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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...

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 Indicator 
Advanced
DV Bounded - DV2/DVB
by clonex, uploaded several months ago

DV Bounded (DVB) - The DV Bounded is also known otherwise as the "DV2" and was created by David Varadi to capture the normalized relative close. The "DV2" version of the DV Bounded represents the 2-period average of the relative close to the high-to-low range. The "bounded" portion represents the...
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 Indicator 
Medium
Bleu Stochastic
by mdmd, uploaded several months ago

Description:
Stochastic Index (normalized smoothed q-period Stochastic) by William Blau, described in the book Momentum, Direction, and Divergence: Applying the Latest Momentum Indicators for Technical Analysis.

The values of q-period smoothed Stochastic is normalized and mapped into the [0,+100] interval. It allows to determine the overbought/oversold of the market.
...

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 Indicator 
Medium
Trading Rules to use with the Trading System Optimizer
by bug man, uploaded several months ago

Here is a list of rules I am using in the trading system GA and PBIL optimizer to find profitable trading patterns and create new trading systems.
The list contains several rules that only use the close price. I usually use this list with other trading rules as trading system entries...

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 Rules 
Medium
NASDAQ and Boston stock exchanges - Daily short sale data
by Patrick Fonce, uploaded several months ago

This item downloads daily Short Sale Volume data from nasdaqtrader.com website and for the NASDAQ and Boston stock exchanges.
The data is reported daily, one day after the market closes, and it contains trade date, ticker symbol, the sum of share volume of all short sale trades executed during regular trading...

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 Downloader 
Medium
Short selling indicator
by Patrick Fonce, uploaded several months ago

Here is another trading indicator that uses the short selling data. The function or indicator determines whether short or long volume is dominating in the last N-period. It uses the short selling ratio to calculate the excess volume (Volume below or above 50%) and then sums up the result over...
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 Indicator 
Medium
Fractal Adaptive Moving Average - FRAMA
by clonex, uploaded several months ago

The Fractal Adaptive Moving Average (FRAMA) indicator was introduced by John Ehlers. Based on the assumption that market prices are fractal, this indicator presents a new method of adaptive smoothing. The purpose of this indicator is to eliminate bad whipsaw trades.
A moving average is generally used for trend identification. Attention...

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 Indicator 
Medium
NYSE, AMEX and NASDAQ 52-week high and low data
by The trader, uploaded several months ago

This is an item that downloads historical data regarding the number of issues that are making a new 52-week high and those that are making a new 52-week low. These two time-series (52-week highs and 52-week lows) are downloaded for each US stock exchange (NYSE, AMEX and NASDAQ). In total,...
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 Downloader 
Advanced
Madrid Stock Exchange
by The trader, uploaded several months ago

The Madrid Stock Exchange (Bolsa de Madrid) is a regional stock exchange in Spain. It is part of the Bolsas y Mercados Españoles (BME) group and is the largest Spanish stock exchange. BME group also includes the Barcelona, Bilbao, Madrid and Valencia stock exchanges, MF Mercados Financieros and Iberclear. The...
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 Symbols 
Medium
PercentRank HLC Function
by clonex, uploaded several months ago

PERCENTRANK of High, Low and Close values translated from Amibroker.

Amibroker Code:
function PercentRankHLC(Data1, Data2, Data3, Periods)
{ ...

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 Indicator 
Medium
Exit Position based on Profitability
by QuantShare, uploaded several months ago

The Exit Postition Based on Profitability money management script is used to exit an open position if X% profit has not been achieved after Y number of bars.
The values for the profit threshold (X) and the number of bars (Y) are configurable using the money management variable inputs screen....

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 Money Manag. 
Medium
All Symbols Watchlist
by scorpiovegas, uploaded several months ago

This watchlist allows selection of any symbol from the watchlist grid - nothing is filtered out. I have found it more convenient to locate symbols from the watchlist panel rather than from the drop down lists on the Quantshare toolbar. Right clicking a symbol in the watch list displays the...
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 Watch List 
Basic
Per Trade SQN100
by Dave Walton, uploaded several months ago

Calculates the SQN100 (see work of Dr. Van Tharp) as if the per position "Output" is the trade result. This is different from the other rules analyszer metric named SQN in that the sample standard deviation calculation is used vs. the built-in Standard deviation. The result of...
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 Rule Metrics 
Basic
Polarized Fractal Efficiency
by MikeMM, uploaded several months ago

It was created by Hans Hannula and presented in 1994 in one edition of the Technical Analysis of Stocks & Commodities magazine. It primarily goal is to determine price efficiency over a specific period of time and to tell us whether a security is trending or not. The indicator values...
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 Indicator 
Medium
FII Derivatives Statistics - Index/Stock Futures and Options
by QuantShare, uploaded several months ago

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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 Downloader 
Medium
Open ARMS Index - Open-10 TRIN
by The trader, uploaded several months ago

The Open ARMS Index, also called Open-10 TRIN or Open Trading Index, is a smoothed version of the Arms Index.

This market breadth indicator uses the advancing/declining issues and the advancing/declining volume to measure the strength of the market.

The Open-10 TRIN is created by the composite plug-in and its formula consists...

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 Composite 
Medium
Financial fundamental data for US companies
by Patrick Fonce, uploaded several months ago

Download the most recent financial fundamental data from finviz.com for stocks listed in US stock exchanges. 12 items for more than 6000 ticker symbols are downloaded by this item.

This downloader should be run every week in order to build an historical fundamental database. The data is stored in a...

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 Downloader 
Medium
ADX Trading System
by Brian Brown, uploaded several months ago

Here is a screen that displays buy and sell trading signals using a system that works with the Average Directional Index (ADX), the Positive Directional Indicator (PDI) and the Negative Directional Indicator (MDI).

The screen creates buy and sell columns. A value of one in a cell under the buy column...

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 Screen 
Medium
REX Oscillator
by clonex, uploaded several months ago

The Rex Oscillator is a study that measures market behavior based on the relationship of the close to the open, high and low values of the same bar. The theory behind the Rex Oscillator is that a big difference between the high and close on a bar indicates weakness. Conversely,...
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 Indicator 
Medium
Collar Option Strategy
by bug man, uploaded several months ago

A collar is an options strategy that combines three positions. The options trader can establish a collar strategy by buying shares of a stock then buying a put option and selling (writing) a call option on that stock. The trader should purchase one put and write one call for every...
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 Downloader 
Advanced
S&P 500
by saratur, uploaded several months ago

S&P 500 index constituents as of 1/21/2011 .
The list can be used for creating watchlists, calculating composites etc.
In this list the Name3 field contains "S&P 500" .
Index constituents do change from time to time, and if one wants to keep the list accurate it should be updated with index changes....

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 Symbols 
Basic
Trending Up/Down using Ten Moving Averages
by MikeMM, uploaded several months ago

This indicator tells you whether a security is trending up or down based on ten moving averages (instead of just one). This is accomplished by calculating ten moving averages with different periods (20, 40, 60 ..., and 200) and then comparing them with the close price. For each trading bar,...
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 Indicator 
Medium
iShares ETFs - Class, Total Net Assets, Inception Date and Number/Top Holdings
by The trader, uploaded several months ago

BlackRock is a company that manages a family of ETFs known as iShares Exchange Traded Funds. An ETF is an investment vehicle with a lot of benefits such as the diversification, transparency of holdings and cost, tax efficiency and the ability to be bought and sold like any stock. An...
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 Downloader 
Medium
Consumer Price Index - Historical data
by The trader, uploaded several months ago

Download seasonally adjusted Consumer Price Index (CPI) historical data from the U.S. Department of Labor: Bureau of Labor Statistics. The data starts from 1947 to present and is updated monthly. The downloaded series is the Consumer Price Index for All Urban Consumers. It includes all items: Apparel, Education and Communication,...
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 Downloader 
Medium
US Stock symbols - CUSIP
by Patrick Fonce, uploaded several months ago

This item allows you to download CUSIP data for U.S. stocks. This list contains 6993 ticker symbols of companies that are listed in the NYSE, AMEX, NASDAQ and OTC exchanges. The companies' full names and the CUSIP (The Committee on Uniform Security Identification Procedure) numbers are included in the list.
The...

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 Symbols 
Medium
CRB Global Commodity Equity Index
by The trader, uploaded several months ago

The CRBQX, CRBIX and CRBAX are three market indices created by Thomson Reuters/Jefferies. The indices include most of the industry global market capitalization.

The CRBQX or the TR/J CRB Global Commodity Equity Index (Symbol name: ^CRBQX) is an equity index designed to track 150 stocks, which are essentially engaged in the...

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 Downloader 
Medium
Cumulative New High/Low Line
by The trader, uploaded several months ago

52-Week New Highs and 52-Week New Lows are numbers released by several stock exchanges. The New York Stock Exchange, American Stock Exchange and NASDAQ released numbers are downloaded by 134. From the same data provider, 159 gets the number of advancing and declining issues on these exchanges and the 151...
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 Composite 
Medium
Cross Above 200 SMA on Average Volume Strategy
by Brian Brown, uploaded several months ago

After a backtest, this trading system generated an average annual gain of 22.79%. The strategy Sharpe ratio for all period (2001-2011) is 0.77 and only 24.02% of trades were winners. Among the 11 years tested, only four showed a small negative return.

Here are the trading system settings:
- Number of...

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 Trading System 
Medium
Singapore Stocks - Historical Data
by QuantShare, uploaded several months ago

This Singapore Historical Data item retrieves EOD quotes for all companies that are listed on the Singapore Stock Exchange. The list of ticker symbols can be downloaded here: 237.

You can choose to download data for the last 5 days (week) or 5 years. In the "TimePeriod" tab of this SGX...

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 Downloader 
Medium
Better Volume Indicator
by Savio Rodrigues, uploaded several months ago



The Better Volume indicator uses a combination of bid/ask volume and range to identify
Volume Climax, High Volume Churn and Low Volume bars.
? Market tops are characterized by Volume Climax Up bars, High Volume Churn and Low ...

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 Indicator 
Medium
Identify Spilts Screener Script
by Dave W., uploaded several months ago

This screener script makes it relatively quick and painless to apply splits to securities.

The script uses the QuantShare custom Splits database to display
the splits that have occurred (or are expected to occur) over a user-defined number of bars.
Enter the number of bars to use to identify splits in the...

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 Screen 
Basic
Analyst Days Since Last Rating
by Stefan Kroscen, uploaded several months ago

This function utilizes the historical analyst buy/sell recommendations, downloadable from yahoo by 641, to determine how long it has been since an analyst rating has been provided for a stock. This function can be useful in trading algorithms in determining a confidence value for the rating (the longer its...
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 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...

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 Rules 
Medium
MAC (Moving Average Contraction)
by Gilari Decosta, uploaded several months ago

Price of a share moves as a wave contracting and expanding alternately .So,the expansion in price always follow a contraction in price and it is a great point for an entry.An easy way to find it is to use three moving average that contract very close.
When the stock break out...

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 Watch List 
Medium
Number of IPOs per Day - Trading Composite
by Caleb, uploaded several months ago

Yesterday, I have uploaded a trading item that downloads IPO Pricings historical data for the U.S. Stock Market. The item gets the IPO date, the initial price and the number of shares issued by the company. The data is stored in a custom database and it is used by this...
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 Composite 
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...
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 Downloader 
Medium
Negative trend breakout list (SMA200-based)
by Jan, uploaded several months ago

This dynamic watchlist lists all shares that are on the current symbol list, that have crossed south the simple moving average during the last 200 days. For long-term trend followers this could be a signal for going short on stocks from this particular list)....
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 Watch List 
Basic
Short Term Trading System with RSI Ratios
by Brian Brown, uploaded several months ago

This trading system is based on the ratio of two short-term relative strength indicators.
The ratio is created by dividing the 7-bar RSI with the 2-bar RSI.
That ratio is then ranked for all stocks in NASDAQ 100 index and the top 5 stocks are bought at the open of the next...

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 Trading System 
Advanced
RSI Predictor
by clonex, uploaded several months ago

This Reverse Engineer RSI (RSI PREDICTOR) helps you to know what stock price must be reached in order to trigger a particular RSI value. For example, if I want to buy a stock or ETF on the close today if the RSI(2) is below 50. How do I know...
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 Indicator 
Medium
Elliott Wave Oscillator
by Caleb, uploaded several months ago

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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 Indicator 
Medium
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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.