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Dynamic Bucket Range Mask
by swalk10, uploaded several months ago

This rule mask demonstrates and provides a template of how to combine the 565 and 566 functions to automatically create buckets off of any time series.

This rule mask converts a time series into bucket values. The resulting values will range between 0 and the one less than the Number...

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 Rules Mask 
Medium
Custom Weight for Individual Securities
by QuantShare, uploaded several months ago

Say you have a strategy that invests in 5 ETFs and you would like to set manually the weight of each security. By default QuantShare allocates an equal amount of money to each position so if you have 5 allowed positions in your trading system, each ETF will get 20%...
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 Money Manag. 
Medium
Enhanced Candlestick Chart with Volume Variation
by QuantShare, uploaded several months ago

This indicator plots candlesticks with four different colors instead of two.
The buit-in "PlotCandleStick" function plots a Red bar (or any other color defined in the settings) if the bar's close is lower than the bar's open. It plots a Green bar if the bar's close is higher than the...

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 Indicator 
Medium
Ehler Cyber Cycle
by Praveen Baratam, uploaded few weeks ago

The Cyber Cycle function originated from John Ehler's book "Cybernetic Analysis for Stocks and Futures". It is basically a high pass filter....
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 Indicator 
Medium
Weighted Linear Regression, Slope
by Christian Rendel, uploaded several months ago

This function calculates the slope of the Weighted Linear Regression.

The Weighted Linear Regression Is an extension of the standard Linear Regression, where a weight is added to each of the points.

It can be used to calculate the linear regression of the closing prices by considering the volume traded on each...

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 Indicator 
Medium
India stock market
by The trader, uploaded several months ago

This is an item that contains the details of 2069 ticker symbols. All the stock symbols reference companies trading on India stock exchanges.

The India stock market has two main stock exchanges:
- The Bombay/Mumbai Stock Exchange Limited (BSE) is the oldest stock exchange in Asia and lists more companies...

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 Symbols 
Medium
Intraday Trading System with Daily Ranking
by QuantShare, uploaded several months ago

This trading system is an example of an intraday trading system that selectively trades different stocks/securities every day.

Here is how the strategy works:

- Stocks are ranked based on their daily return ...

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 Trading System 
Advanced
Consumer Credit Historical Data
by Brian Brown, uploaded several months ago

This Consumer Credit trading object downloads total consumer credit historical data (for the United States) as well as the amount, in millions of dollars, of two types of credit: Revolving and Nonrevolving credits.

Consumer Credit refers to loans or line of credits that are borrowed by US consumers to buy...

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 Downloader 
Medium
Disparity Index
by Brian Brown, uploaded several months ago

The disparity index is generally considered as introduced by Steve Nison on his book 'Beyond Candlesticks'.

This indicator is used to measure the percentage change between a security price and its moving average. A DI positive or negative value at a given point indicates that the price is respectively rapidly increasing...

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 Indicator 
Medium
Insider trading data
by Patrick Fonce, uploaded several months ago

Insider trading data are data reported by company insiders to the Securities and Exchange Commission (SEC). It could be a director who sold some shares in the company stock, or a CEO who bought 1000 shares of the company he works for.
Insider trading data could be downloaded from the SEC...

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 Downloader 
Medium
Correlation Filter Money Management Strategy
by Tom Huggens, uploaded several months ago

The correlation filter money management strategy analyzes each incoming order and measures its correlation with each opened position in your portfolio. If the correlation between the new order symbol and a portfolio symbol is higher than a specific threshold (definable and optimizable in money management inputs) then the order is...
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 Money Manag. 
Medium
Chart Patterns: Double Top and Double Bottom
by bug man, uploaded several months ago

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 
Medium
Plurality Index
by bug man, uploaded several months ago

The plurality index is a market breadth indicator based on the number of advancing and declining issues. These numbers must be downloaded first before using this indicator: 159. Note that the plurality index uses two ticker symbols created by the previous downloader: ^ADVANCE-ISSUES-NYSE and ^DECLINE-ISSUES-NYSE.

The plurality index is always positive...

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 Indicator 
Medium
Adaptive Price Channel
by Brian Brown, uploaded several months ago

The Adaptive Price Channel is a technical analysis indicator composed of two lines: the upper and lower lines. These lines are created by calculating the highest high value and lowest low value over a non-fixed lookback period. The lookback period value changes after each bar according to the change of...
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 Indicator 
Medium
InSync Index - Consensus Trading Indicator
by Caleb, uploaded several months ago

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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 Indicator 
Medium
Support & Resistance Breakout Indicator
by Tom Huggens, uploaded several months ago

Here is how this technical analysis indicator works:
- Calculates support and resistance for each trading bar (support and resistance are calculated based on the period you provide and using the "AutoSR" function of QuantShare)
- Detects whether a security breaks its support or resistance
- Returns the percentage of increase (one bar)...

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 Indicator 
Advanced
Market trading rules
by bug man, uploaded several months ago

This function accepts a list of rules and an index as parameters and returns a rule for the specified index.
The Market trading rules function can be very useful when applied in an optimization or backtesting process. Imagine you have a trading system and you would like to test different exit...

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 Indicator 
Medium
ISEE Index - ISE Sentiment Index
by The trader, uploaded several months ago

The International Securities Exchange (ISE), which is an fully electronic options market based in the United States, releases a put/call ratio (ISEE Index) that uses a different calculation methodology (to be more precise, it doesn't use all the call and put volume) than the put/call ratios calculated by many other...
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 Downloader 
Medium
US Crude Oil Supply, Consumption, and Inventories
by Tom Huggens, uploaded several months ago

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 
Medium
Entry Price and Exit Price in Trading System Report
by QuantShare, uploaded several months ago

This script adds two columns, entry price and exit price, in the "Trade -> Realized trades" table of the simulation report. Entry price refers to the execution price of the buy or short order and the exit price refers to the execution price of the sell or cover order. For...
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 Money Manag. 
Medium
Sector Surfer AMM Model
by Alexander Horn, uploaded several months ago

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 
Medium
 Private 
Ulcer Performance Index
by Tom Huggens, uploaded several months ago

The Ulcer Performance Index is a measure of investment or trading strategy performance and is constructed by dividing the excess return by the Ulcer Index. The calculation is almost the same as in the Sharpe Ratio, which is computed by dividing the excess return (Total strategy return minus the risk...
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 Indicator 
Medium
Short Selling Data
by Patrick Fonce, uploaded several months ago

It took me more than 2 hours to complete this short selling downloader. This item is more complex than the previous ones (319, 321, 310, 322) because it calculates the sum of all short selling data for four different facilities.
Because the data is retrieved from four different URLs, I have...

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 Downloader 
Medium
CAPS Stock Rating - Active Picks for US Stocks
by Brian Brown, uploaded several months ago

Active Picks refers to the number of picks/trades, entered by motley fool members, that are currently active.

A pick is a trade or a prediction made by a motley fool member. Traders predict whether a stock will outperform or underperform the S&P 500 in a specific time frame.

For each stock, the...

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 Downloader 
Medium
Option Chains Data
by QuantShare, uploaded several months ago

Here is an option chains and LEAPS downloader that can get data for options traded on U.S. exchanges.

You just need to enter the underlying securities in the "Symbols" tab, click on "Start Downloading" to get options data for all strikes and expiration dates.

Example: ...

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 Downloader 
Medium
 Private 
EOD Quotes Data for Hong Kong Stocks and ETFs
by bug man, uploaded several months ago

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 
Medium
End of Month
by Brian Brown, uploaded several months ago

Here is another date function that can be used to make correspondence between trading bars and actual dates in the calendar. It is named 'EndOfMonth' and it returns 1 for the trading bar that corresponds to the last day in the month. Its principle is simple; it loops through the...
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 Indicator 
Medium
Vertical Horizontal Filter (VHF)
by srishail, uploaded several months ago

Vertical Horizontal Filter (VHF) was created by Adam White to identify trending and ranging markets. VHF measures the level of trend activity, similar to ADX in the Directional Movement System. Trend indicators can then be employed in trending markets and momentum indicators in ranging markets.

Vary the number of periods in...

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 Watch List 
Medium
Ulcer Index
by Tom Huggens, uploaded several months ago

Unlike the majority of stock market risk and volatility measures (such as the Standard deviation), the Ulcer Index was designed, by Peter Martin in 1987, to calculate the volatility in the downward direction only. This technical analysis indicator (Ulcer Index) was first introduced in a 1989's book called "The Investors...
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 Indicator 
Medium
Consecutive Up and Down Bars - Works With Any Trading Indicator
by Caleb, uploaded several months ago

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...
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 Indicator 
Medium
Israel Stock Market
by User1, uploaded several months ago

Symbol names for the Israeli Stock Exchage (TASE). All symbols have suffix .TA to be compatible with the Yahoo finance EOD downloaders...
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 Symbols 
Medium
Company Revenues - US Stocks
by Brian Brown, uploaded several months ago

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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 Downloader 
Medium
Self-Adjusting RSI Indicator
by Caleb, uploaded several months ago

The Self-Adjusting RSI indicator was developed by David Sepiashvili. It describes two techniques to adjust the oversold and overbought levels of the relative strength index indicator. It will create dynamic overbought/oversold zones that aim to improve your strategies performance by reducing false signals that may be generated when using the...
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 Indicator 
Basic
MSCI China Markets Indices
by Tom Huggens, uploaded several months ago

MSCI Barra is a provider of investment tools. MSCI calculates and releases several international and equity indices; overall MSCI Barra calculates over 12000 indices daily. The company's most known indices are MSCI World and MSCI EAFE.

This item downloads historical data of indices related to China Markets. Data for nine indices...

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 Downloader 
Medium
Capital Allocation based on Moving Average position on Instrument
by clonex, uploaded several months ago

This simple script allows you to control the Percentage of Invested Capital that your strategy uses. It is done via the position a defined Instrument with its Moving Average. If the Instrument is above its Moving Average, Percentage of Invested Capital is scaled in to 100%.
If the instrument is below...

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 Money Manag. 
Medium
Simple Moving Median Indicator
by QuantShare, uploaded several months ago

The SMM trading indicator is very similar to the SMA (Simple Moving Average) function, except that instead of returning the average (or mean) price it returns the median price.

A median is conceptually similar to a average except that an average is affected by outliers while a median is not. It...

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 Indicator 
Basic
Fixed Bucket Calculation
by swalk10, uploaded several months ago

Fixed Bucket Calculation

In financial modeling, "normalizing" data is critical to evaluating a time series in a smooth and consistent manner. What constitutes a high versus what is a low value? Properly characterizing values is important to determine valid "signals". It rarely a good idea to...

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 Indicator 
Medium
Next Earnings Release In Days
by Tom Huggens, uploaded several months ago

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 
Ownership data for US companies
by Patrick Fonce, uploaded several months ago

This item downloads Ownership data for US stocks. The data is downloaded from the finviz website and a total of nine ownership ratios are retrieved. The fundamental ratios are stored into the following database 'fund_ownsership', which is a custom historical database.
Each time you run the downloader, a pre-script that I...

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 Downloader 
Medium
Historical volatility regimes
by QuantShare, uploaded several months ago

This mask transforms one rule into 5 rules. It adds to your rules a volatility constraint.

Let's for example say that your rule is: close > sma(close, 20).
The mask will generate 5 rules from the above rule:
Rule 1: Original rule + security volatility must be lower than 10%. ...

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 Rules Mask 
Advanced
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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.