This screen tries to find low priced stocks that have experienced substantial run up in one day with a volume substantially higher than average for the last periods. you'd be looking to go long on the open of the next day. the screen also shows the magnitude of the move...
No notes
|
|
The OCC, which stands for Options Clearing Corporation, is the world largest equity derivatives clearing organization. The OCC was founded in 1973 and it is under the jurisdiction of the CFTC, Commodity Futures Trading Commission and the SEC, Securities and Exchange Commission.
One of the OCC role is to clear transactions...
No notes
|
|
This indicator uses short selling data downloaded by the 323 object. The indicator calculates, for a defined lookback period, the percentage of bars where the short selling ratio was higher than 50%. (More short selling volume than long volume).
This indicator can be interpreted as follows; a high value means that...
No notes
|
|
The "HhvLlv" function returns the highest or the lowest value of a time series over a preceding period. Unlike the built-in "hhv" and "llv" functions, this function accepts dynamic lookback periods. This means that you can get, for example, the highest high of a stock over a non-constant period.
Here...
No notes
|
|
In the November 2002 issue of the Stocks and Commodities magazine, John Ehlers wrote an article "Using the Fisher Transform" and introduced a technical analysis indicator called the Fisher Transform or Fish.
Fisher Transform indicator is used to identify price reversals and is based on the assumption that prices behave like...
No notes
|
|
This item allows you to create a Survivorship-bias-free historical database by downloading historical quotes for delisted US companies.
Delisted stocks are companies that are no longer available for trading. A stock can be delisted from an exchange for several reasons: It no longer meets the exchange requirements, it chooses to go...
No notes
|
|
As with the default horizontal line, this drawing item plots a horizontal line at the mouse Y position when you click on a chart. Beside that line, another line that corresponds to the distance between the horizontal line and the last close price is also drawn at the first bar...
No notes
|
|
The current downloader downloads Market Capitalization data for the US Stock market companies that trade in the New York stock exchange (NYSE), NASDAQ and OTC.
A stock market capitalization could be considered as the company's net worth.
It is calculated by multiplying the company stock price by the number of shares outstanding.
If...
No notes
|
|
This market breadth indicator calculates the ratio of total volume for advancing stocks to the total volume of declining stocks. In this volume ratio, Advancing stocks refer to stocks that have increased in the last 10 trading days, while declining stocks refer to stocks that have decreased in the last...
No notes
|
|
This downloader gets last quote prices (realtime shares data) for stocks listed on the Euronext Paris Stock Exchange (Bourse de Paris).
It downloads a list that contains the date, open, share price, today's high and today's low for more than 700 stock symbols (including CAC 40 stocks). The data...
No notes
|
|
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...
No notes
|
|
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...
No notes
|
|
In statistics, the coefficient of determination represents the strength of the relationship or the portion of common variation in two time-series or variables. It is a statistical measure of how well the regression line approximates the real values.
The coefficient of determination or R² is mainly used to analyze how well...
No notes
|
|
Download Forex historical data for 10 pairs.
You need to add the following symbols in order to use this downloader.
CHFJPY
EURCHF ...
No notes
|
|
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...
No notes
|
|
Current drawdown refers to the percentage of decline (long positions) or increase (short positions) from the highest value (long positions) or lowest value (short positions) of the price series since the position was taken.
The current drawdown technical indicator can be applied to any time-series; it is not limited to the...
No notes
|
|
The Accumulation/Distribution or A/D indicator tries to determine whether the current security is controlled by buyers (accumulation) or by sellers (distribution). It acts as a leading indicator and it is calculated by summing over a specific number of bars, a formula that uses the close, high, low and volume prices....
No notes
|
|
Using put and call volume from all market participants (Customers, Firms and Market makers), this trading indicator calculates the put/call ratio of each individual U.S. Stock.
357 downloader gets U.S. options put and call volume from the Options Clearing Corporation website. You should install and execute this downloader before using the...
No notes
|
|
Here is a trend line that displays the line slope angle which is the angle in degrees from the horizon. This drawing tool is similar to any trendline tool used in technical analysis; select it then click on the chart to create the first anchor point or line extremity then...
No notes
|
|
Using historical data for the Long to Short position ratios, this composite item creates an index that calculates the average of the ratio of long positions to short positions of the Majors (Pairs of currencies that involve the U.S. Dollar).
The index is based on data downloaded by the following item:...
No notes
|
|
Use this screen on any set of stock quotes. The idea is to find low priced stocks (price between 1 and 5) that experience a growth of volume and the volume is higher than the average volume for the last 50 days. The last criteria is that the close must...
No notes
|
|
The Net Income of a company is its total profit or earnings. It is the company's revenue minus costs (expenses, interest, depreciation, taxes).
The Net Income, also called Net Earnings and Net Profit, can be used by a company to distribute dividends and it can be held as retained earnings.
As with...
No notes
|
|
The sector rotation model or SRM is a trading indicator described by Giorgos Siligardos in an article in the traders' magazine.
The sector rotation model is based on several sectors represented by the following exchange traded funds:
XLY: Consumer Discret Select Sector SPDR
XLF: Financial Select Sector SPDR ...
No notes
|
|
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...
No notes
|
|
One of the most important economic indices used to measure the state of macroeconomics is the Unemployment rate.
Definition: The jobless rate is the percentage of people, in the labor force and in a particular country, that are willing to work but are not currently working.
Each country's main goal is...
No notes
|
|
The AAII Bull Ratio is a sentiment indicator created using the famous AAII sentiment survey. A survey, in which, the American Association of Individual Investors (AAII) asks, every week, its members about their view on the direction of the stock market in the near term. Using the percentage of members...
No notes
|
|
The flat market indicator is a technical analysis indicator that can help you identify possible congestions in your asset's prices.
Congestion is a situation where no significant change in asset's price happens. It also sometimes indicates areas where heavy trading volume occurred in the past. Congestion periods are sometimes followed by...
No notes
|
|
Tom Demark, in his book 'Day Trading Options', has developed a market-timing indicator (oscillator), called TD Range Expansion Index (REI), which identifies areas that are risky for buying and selling. A weakness in the security or market price could occur if the value of the TD Range Expansion Index is...
No notes
|
|
This intraday downloader retrieves 5-minute bars historical data for U.S. stocks (NYSE, NASDAQ, AMEX and OTC exchanges).
The item downloads a single file, decompresses it, reads the content, parses each file then adds the data into the QuantShare intraday database. In few minutes, you get a new database of intraday data...
No notes
|
|
best watchlist created ,tested on indian market try it u will get more profts....
No notes
|
|
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...
No notes
|
|
This MM script uses three variables to control the amount to invest per trade and the portfolio risk:
1. Stop loss %: the stop loss in % for a single trade
2. Risk per trade: how many % of your trading capital you want to risk in a single trade.
3. Max. risk:...
No notes
|
|
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...
No notes
|
|
Stocks that outperform the market are more likely to increase in the future that stocks that are lagging and performing worse than the market.
Outperforming stocks carry also higher risk and we should be particularly careful when entering positions in one of these stocks. Many reasons could explain why...
No notes
|
|
Consecutive Up or Down Bars is a technical analysis indicator that detects up or down vector values and calculates the number of consecutive bars a specific vector closed above its previous value and the number of consecutive bars this vector closed below its previous value. The number of consecutive up...
No notes
|
|
The total number of fails-to-deliver represents the net balance of shares that failed to be delivered as of a particular settlement date. These numbers are recorded in the National Securities Clearing Corporation's ('NSCC') Continuous Net Settlement (CNS) system.
Fails-to-deliver happens when a seller does not provide, for any reason, the...
No notes
|
|
Put and Call volume data from options transactions are classified into three categories. This classification is based on the participant and it contains the following categories: Consumer, Firm and Market Maker.
Traditional Put/Call ratio calculation uses the volume of puts and calls from all these categories, while certain ratios uses only...
No notes
|
|
This function calculates the number of bars, value, sum, average and rate of return of a specified vector and using reference points. For example, if you use the rate of return indicator (ROC), the function accepts as input a vector and a lookback period (number of bars). If we choose...
No notes
|
|
The CBOE Equity options volume of a stock A is the total volume of all options whose underlying security is stock A, that trade in the Chicago Board Options Exchange. The volume can be separated into two categories: Volume of Call options and Volume of Put options.
The Monthly Call options...
No notes
|
|
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,...
No notes
|
|
Sort objects
Subscribe to trading items feed
