The R-Squared or R2 is a statistical measure that shows the percentage of movements of one time-series that can be explained by movements of another time-series. The R-squared values range from 0 to 1 or 0 to 100 if expressed in percentage. A value of 100 indicates that all movements...
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Indicator
Medium
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This function plots economic releases on a Forex chart. It requires the following downloader 212, which gets economic calendar date and stores it in a custom database. This function then reads the data and plots an arrow and the name of the economic release on the bar where it occurred....
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Indicator
Medium
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The Auto Support Line draws a support line that starts from the low price of the first bar location to the lowest price value of bars that are comprised between the start and end locations of the support line.
A support line is a line that is drawn below prices; it...
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Drawing Tool
Medium
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This is a swing indicator that may be used during backtesting to reference swing data.
Format is: swingsim(close, threshold, type, ago);
Threshold = movement required in points to constitute a valid swing
Types are the swing metric that is to be returned, valid types include: ...
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Indicator
Medium
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It is well known fact that a stock that is strong relatively to other stock continue to be stronger. Here is a watch list that filter for strong stocks and list those stocks that breakout from 4 weeks high. Many consider four week cycle as an important cycle in stock...
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Watch List
Medium
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Those who have downloaded and are using one of the historical calendar events downloader for forex pairs (202 or 211 or 212) may find this function very useful.
The function accepts two inputs: A symbol name (the one that contains the historical calendar events) and an event name.
It reads the...
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Indicator
Medium
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The Volatility Ratio is a technical analysis indicator used to detect wide-ranging days, days with an unusual distance between the high and low prices.
The Volatility Ratio is based on the True Range (TR) indicator and it is computed by dividing the current true range value by the N-Bar exponential moving...
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Indicator
Medium
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The long to short position ratio is a measure that tells us whether Forex trader are bullish or bearish a particular currency pair. It is the ratio of the number of long positions to the number of short positions for a given currency pair.
Some brokers release the long vs. short...
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Downloader
Medium
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!!! PLEASE ADD A TOKEN OR THIS DOWNLOADER WILL NOT WORK!!!
Tiingo IEX Intraday Downloader for Quantshare...
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Downloader
Medium
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This trading indicator is based on the QuantShare "AutoSR" function, which is a function that automatically calculates support and resistance levels based on a given set of parameters.
The difference between the build-in "AutoSR" function and the current one ("SRSeries") is that the former calculates support and resistance levels based on...
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Indicator
Advanced
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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.
Advanced
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DiDi Index is based on simple (arithmetic) moving averages. In order to calculate simple (arithmetic) moving average, we add the closing price of the currency pair for a number of time periods and then divide this sum by the number of time periods. Thus, short term moving averages respond instantly...
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Indicator
Basic
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The National Stock Exchange website provides the Security-wise Delivery Position data. The current downloader gets this data for a period you specify and for all stocks listed on the NSE. This item also creates a database and inserts the data into it. The database name is 'delivery_position'. It has...
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Downloader
Medium
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The Lane's stochastic oscillator is an improvement of the well-known stochastic indicator. It was developed by Georges Lane in the 1950s. It is based on the calculation of the difference between the daily price and the lowest low divided by the highest-lowest price range. The indicator values vary from 0...
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Indicator
Medium
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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
Medium
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The simulator tool analyzes hundred of stocks for buy signals and then picks few of them (A portfolio is limited by the maximum number of positions it can contains).
After a simulation is completed, you can display the trades that were generated by selecting the "Trades" tab of the Trading System...
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Money Manag.
Medium
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This item has been updated on June 5 2014 to compute correlation of daily returns.
Example: a=AvgCorrelation("SPY,TLT,GLD",100) ;
b=AvgCorrelation("SPY,IWM.QQQ",100);
...
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Indicator
Medium
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This item downloads economic calendar data for several currencies. It creates the following ticker symbols (EUR, USD, JPY, GBP, CHF, AUD, CAD, CNY and NZD) and associate economic events to each one of them.
It also creates a custom database (economic_cal) with the following fields:
Date: The economic event's date and...
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Downloader
Advanced
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The "GetWeekNumber" function returns the week's number for each month. The value will vary from 1 to 5, where "1" indicates the first week of the month and "4 or 5" the last week of the month (depends on the number of days in the month).
This function can be used...
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Indicator
Medium
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TSPTalk.com publishes a weekly survey that asks investors whether they think the S&P 500 is bullish or bearish. The percentage of bullish and bearish traders as well as the TSP trading strategy mode are downloaded from TSP website. The Excel file is parsed then three symbols are created and added...
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Downloader
Medium
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This dynamic watchlist lists all shares that are on the current symbol list, that have crossed south the simple moving average during the last 100 days. For mid-term trend followers this could be a signal for going short on stocks from this particular list....
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Watch List
Medium
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This item gets daily FII derivatives statistics from the National Stock Exchange website. You can run it daily to get the number of contracts and the amount in Crores in buy and sell positions as well as open interest at the end of the day for index futures, index options,...
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Downloader
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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Indicator
Medium
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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
Medium
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best watchlist created ,tested on indian market try it u will get more profts....
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Watch List
Medium
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This EPS Growth object downloads fundamental ratios that are related to EPS or Earnings Per Share growth.
It downloads seven EPS ratios:
Five Year Historical EPS Growth: The first item is the average annualized EPS growth over the last 5 years.
...
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Downloader
Medium
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This custom trading indicator gets a time-series or condition and starts returning "1" on the first occurrence of "true" signal. It keeps returning "1" until there are no longer "true" signals in the future (in the provided time-series or condition). In other words, it returns "true" or "1" between the...
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Indicator
Medium
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The built-in "random" QuantShare function returns a random value given a min and max interval. The random number is the same for all bars. It will be no lower than "min" and no higher than "max".
The current "RandomValues" function is almost the same but instead of assigning the same...
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Indicator
Medium
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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
Medium
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Hammer is used for short term trading when applied to daily charts. Trader can take position accordingly on the particular trading days depending upon the formation of pattern. This will help you screen out stocks having Hammer formation.
Usually it is said that if the Hammer pattern is in downtrend than...
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Watch List
Basic
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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...
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Indicator
Medium
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Correlation matrix of 41 major ETFs. Correlations higher than 0.8 are shown in red, between 0.5 and 0.8 in yellow, and under 0.5 are in green.
Requires daily data for the following ETFs:
ACWI, DBA, DIA, DUST, DXD, EFA, EWA, EWG, EWH, EWJ, EWM, EWP, EWQ, EWS, EWT, EWU, EWW, EWY,...
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Medium
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Here is an indicator I am using to detect potential turning points in the S&P 500 Index. The technical indicator is the addition of the percent rank of the AAII Bullish Index and the percent rank of the S&P 500. The lower the indicator value is the more likely there...
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Indicator
Medium
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Kaufman's Efficiency Ratio (Fractal Efficiency)
The Efficiency Ratio (ER) was initially described by Perry Kaufman in his book Smarter Trading. This same indicator also became known as Fractal Efficiency.
This ratio measure the efficiency of a trend by dividing the net price movement over a certain time period by the...
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Indicator
Medium
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This is a list of 300 stocks that have most heavily traded options volume for the month of May 2016, as compiled by CBOE. Being the most heavily traded also makes them the most liquid, ie: tight bid/ask spreads. This list can be downloaded every month...
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Watch List
Medium
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Historical exchange rates for Swedish Krona (SEK).
This will download historical data from 1993-today for EURSEK and USDSEK however other rates are available if so configured (see list below). Add symbol names (EURSEK, USDSEK etc.) accordingly. The downloaded data is; Daily EOD (Close), CSV, .(dot) separated.
The Swedish banks daily calculate a...
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Downloader
Basic
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The Buy Sell Simulation Indicator is a technical analysis tool that allows you to transform any buy and sell rules into a measure of the performance of a trading strategy that buys a stock given the buy rules you have specified and sells it given your sell rules.
The buy sell...
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Indicator
Medium
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The Bloomberg U.S. Financial Conditions Index is a measure of the number of standard deviations (z-score) the current financial conditions are above or below the average index value for the period of June-1994 to 2008. The index is calculated using yield spreads and indices from the Equity, Bond and Money...
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Downloader
Medium
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Pivot System price levels act as potential support and resistance zones throughout the day. They serve as focal points for floor professionals as they adjust their bids and offers, especially when trading activity is slow. The use of these values, along with tape reading skills and candlestick pattern recognition can...
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Indicator
Medium
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