Day of week average is a date-related function. It does not aim at generating signals and making decisions, but is used as a statistical indicator tracing the price change dependently on the day of the week. It gives the price simple moving average over N bars back, these bars corresponding...
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An increase in volume can be detected in several ways. For example, you can calculate the ratio of the total volume in the last five bars to the volume of the last 50 days. The higher the ratio is the higher the increase of the volume during the last days.
Here...
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Screen
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iPath Exchange Traded Notes, ETNs, are unsecured debt securities, delivered by Barclays Bank PLC, that offers investors a way to track and earn from the return of strategies or market indices.
ETNs follow the performance of a benchmark or market index; the iPath EUR/USD Exchange Rate ETN for example, tracks the...
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Frank Hassler introduced this measurement. It was discussed on Frank's Blog Engineering Returns http://engineering-returns.com/2010/06/28/aapl-ts/, and it was highlighted and researched by David Varadi of CSS Analytics in his blog http://cssanalytics.wordpress.com/2010/06/28/trend-strength-index-tsi/, and subsequent posts.
David uses the following summary of TSI: "The TSI is an intermediate-term absolute (versus relative ) measure...
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Indicator
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The InSync Index is a consensus oscillator created in 1995 by Norm North. A consensus oscillator is an indicator that generates an output using the value of many other trading indicators.
The InSync Index is calculated by summing several technical analysis indicators including the Bollinger Bands, Moving average convergence/divergence, Commodity channel...
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Here is an intraday data downloader that retrieves one-minute bars snapshot for ETFs and Stocks of several major exchanges. Intraday data can be downloaded for stocks listed on the majority of exchanges supported by Yahoo. This includes: The New York Stock Exchange, NASDAQ, OTC Exchanges, National Stock Exchange, Sao Paulo...
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The price pattern drawing tool allows you to select a price range to create a drawing item from prices in that range.
Once created, you can move this drawing item like any other item.
This price pattern drawing tool can useful in several ways:
- You can for example compare recent price movements...
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Drawing Tool
Advanced
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Inverse Fisher Transform was first introduced by John Ehlers in an article published in May 2004 issue of the Technical Analysis of Stocks and Commodities magazine.
It is the inverse of the fisher transform which can be downloaded here 528. It is well suited to transform oscillator indicators because it is...
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Indicator
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Another technical analysis tool that is based on the standard Bollinger Bands indicator is the Fibonacci Bollinger Bands. It is almost the same as the standard Bollinger Bands with the difference that instead of using the standard deviation to calculate the volatility of the asset, the Fibonacci Bollinger Bands uses...
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Indicator
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A triangle is a chart pattern formed when two trendlines are converging. When the resistance line is increasing and the support line is horizontal, we call this chart pattern an ascending triangle. When the support line is decreasing and the resistance line is horizontal, we call it a descending triangle....
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Screen
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By measuring and averaging intercorrelation between different assets, you can create a market sentiment indicator and add it in your trading arsenal.
The sentiment indicator you are about to download calculates the average intercorrelation between two or more securities. In mathematical terms, it takes a security, calculates the 10-bar correlation with...
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Indicator
Advanced
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This item downloads last implied volatility data for U.S. stocks. The implied volatility is calculated from the options data for each stock.
Historical or statistical volatility is the past volatility of the underlying security and is measured using the annualized standard deviation. The implied volatility on the other hand is the...
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Downloader
Advanced
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The majority of companies spend each year a huge amount of money in research and development or R&D. Research and development refers to a creative activity whose purpose is to improve and increase company and its workers knowledge and then to use this knowledge to improve the existing products/applications or...
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Downloader
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The normalized close price indicator calculates the price movement of a security by starting with a 100 base value at a specific date.
You just need to specify a start/base date and a security name (optional - if empty then the currently analyzed security will be used) and this function will...
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Indicator
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This is a long only trading system that uses two Bollinger bands indicators with different look back periods.
Bollinger Bands is a technical analysis tool created by John Bollinger and it consists of two lines (upper and lower lines) that form an envelope around the price series or any other time...
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Trading System
Medium
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Developed by P.N. Haurlan, the Haurlan Index is a market breadth indicator with three components. The first one, the short-term component, calculates the 3-bar exponential moving average of the number of advancing stocks on the New York Stock Exchange minus the number of declining stocks on the same exchange.
The intermediate...
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This item downloads U.S. Crude Oil and Liquid Fuels Supply, Consumption, and Inventories historical statistics data. The data is retrieved as an Excel file from the Energy Information Administration website (Official Energy Statistics from the U.S. Government), it is then parsed and updated so it can be inserted into the...
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Downloader
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This is a followup of the trading system "Buy Low Sell High". In addition to using the trading system for back testing, I am also interesting in creating a set of information that I can use to make the trades for the following day.
The information that is important for me...
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Screen
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This item downloads historical end-of-day data for shares and other securities listed on the Deutsche Börse XETRA....
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Downloader
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Yesterday, I have shared an indicator called 1080. Today, I am sharing a trading system based on it.
Although, the different backtest reports of this trading system show great results, with an annualized return often higher than 40% and a Sharpe ratio above 0.8, the drawdown is still high and...
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Trading System
Medium
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Unlike the 1406 script, the current one exports the date in addition to the equity value.
It will automatically open an excel document with the date and equity value for each data point.
Please note that in order for this item to work you need to add a reference to the excel...
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Money Manag.
Medium
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Almost one month ago, I have created and uploaded a trading object that downloads industry names for stocks listed on US exchanges and updates the industry field of each stock in your database.
The same trading item gets also sector data but do not use it. This is why I...
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Downloader
Medium
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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
Medium
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When there is more short selling volume than long volume, traders expect a decrease in the price of the stock and when there is more long volume than short selling volume, traders expect an increase in the price of the stock. However, things could happen differently from what traders expect.
The...
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In order to keep your symbol database up-to-date, here is a trading item that automatically updates the exchange name of your US Stocks. The item downloads three symbols list; each list contains stocks that are listed in a specific exchange (NYSE, NASDAQ and AMEX). After a list is downloaded, each...
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Downloader
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this screens the quote which have achived new highs .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 LOT...
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Screen
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The current rule detects support line patterns. It uses the advanced rules syntax to detect bars where a support line with specific characteristics occurs.
The support line here is defined as a line (which is most of the time non-horizontal) that connects two bars and where the close prices between these...
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Rules
Medium
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Ehler's supersmooter filter - another moving average - but very good.
Example: plot (SupSmoot(50), "Ehler's SuperSmooter",colorpink);...
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Indicator
Basic
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After merging with the Paris Stock Exchange and the Brussels Stock Exchange to form the Euronext in 22 September 2000 (Euronext merged with NYSE in 2007 to form the NYSE Euronext), The Amsterdam Stock Exchange name changed to become the Euronext Amsterdam.
The Amsterdam Stock Exchange is considered to be the...
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Symbols
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I have just uploaded a rules analyzer metric script, which can be found here: 284. This script produces several metrics, one for each trading year.
The current script creates only one metric, which is the average 'output per bar' for all years. The metric is not the same as the default...
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Rule Metrics
Medium
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Based on the position of the security close price compared to its moving average (MA), this technical analysis indicator returns a value comprised between one and three.
A value of one indicates that the current close price is trading 5% lower than its simple moving average.
A value of three indicates that...
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Indicator
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This item calculates the SCTR (Stock Charts Technical Ranking). Please see the link for description. https://school.stockcharts.com/doku.php?id=technical_indicators:sctr
cFunctions.SetForwardAndBackwardBars(200, 0);
String str = "EMA200_ = ((Close - ema(200))/ema(200)) * 30;" + ...
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Indicator
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The SIX Swiss Exchange offers the access to historical quotes data for Swiss companies on their website. The data are grouped by date and by type. It is available in CSV or ZIP format.
This item downloads the data that are stored under the Swiss Blue Chip Shares, Mid & Small...
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Downloader
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The Forecast Oscillator is a technical indicator that compares a security close price to its time series forecast. The time series forecast function name is "tsf" (already implemented in QuantShare) and it calculates the projection of the price trend for the next bar.
The Forecast Oscillator and therefore the time series...
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Indicator
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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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Watch List
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Formerly known as the World Savings COSI and the Wachovia COSI, the Wells Fargo Cost of Savings Index (COSI) is an ARM index, a benchmark interest rate that makes the interest rate of the adjustable-rate mortgage floats up or down.
Here are some popular ARM Indices: National Mortgage Contract Rate...
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Downloader
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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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Indicator
Medium
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The "LastEarningsInDays" function returns, for the analyzed stock, the number of days that remains before the next release date.
This function is capable of returning the number of days starting from the last stock's date or starting from today.
Examples: ...
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Indicator
Medium
Private
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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 CBOE Russell 2000 BuyWrite Index is a benchmark index, created by the Chicago Board Options Exchange, which shows the performance of a hypothetical portfolio that uses an at-the-money buy-write strategy on the Russell 2000 Index. The Russell 2000, which ticker symbol is ^RUT (on most systems), is a small-cap...
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Downloader
Medium
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