Download this trading software for FREE. Click here
QuantShare features:     Charting - Simulator - Screener - Optimizer - Sharing Server - Downloader - Neural Network - Watchlist - Composite - Indicators ...

Find a trading object:


Join Now or Login

Create an account to download QuantShare for FREE. This account allows you also to download trading objects from our sharing server.

Log in with your facebook-account:





Recent Posts

Technical Analysis Using Multiple Timeframes
Posted 5 days ago

Short Index - Part 2
Posted 12 days ago

Short Index - Part 1
Posted 19 days ago

Trend Following and Moving Averages
Posted 26 days ago

Put-Call Ratio for Individual Stocks
Posted 33 days ago

Show All

Shared Trading Objects
Show All
Recent mergers and acquisitions (by Patrick Fonce, uploaded 261 days ago)
No notes
Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Report an item
Hong Kong Stock Exchange - historical data (by The trader, uploaded 104 days ago)
No notes
Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Report an item
Toronto Stock Exchange (by bug man, uploaded 114 days ago)
No notes
Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Report an item
ADS Business Conditions Index (by Patrick Fonce, uploaded 2 days ago)
No notes
Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Report an item
The DeMark's DeMarker indicator (by bug man, uploaded 235 days ago)
No notes
Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Report an item
Elastic Volume Weighted Moving Average - eVWMA (by Brian Brown, uploaded 96 days ago)
No notes
Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Report an item
Number of reviews
Click to add a review
Average rate
Click to rate this item
Number of times this object was downloaded
Number of rates the current object received
Report an object
if you can't run it for example or if it contains errors
Click to report this object

Simple pattern detection rules using close and open prices
by bug man, 240 days ago

This list contains 42 trading rules. These rules use the close and open prices to detect simple patterns like:
The close price is higher the close price of yesterday.
The open price is near the low price for the day.
The close price is lower than the low price of the day before yesterday.

The idea is to use the optimizer to test these simple rules and detect a profitable pattern that will result from a combination of these rules.
I would suggest adding some other rules based on indicators, volume price or composites, and backtest these rules on various assets.
Half of these rules deal with the close price and the other half deal with the open price.

Here are 3 examples:
close < 1.01 * low
close < ref(close, a) where a varies from 1 to 3
open < ref(open, a) where a varies from 1 to 3

You can extend these formulas by adding for example a parameter to the first formula (close < a * low; where a varies from 1.005 to 1.05 with 0.005 as step) or changing the maximum value of the variable 'a' in the second formula (set for example 'a' to vary from 1 to 10)


Reviews
You must log in first

Join now
and get instant access for free to the trading software, the Sharing server and the Social network website.
Click here


Related objects
Show All
Yahoo EOD historical quotes (by QuantShare, uploaded 310 days ago)
No notes
Rate an item Rate an item Rate an item Rate an item Rate an item Write a review 2 reviews Report an item
Breakaway Gaps (by Patrick Fonce, uploaded 179 days ago)
No notes
Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Report an item
Buy Indicator (by bug man, uploaded 236 days ago)
No notes
Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Report an item
DeMark DeMarker trading rules (by bug man, uploaded 235 days ago)
No notes
Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Report an item
High to low stock pattern for the close price (by The trader, uploaded 270 days ago)
No notes
Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Report an item
Indicator -> Moving average -> Rate of change -> Trading rule (by bug man, uploaded 203 days ago)
No notes
Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Report an item
Fibonacci retracement: Golden ratio (by bug man, uploaded 198 days ago)
No notes
Rate an item Rate an item Rate an item Rate an item Rate an item Write a review one review Report an item
The DeMark's DeMarker indicator (by bug man, uploaded 235 days ago)
No notes
Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Report an item
Trading rules using the VIX Index (by The trader, uploaded 230 days ago)
No notes
Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Report an item
Technical indicators time series (by The trader, uploaded 214 days ago)
No notes
Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Report an item
Number of reviews
Click to add a review
Average rate
Click to rate this item
Number of times this object was downloaded
Number of rates the current object received
Report an object
if you can't run it for example or if it contains errors
Click to report this object
                                                                               

Number of reviews
Click to add a review
Average rate
Click to rate this item
Number of times this object was downloaded
Number of rates the current object received
Report an object
if you can't run it for example or if it contains errors
Click to report this object


contactus
About | Privacy | Terms of Use | Manual
Copyright © 2010 QUANTSHARE.COM