtracting the total liabilities of the company to its total...
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Breadth Thrust is another less known market breadth indicator. It is a market momentum indicator also called the Zweig Breadth Thrust or ZBT because it was created by Dr. Martin Zweig. As with other market breadth indicators applied in technical analysis, the Breadth Thrust uses the number of advancing and...
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NYSE Euronext website (www.euronext.com) provides investors with historical end-of-day data of stocks listed on the Euronext Amsterdam exchange. Euronext Amsterdam, previously known as the Amsterdam Stock Exchange - AEX, is said to be the oldest stock exchange in the world. The exchange is part of Euronext group which contains also...
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The New-High/New-Low Spread, sometimes called New-High minus New-Low Oscillator, is a market breadth indicator constructed by taking the difference between the number of stocks listed on the NYSE that are making new 52-week highs minus the number of stocks listed on NYSE that are making 52-week new lows. You can...
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To update your quotes database in a few minutes and even seconds, this Daily Stock Quotes trading object quickly downloads the latest stock prices, from the Yahoo server, for companies listed on US and international Stock Markets. It can be used daily when your quotes database is missing the last...
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The sales, growth and estimates object downloads financial data for all stocks trading on US exchanges - NYSE, NASDAQ, AMEX, and OTCBB.
The object gets four fundamental items:
Sales Growth F0/F-1: This is the percentage growth in annual sales. It is computed by taking the difference between sales of the last...
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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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The volatility channels indicator is used as a confirmation rule to enter long or short trades. When long rules are triggered, enter long when the price breaks up the upper volatility band and when short rules are triggered, enter short when the price breaks down the lower volatility band. The...
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Created by Dr. Rene Koch, the variance ratio indicator measures the degree of mean reversion or trendiness in a time series. It is an easy and fast way to detect whether a security or price series is trending, mean reverting or following a random walk.
The variance ratio interpretation is as...
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The Indonesian stock exchange was created after the Jakarta Stock Exchange merged with the Surabaya Stock Exchange in 2007. Before that, the Jakarta stock exchange which was based in Jakarta was the main stock exchange in Indonesia.
This list of ticker symbols lists 312 securities and contains several details about the...
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For those who want or need access to both adjusted and unadjusted historical stock prices, this item downloads both data from the Yahoo server.
This item has almost the same settings as the 73, which is a download object that retrieves historical EOD data from Yahoo servers, adjusts the quotes using...
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Standard deviation is often used as a measure to estimate future moves of an asset such as a stock (volatility). Although, price changes do not have a normal distribution, some technical analysts assume that it is the case and use this assumption to predict future price move. If the price...
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This item contains a list of symbols for the following indexes:
Ocean Tomo 300 Patent Index
Ocean Tomo Patent Growth Index
Ocean Tomo Patent Value Index
Claymore/Ocean Tomo Patent ETF ...
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This item downloads one year of historical EOD data for Australian stocks (Stocks listed on the Australian Securities Exchange, ASX). It requires a list of symbols of ASX stocks, which can be downloaded here 108.
The website that provides the quotes downloaded by 127 is no longer updated. The last update...
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The ratio of Total Market Cap to US GDP is an economic indicator measure that tells us whether the stock market valuation is overvalued, undervalued or fairly valued. Warren Buffet once said that the percentage of total market cap to US GNP is the "best single measure" for stock market...
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This function utilizes the historical analyst buy/sell recommendations, downloadable from yahoo by 641, to provide the current numeric rating for a stock. Ratings provided by various firms to a standard numeric score between 5 and 1, where 5 is a strong buy and 1 is a strong sell. ...
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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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The scale-in trading strategy was described in the following blog post: Money Management: Scale-in Trading Strategy
It is an example that shows you how to use money management events to create an advanced strategy that splits an initial order into two parts, executes the first one then checks for a...
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This function plots economic releases on a Forex chart. It requires the following downloader 212, which gets economic calendar date and stores it in a custom database. This function then reads the data and plots an arrow and the name of the economic release on the bar where it occurred....
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The following watchlist is created on the basis of two factors.
1)Hilbert Transform - Trend vs Cycle Mode.
2)Relative Strength Index(RSI).
The Hilbert Transform is a technique used to generate inphase and quadrature components...
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The Chart Pattern Indicator is a market tool developed by Thomas Bulkowski and updated on its website thepatternsite.com.
The Chart Pattern Indicator calculates the ratio of the total number of bullish patterns to the total number of bullish and bearish patterns for approximately 500 U.S. stocks. The result is expressed as...
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In finance, Revenue is mainly composed of the total amount of money received by the company for the services and/or goods provided to its clients during a defined period of time. It can also include money received from other companies from interest, dividends and royalties.
Total revenue can be found at...
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This rules analyzer metric calculates the average output of each analyzed rule and on a per-symbol basis. The standard average output adds up the outputs generated by all the positions for all securities then divides this value by the number of positions.
The current metric adds up the outputs separately for...
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