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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Option contracts can be traded on several exchanges; In the United States, major options trading markets include the Chicago Board of Options Exchange, the Philadelphia Exchange, and the Pacific Exchange.
The Options Clearing Corporation collects data for the options market and report the daily volume of options contracts, put and call...
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Downloader
Medium
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Swedish 3-Month Treasury Bill - Historical data (1983-01-03 - today).
A Treasury Bill is a short-term debt instrument issued by the Swedish National Debt Office. The duration is usually up to one year. Treasury Bills are used to finance the government's short-term borrowing requirement. The 3M T-bill can be used together...
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Downloader
Basic
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// RSI + SMA(200) + Hurst v001
// 2013-07-16
Inspired by Larry Connors' work on RSI(2). The system buys major ETFs on weakness [RSI(2) < 5] and sells when the recovery starts [RSI > 65]. The system is long only and trades when the price is above the 200 day moving average....
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Trading System
Medium
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For traders interested in the Singapore Exchange, I have created an item that downloads historical EOD quotes data for companies listed in the SGX or Singapore Exchange. The item automatically adds symbols to your database (quotes database), so it does not need any symbols list in order to work. However,...
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Downloader
Medium
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The least squares regression line is a line in the form of "y = a + b * x" that best fits a data set (time series).
The least squares regression is the most used modeling technique. It is mainly used to predict the future value of the analyzed time series.
Example: ...
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Indicator
Advanced
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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 is another economic calendar downloader item for Forex traders. The benefit of using this one over (202) is that the current item is much faster in downloading the data. The data is stored into a custom database 'economic_cal ' with the following fields: the event date, the event or...
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Downloader
Medium
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This Fractal dimension indicator is based on fractal analysis and Chaos theory and it was developed by John Ehlers and Ric Way. This trading indicator was introduced in the article "Fractal Dimension As A Market Mode Sensor" in the Stocks & Commodities magazine and it is a modified version of...
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Indicator
Medium
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Probably the most popular trading indicator is the moving average. It is widely used in technical analysis and several other indicators use it in their calculation. For each bar, the moving average indicator calculates the average price of a time-series over the preceding N-bars.
The function name is 'rbsma', which stands...
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Indicator
Medium
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The Relative Vigor Index or RVI has two lines, the RVI line and RVI Signal line.
This function takes the cycle period as argument and returns the indicator Signal line. The RVI line can be downloaded here: 251.
The function name is "relative_vigor_index_signal"....
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Indicator
Medium
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NEPSE is the abbreviation of the Nepal Stock Exchange, the only stock exchange of Nepal. There are about 370 companies listed on that exchange and they account for more than 10 U.S. dollars billion in equity market capitalization.
This downloader gets today's quote data for all companies listed on the Nepal...
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Downloader
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 scanner analyzes your securities looking for the set up that will allow you to trade the pivot point breakout system explained below.
Criteria:
- Security closed below the pivot point level of tomorrow
- Range between S1 and S2 is higher than 2% ...
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Screen
Medium
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The Hull Moving Average (HMA/HullMovingAvg) is a Moving Average/Study created by Allan Hull and described in his book Active Investing.
When adding the indicator to a chart, buy and sell signals are generated (represented by line color changes and buy/sell arrows) base upon a change in line slope (Positive Slope...
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Indicator
Basic
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I have previously created and uploaded a downloader and a list of symbols for the London Stock Exchange.
As with the downloader that used Google to retrieve historical end-of-day data, this item uses Google to download news data feed for companies listed in the LSE (London Stock Exchange).
Downloader: 217
List of...
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Downloader
Medium
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This Average Year over Year indicator will calculate the average close price (or any other time series) movement over the preceding N-years.
For any particular date, it will take the preceding N-year values and calculate the average one-bar return of these values.
Note that this indicator can work with daily, weekly and...
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Indicator
Advanced
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The Lunar phase indicator calculates lunar cycles and highlights occurrences of new moon and full moon phases on a chart.
A new moon happens when the moon/lunar phase indicator returns 1 and a full moon happens when the lunar phase indicator returns -1.
Example of usage:
...
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Indicator
Medium
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This screener script makes it relatively quick and painless to apply splits to securities.
The script uses the QuantShare custom Splits database to display
the splits that have occurred (or are expected to occur) over a user-defined number of bars.
Enter the number of bars to use to identify splits in the...
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Screen
Basic
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This downloader is for ingesting the free version of the SimFin+ quarterly balance sheet bulk data.
You can get the data here: https://simfin.com/data/bulk
The downloader assumes that you have downloaded and unzipped the .csv file to this location: c:\temp\us-balance-quarterly.csv
...
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Downloader
Medium
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The NORMDIST function is similar to the one available in Excel. Given a set of parameters, this statistical function calculates the normal probability density function or the cumulative normal distribution function.
Here are the different parameters of the NORMDIST function:
X: The function will return the probability of the value "x" occurring.
Mean:...
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Indicator
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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This item downloads stock news data for the Hong Kong Stock Exchange. It gets data by symbol, for all Hong Kong listed stocks, from Yahoo news RSS feed and saves it in "yahoo_news" database.
News data can be plotted on charts and used to create trading rules and strategies.
To display...
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Downloader
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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The list of symbols for the Tunisian Stock Market or bourse de Tunis can be downloaded here: 349.
This item let you download historical end-of-day quotes for the Tunisian market and for all companies listed in the bourse de Tunis. The data is downloaded from the exchange website (www.bvmt.com.tn). You can...
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Downloader
Medium
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Dividends are portion of corporate profits that a company decides to redistribute to its shareholders.
Depending on their dividend policy, some companies will pay dividend to their shareholders while others prefer to invest in their future growth.
This downloader gets dividend data from the yahoo finance website. It downloads history of...
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Downloader
Advanced
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The Hughes Breadth Index is also known as the The Hughes Breadth-Momentum Oscillator.
It measures the ratio between the difference of advancing and declining issues in an exchange, to the total number of issues. The theory behind the index is that increases in stock prices are preceded by strengthening internals...
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Composite
Medium
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Each quarter, companies release their earning numbers in the income statement. The release occurs after or before the market opens.
Earnings are used to calculate several fundamental ratios, including the earnings per share or EPS, which is calculated by dividing the total company's earnings by the number of shares outstanding, and...
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Downloader
Medium
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The advance indicator counts the number of advancing stocks in a specific market, while the decline indicator counts the number of stocks that are declining.
This item downloads the number of advancing and declining issues of the following markets: New York Stock Exchange (NYSE), American Stock Exchange (Amex) and National Association...
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Downloader
Medium
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Alma is a moving average developed by Arnaud Legoux & Dimitris Kouzis-Loukas. It uses curve of the normal distribution (Gauss) which can be updated using the offset parameter.
This technical indicator has four paramters:
Series: Timeseries to use for the moving average
Window: Lookback period
...
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Indicator
Medium
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VolDex (symbol: VOLI) is a new index that measures the real-time implied volatility of the SPY (SPDR 500 ETF) by using only at-the-money SPY options (unlike the VIX, developed by CBOE, who uses all SPY options in its calculation).
The index calculates the implied volatility of at-the-money SPY put options of...
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Downloader
Basic
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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 Splits Calendar item gets historical stock splits data for U.S. Stocks starting from 2000 to present. It stores the data in a custom historical database (Splits) that contains fours fields:
- Date: This field contains the Split Ex-Date or the date the stock/share price changes to reflect the split.
-...
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Downloader
Medium
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This function can be used to calculate Upside/Downside standard deviation or any other custom standard deviation.
As an example, let us say you want to calculate standard deviation of returns but just returns that occurred while a particular stock was trading below its long-term or 250-bar moving average. That particular standard...
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Indicator
Basic
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A bull call spread strategy involves buying a call option of an underlying stock and at the same time selling or writing a call option on the same underlying stock and with the same expiration date. The unique difference between these two call options is that the sold call option...
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Downloader
Medium
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Applying the linear regression to the 2-Bar Relative strength index series creates an oscillator whose values vary between 0 and 100. The oscillator reaches low values after a decline in the underlying stock and reaches high values after a fast increase.
Linear regression analysis is used to analyze the relationship between...
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Trading System
Medium
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The majority of companies spend each year a huge amount of money in research and development or R&D. Research and development refers to a creative activity whose purpose is to improve and increase company and its workers knowledge and then to use this knowledge to improve the existing products/applications or...
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Downloader
Medium
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This item downloads daily open interest statistics from the Options Clearing Corporation website. The data is available for the last 5 years and it contains the open interest numbers of puts and calls for equity, index and futures.
Open interest or open contracts, is the number of derivative contracts, such as...
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Downloader
Medium
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By adding this money management to your trading system, you can prevent the backtester from purchasing any security that was previously bought in the past N days if its most recent return is lower than the specified threshold.
As an example, let us say that your trading system bought GOOG and...
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Money Manag.
Medium
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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...
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Composite
Advanced
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