Australian stock market traders who are interested in building a fundamental database can use this item to download historical fundamental data. The data is retrieved from (ascii-data.com) website; it is available from December 2003 to July 2009. July was the last release; I don't know the reason why the website...
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Use this item to download historical quotes data for the Ocean Tomo Patent Indexes. The data spans from 2007 to present.
The Ocean Tomo Patent Index was developed by Ocean Tomo, LLC. It provides a market benchmark for the U.S. economy. This economy has seen an increase in intangible assets relatively...
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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.
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The Toronto Stock Exchange is the main stock exchange in Canada. This item lets you download historical end-of-day data for companies listed in this exchange. Data for 1444 symbols are downloaded, parsed and inserted into your quote database. The data is grouped by month and thus can be downloaded very...
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Downloader
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The Guppy Multiple Moving Average is a technical indicator that displays two sets of moving averages. The first set contains six exponential moving averages that use short time frames to monitor the trading activity of short-term traders. The second set contains six exponential moving averages that use long time frames...
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Indicator
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NORMINV function is the inverse of the normal cumulative distribution for a specified standard deviation and mean. The normal probability density and the cumulative normal distribution can be calculated using the following function: 1041.
This function finds the z value given the probability that a value or variable is within a...
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Indicator
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The S&P 500 volatility ratio indicator compares the volatility of a stock with the volatility of the S&P 500 index. The ratio is calculated by taking the N-bar volatility of the analyzed stock and dividing it by the N-bar volatility of the S&P 500 index.
Here, the standard deviation is...
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Indicator
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The Year to date change is a trading indicator that is usually used to calculate the percentage change of a stock's last closing price compared to the previous year close price. You can also use the indicator to calculate the Year to date percentage change of any other time-series or...
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Indicator
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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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Composite
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This was inspired by an article on tweaking Harry Browne's Permanent Portfolio (I cannot find that article... )
This is v.01 so it's not 100% checked and verified.Please report any errors or mistakes.
The basic PP portfolio is equal weight in 4 assets:
25% Equity ...
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Trading System
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Private
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This function transforms any technical or trading indicator into a sort of adaptive indicator. In fact, it gives you the average one day performance when the rule you provided is true, for a specific number of past bars. To do so, the function calculates the one bar rate of change...
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Indicator
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After downloading the list of symbols (312) of the manufacturers' survey diffusion indexes, you can use this object to download seasonally adjusted time-series data (historical data). The data is available from May 1968 (The date the first time the survey was conducted) to present.
The data is retrieved from the Federal...
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Downloader
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Definition:
VIX futures are often priced differently depending on the expiration date. VIX term structure is a plot of the futures values for different expiration dates.
When the near-term VIX futures contract is priced lower than later VIX futures, we say that the VIX futures curve is in contango. The opposite, backwardation,...
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Downloader
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The National Commodity and Derivatives Exchange, NCDEX, is an online multi commodity exchange located in India; its headquarters are based in Mumbai.
The NCDEX was established on 2009 and it is the largest commodities exchange in India. The exchange is a public limited company regulated by the Forward Markets Commission.
The NCDEX...
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Symbols
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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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Indicator
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This trading system analyzes the crossover of two exponential moving averages (period of 5 and 12) to generate buy and sell signals.
The strategy opens a buy position (market order at open of tomorrow) when the 12-bar moving average crosses above the 5-bar moving average and only if the same crossover...
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Trading System
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By default, users are unable to take advantage of global variables inside of charts and other features. This function reads the specified global variable and returns its value as a string (not a number). If the global variable does not exist, this function will return a blank string.
By itself, GetVariable...
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Indicator
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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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Screen
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Hong Kong EOD data item allows you to get free historical end-of-day data for all stocks and Etfs listed on Hong Kong Stock Exchanges.
Hong Kong Stock Market:
- The list of ticker symbols for HK stocks is available here: 259
- The list of ticker symbols for HK Etfs is available here:...
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Downloader
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Here is a new EOD data downloader for the Kuwait Stock Market. It downloads end-of-day data for +200 companies including Kuwait International Bank , Al-Safwa Group Holding Co. , Manazel Holding Co., Alafco Aviation Lease And Finance Co. , Abyaar Real Estate Development Co. , The National Industries Group ...
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Downloader
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Average On Balance Volume (OBV) market breadth indicator is the average OBV value of all liquid stocks for each trading day. On Balance Volume is a cumulative indicator that measures buying and selling pressure. It works by adding volume on up days and subtracting volume on down days.
Given the above...
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Composite
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One way to discover stocks that are in a trading range and may move in one way or another in the coming days is to count the number of close and moving average crossovers over the previous days. For example, a stock that had four crossover during the last 10...
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Indicator
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This is not another indicator , just see the picture to know the power of this study
http://www.freeimagehosting.net/uploads/1e120823dd.jpg
Formula Name:VMACD
Formula Full Name:Volumn Moving Average Convergence Divergence
...
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Watch List
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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
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The RTS Index or RTSI is an index that tracks the performance of the 50 largest stocks that are listed on the Russian Trading System, a stock exchange located in Moscow.
The RTS Index is calculated in US Dollars; it is a capitalization-weighted index and it has restrictive rules that prevent...
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Symbols
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This function is an example that shows you how to use the "plotprofile" function of QuantShare.
Each month, it splits the stock's high/low range into ten buckets then counts the number of times the analyzed stock has closed within that bucket. The higher the bucket value, the more the stock closed...
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Indicator
Advanced
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Here is a trading indicator to calculate the Jensen index or alpha of a particular security. When evaluating the return of a security or a fund, it is important to take into account the risk. The alpha indicator helps you achieve this by measuring risk premiums in terms of beta....
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Indicator
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This composite index calculates the number of stocks that are trading above the Keltner Channel upper band and the number of stocks that are trading below the Keltner Channel lower band and then divide the first value (Up stocks) by the second one (Down stocks).
Created by Chester W. Keltner,...
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Composite
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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
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Convert a text/string to a numeric value.
For example, if you have a numeric data stored in a text field such as Name1, Name2... and you want to use this in a QuantShare formula, you can use this function to do so:
a = ToNumeric(Name1());
...
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Indicator
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BSE Sensex is the main index of the Bombay Stock Exchange. It is composed of the 30 largest companies listed on the BSE. Companies that are part of the BSE Sensex Index include HDFC Bank, Hero Honda Motors Ltd., ITC Limited, Larsen & Toubro, Tata Power, Tata Motors...
BSE Sensex, which...
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Downloader
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This item downloads seasonally adjusted historical data of the PMI Index from the Institute of Supply Management (ISM). The PMI (Manufacturing Purchasing managers' index) number is compiled from a survey of managers' purchasing. The idea is that the more managers buy raw materials to fulfill their needs, the better the...
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Downloader
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The double top, double bottom, multiple top and multiple bottom are four chart patterns. These reversal patterns are generally formed after an uptrend for the double top and multiple top or a downtrend for the double bottom and multiple bottom.
As said previously, a double-top pattern occurs at the peaks after...
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Downloader
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This example will show you some of the power and the flexibility of the Grid tool.
Download, install this item then display it using "Tools -> Grid -> Open Grid".
This item doesn't use real time data. I have created it to show you how you can access, manipulate and display QuantShare...
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Advanced
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The ascending and descending triangles are two chart patterns that can be used to confirm a continuation or to detect a reversal; the former is a bullish chart pattern, whereas the latter is a bearish chart pattern.
As we previously said, the Ascending Triangle is a bullish pattern; it is...
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Downloader
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The Dubai Financial Market is a stock exchange based in Dubai (United Arab Emirates). This stock exchange was founded on March 26, 2000 and is owned now by Borse Dubai. It currently lists about 65 companies for nine different sectors:
Banks, Investment & financial services, Insurance, Real estate and construction,...
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Symbols
Basic
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This composite calculates the ratio of stocks trading above their upper Bollinger band to stocks trading below their lower Bollinger band.
The number of stocks trading above/below their upper/lower Bollinger band is computed by comparing the close price to the 20-bar "BbandsUpper"/"BbandsLower" function.
A value of 60 tells us that among stocks...
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Composite
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The short indicator tells you whether to short 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 short and cover after n-bars when the provided indicator gives a...
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Indicator
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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
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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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