This function
a) provides exact Finonacci retracement and extension levels
b) allows optimization regarding different Fibonacci levels, for instance:
Optimize("fibo_index", 0, 7, 1);
var = fibonacci(fibo_index); ...
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Indicator
Medium
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This example will show you some of the power and the flexibility of the Grid tool.
Download, install this item then display it using "Tools -> Grid -> Open Grid".
This item doesn't use real time data. I have created it to show you how you can access, manipulate and display QuantShare...
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Advanced
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Formula Name:VROC
Formula Full Name:Rate of Change (Volume)
Formula Description:
Rate of Change Volume (ROCV) is an oscillator applied to volume rather than price and is calculated in the same manner as the Rate of Change (Price) indicator.
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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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The average maximum drawdown is a rules analyzer metric described in the following post: The average maximum drawdown metric . It calculates the maximum drawdown (the maximum an output can lose) of each symbol or security output and then averages the result.
If you are analyzing for example a list...
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Rule Metrics
Medium
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Unlike the default Random built-in function of QuantShare which returns a fixed random value of all bars, this function returns a random value for each trading bar.
Usage:
a = RandomBar(0, 100); // Returns a random value between 0 and 100
...
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Indicator
Basic
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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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The positive volume index was created by Norman Fosback. It is used, as with the Negative Volume Index, to determine the nature of trending markets.
The positive volume index is a cumulative indicator, its value increases by the daily return of the close price multiplied by the yesterday PVI value, if...
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Indicator
Medium
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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.
Medium
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The National Stock Exchange of India allows traders and investors to download bhavcopy equities data (294), as well as bhavcopy derivatives data. The Derivatives data contains futures and options non-continuous contracts historical data.
The current downloader gets these quotes data from the NSE website, decompresses the ZIP archive file, parses the...
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Downloader
Medium
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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...
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Drawing Tool
Medium
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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
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If you have two trading strategies and would like to measure the performance and profit of a trading system that combine these two strategies then this money management script can help you achieve this.
Each strategy, whether it is applied to stocks, FOREX, futures or options, is given an initial equity...
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Money Manag.
Advanced
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This indicator tells you whether a security is trending up or down based on ten moving averages (instead of just one). This is accomplished by calculating ten moving averages with different periods (20, 40, 60 ..., and 200) and then comparing them with the close price. For each trading bar,...
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Indicator
Medium
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The Dubai Financial Market is a stock exchange based in Dubai (United Arab Emirates). This stock exchange was founded on March 26, 2000 and is owned now by Borse Dubai. It currently lists about 65 companies for nine different sectors:
Banks, Investment & financial services, Insurance, Real estate and construction,...
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Symbols
Basic
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This MM script is a simple improvement version Tom Huggens "Historical trading volatility-based system to adjust trade sizes"
You can change and optimize period of stddev and moving average.
Here is Tom Huggens description:
...
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Money Manag.
Medium
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This function returns the number of calendar days between two dates.
For example, if you want to know the number of calendar days (not trading days) between the current bar and the previous bar, just type:
a = daysBetweendates(date(), RefString(date(), 1));
plot(a, "");
...
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Indicator
Basic
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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
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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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This item creates three metrics when analyzing a list of trading rules.
The object classify trading rules output or return into three categories.
The categories are:
Position whose holding period is below 10 bars
Position whose holding period is below 40 bars ...
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Rule Metrics
Medium
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This function utilizes the historical analyst buy/sell recommendations, downloadable from yahoo by 641, to provide the previous numeric rating for a stock. Ratings provided by various firms to a standard numeric score between 5 and 1, where 5 is a strong buy and 1 is a strong sell. 0 is...
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Indicator
Medium
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This item contains a list of symbols for the following indexes:
Ocean Tomo 300 Patent Index
Ocean Tomo Patent Growth Index
Ocean Tomo Patent Value Index
Claymore/Ocean Tomo Patent ETF ...
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Symbols
Medium
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When added to a chart, this function generates a beep each time a new bar is created.
This function could be particularly useful when streaming real time data in a chart with a custom periodicity (Tickers per Bar, Range Bar.). It allows you to be quickly notified each time a new...
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Indicator
Medium
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The Wilder Volatility Index Trading System is a strategy introduced and developed by J. Welles Wilder in the "New Concepts in Technical Trading Systems" book.
The trading strategy is a long/short system that buys a stock or a security when a bull/long signal is generated, then exits and shorts the security...
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Trading System
Medium
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Strategy uses 120 function to simulate simlple mean reversion strategy: RSI(3)55;
Annual return is nothing excellent 9,18% with 5% DD in last 14 years. Goal was...
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Trading System
Medium
Private
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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...
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Composite
Medium
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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...
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Watch List
Basic
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The "Announced Stock Earnings" downloader retrieves all stocks whose earning release occurs within the next 60 days.
The downloader stores in a custom database "earningsannounced" the following data:
Date: The announced release date (could be not confirmed)
Etime: Release time (Could be: Before Market Open, Before market open or Time Not supplied)
Estimate: The...
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Downloader
Medium
Private
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This is an index published by The Yale School of management. It calculates the confidence that there will be no stock market crash in the succeeding six months. Two indices are reported, one for institutional and another for individual. The higher the value of the index the more confident investors...
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Downloader
Medium
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This item downloads extensive fundamental data. It gets quarterly fundamental data for all U.S. stocks and for the past 20 years.
More than 200 fundamental fields are downloaded, including income statement data, balance sheet data (assets, equity and liabilities) and cash flow statement data (from operating, investing, financing activities) and various...
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Downloader
Advanced
Private
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Interest Data downloaded by this item is available in the Federal Reserve website. Use the following link to get this data in a text file or use this download item to get the data automatically added into your QuantShare database.
The following market yields on U.S. treasury securities (bill,...
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Downloader
Advanced
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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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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 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
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If you want to compare a certain value of a time-series for a particular security to the value of other securities for the same date, then you should use the z-score. You will need to standardize data in order to use the z-score or the standard score.
The standard score, which...
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Indicator
Medium
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Update to 1005 to pull watchlist symbols and visible startdate of chart through global variables.
Use this or similar formula in your chart pane:
...
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Indicator
Medium
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The list of symbols in the "Bourse de Vienne".
This list contains 98 symbols. Stock description is also included.
The fiscal year ends in the month specified in the Expiration Date field.
Name1 contains the yahoo compatible symbol....
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Symbols
Medium
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This strategy is based on earnings surprise data and it consists of the following trading rules:
Buy Rules:
- Today's Earnings surprise is higher than 5%, which means the actual EPS is 5% higher than EPS consensus (expected earnings per share by analysts).
- Previous earnings-per-share is positive (previous quarter EPS) ...
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Trading System
Advanced
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I had the QuantShare development team build this advanced money management (AMM) script to allow testing of several advanced rebalancing options triggered when a new buy signal is received but insufficient margin is available to take the new position.
When a new buy signal is received and insufficient margin is...
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Money Manag.
Advanced
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Volume * Price Momentum oscillator is an indicator used to determine the trend tendency using both price and volume. In fact, it acts upon the principle that the trend tendency, which is characterized here by the price variation, is stronger when the exchanged volume is higher. The indicator is based...
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Indicator
Medium
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