The Economic Confidence Index is a combination of the Economic Outlook and Economic Conditions measures created by Gallup. The U.S. Economic conditions results from a rate given by Americans regarding today's economic conditions in the country, while the U.S. Economic outlook results from Americans opinion on whether economic conditions in...
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Downloader
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Imagine you have a trading rule that turns itself off if the average return of the last trade (or the last few trades) that were generated by this rule are negative or below a specific threshold.
This is exactly what this technical indicator will allow you to do.
You tell him...
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Indicator
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The DFM or Dubai Financial Market is a stock exchange based in Dubai and located in the Trade Center Building. The market capitalization of companies listed on the DFM is about the same as the market capitalization of companies that trade in the Abu Dhabi Securities Market (2007).
The current item...
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Downloader
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This list of symbols contains major U.S. indices. The indices fall into one of the following categories: Down Jones, New York Stock Exchange, NASDAQ, S&P, Other US, Treasury and Commodities. For example, the Dow Jones category contains four indexes: Down Jones Composite Average, whose symbol name is ^DJA, Down Jones...
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Symbols
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Choppiness index is an indicator used to measure the degree in trendiness and in choppiness in a market.
It uses a 0-100 scale and includes an upper and a lower bands respectively corresponding to Fibonacci 61.80 and 38.20 numbers. While CI values below 31.80 mean a trending market, those above 61.80...
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This item downloads historical time-series data for the Google indexes. These indexes track the search traffic across specific sectors of the economy.
Here is a list of the Sectors that are tracked by the 'Google Domestic Trends': Advertising & Marketing, Air travel, Auto buyers, Auto financing, Automotive, Banking & personal...
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The SuperStockScreener.com website has created a ranking system that gives a score of one to five to stocks listed on U.S. exchanges, including the NYSE and NASDAQ.
The ranking system assigns a value of one to stocks that are likely to beat the market with less volatility (Strong buy recommendation). A...
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Treasury Bills are short-term obligations, with a maturity of less than one year, issued by the U.S government. These Treasury Bills are sold at a discount from the face value, which means that instead of earning an interest rate for buying these bonds, you will get this Treasury bill at...
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This script periodically rebalance your portfolio in three states:
1 == Weekly
2 == Monthly
3 == Yearly
...
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Money Manag.
Medium
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The Awesome Oscillator is an indicator that measures the momentum of the market. It consists of calculating the midpoint (high minus low divided by two) and creating two moving averages based on this series. The first moving average uses a 534-bar period and it is subtracted to the second one,...
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Indicator
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To Sharpe ratio was created by William Sharpe in 1966. It is a very popular measures used to calculate the risk/return of an investment.
You can calculate the Sharpe ratio of any security in QuantShare using the "Sharpe" function. However, calculating the Sharpe ratio of a portfolio consisting of two assets...
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This trading system tries to reproduce the 'Sleep Well' Bond Rotation Strategy developed by Frank Grossmann (http://www.logical-invest.com/)
The strategy switches, on a monthly basis, between 5 different ETFs, either on a Top1 or Top2 approach:
. AGG - iShares Core Total US Bond (4-5yr) ...
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Trading System
Medium
Private
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The bulls and bears strategy is based on the bull and bear power indicators.
This long/short strategy goes long when the following conditions are met:
- Security increased for at least three consecutive bars (bullish)
- The bull power indicator is increasing and its value is positive
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Trading System
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Unlike the original horizontal line drawing tool which displays the line price location, this drawing tool creates an horizontal line that displays the price change and rate of change from the line price location to the last visible close price on the chart.
First, download and install this item.
In the "Bookmark...
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Drawing Tool
Basic
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The Borsa Italiana S.p.A is the main stock exchange in the Italian stock market. It is based in Milan and was acquired by the London Stock Exchange. Besides stocks, Borsa Italiana also manages Italy's derivatives markets and its fixed income market.
This current list contains 301 ticker symbols, mainly stocks listed...
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Symbols
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The Trend Trigger Factor Indicator is similar to the RSI Indicator. This indicator was originally used to trade and and analyze price movements in the stock exchange and commodities market.The TTF is used as a trend identification indicator. It uses an n number of price periods to calculate the direction...
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Indicator
Medium
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After backtesting a trading system, you can create a ticker symbol from the strategy's equity by right clicking on the equity chart (in the simulation report) then selecting "Equity to Symbol" option.
This money management script allows you to automate this process by creating a ticker symbol for your strategy's equity...
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Money Manag.
Medium
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The High Low Chart is a custom drawing tool I have created to display the percentage distance from the cursor position to the highest high and lowest low of a chart quotes.
When moving your mouse cursor, the percentage change from the current mouse Y position to the highest high and...
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Drawing Tool
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Breadth Thrust is another less known market breadth indicator. It is a market momentum indicator also called the Zweig Breadth Thrust or ZBT because it was created by Dr. Martin Zweig. As with other market breadth indicators applied in technical analysis, the Breadth Thrust uses the number of advancing and...
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Composite
Advanced
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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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Indicator
Medium
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The TSX Advance Decline item retrieves the number of advancing and declining stocks that trade in the Toronto Stock Exchange, TSX. TSX is a subsidiary of the TMX Group Inc, it is based in Toronto, the largest city of Canada and it is the largest stock exchange in that country.
This...
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Downloader
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Among linear filters commonly used in trading, the simple and exponential moving averages are probably the most popular ones. According to John Ehlers, linear filters are optimal when used with stationary data, which is not the case with security quotes. The Ehler Filter invented by John is a nonlinear FIR...
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Indicator
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The Fed Watch RSS feed contains news about the Federal Reserve. Some traders, particularly bond and stock traders follow Federal Reserve Activity and try to quickly detect any sign of a potential increase or decrease in the Fed target rate.
Here are some examples of Fed news that appeared on July...
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Downloader
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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
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This item no longer works.
You can use the following downloader instead: 463 ...
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Downloader
Medium
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The S&P Euro Index (ticker symbol: ^SPU) is a stock market index created by the Standard & Poor's company. The S&P Euro represents the Europe and tracks the return of stocks from the euro zone countries. Stocks are chosen across several countries and industry sectors. Economic sectors represented by the...
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Downloader
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The StocRSI indicator is a hybrid indicator that employs a 21 day fast stochastic indicator , 14 day RSI, adds half the value of each and takes a 13 day EMA of the summed value to arrive at the final calculation. It was developed and employed by Don Beasley who...
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Indicator
Medium
Private
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First introduced in a December 1997 'Stock and Commodities Magazine' article by Stephen I. Klinger, the Klinger Volume Oscillator is a volume-based indicator developed with the intention to be both short-term sensitive and long-term accurate. In fact, KVO measures the sum of in (accumulation) and out (distribution) volumes for a...
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Indicator
Medium
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This is a modified version of NSE Nifty - S&P CNX Nifty
This modified version can download index of CNX NIFTY
Don't forget to add CNX NIFTY as a new symbol
...
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Downloader
Medium
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Unlike the 683, which gets daily picks only from all-Star Motley fool users, the number of outperform and underperform picks for U.S. Stocks downloaded by this item are obtained from all Motley fool users.
The number of daily picks is saved in a historical database called "ascaps".
The number of bullish...
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Downloader
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
Medium
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This item calculates the number of days since the inception of the security (first available bar date) and then accepts or rejects a new order depending on whether that value is higher or lower than a specified threshold.
If for example your want to ignore stocks that are less than 365...
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Money Manag.
Basic
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The Mass Index is an indicator developed by Donald Dorsey; it is used to catch trend reversal points (predict reversals) by comparing the changes in the trading range, which is the high price minus the low price. The Mass Index goes up if there is a considerable movement in the...
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Indicator
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The Dynamic Momentum Index or DMI is a technical analysis indicator used to determine overbought and oversold conditions of a particular security. Unlike other overbought/oversold indicators like the Relative Strength Index (RSI), the Dynamic Momentum Index does not use a fixed time period. Instead, the time period, used by this...
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Indicator
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Created in 1960 and known as the Lagos Stock Exchange, the Nigerian Stock Exchange, NSE, is the main stock exchange of Nigeria. NSE offers a fully automatic trading system and it consists of six branches plus the Head Office, which is located in Lagos.
Foreign investors, of any nationality, are allowed...
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Here is a description of the Margins and Turnover ratios and numbers (fundamental data) downloaded by this object:
Net Margin: Expressed as a percentage, the Net Margin is calculated by dividing the net income for the previous 12 months by the sales for the previous 12 months. This ratio measures how...
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Downloader
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Variable Index Dynamic Average (VIDYA) is a special moving average which was developed by Tushar Chande. The complete details about this technical indicator can be found in %u201CThe New Technical Trader by Tushar Chande and Stanley Kroll%u201D.
VIDYA is essentially a dynamic exponential moving average wherein the market volatility is...
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Indicator
Medium
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This is a single mask that applies a simple moving average and then a rate of change transformation on any indicator or time-series. This mask first smooth the indicator you provide by applying a moving average with a 30 period bar (this can be changed later) and then calculate the...
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Rules Mask
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The Q-Ratio, developed by the economist James Tobin, is a market valuation method used to estimate the fair value of the stock market. It is calculated by taking the total price of the market and dividing it by the replacement cost of all companies in that market.
The data used to...
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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
Basic
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