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Composite Index

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A Composite Index or composite is an index made up of equities, indices or other data. Composite Indices are usually used to measure and analyze the overall market. It can also be used, for example, to analyze sectors or industries.

The S&P500 is an example of a composite index. It is made up of the biggest 500 U.S. companies.
The composite plug-in available in QuantShare, is the perfect tool to create your own composite indices. You can use it to create any kind of composite.
You can also find and download several composites shared by other members.


Objects: Composite Index
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Open ARMS Index - Open-10 TRIN
by The trader, uploaded one week ago

The Open ARMS Index, also called Open-10 TRIN or Open Trading Index, is a smoothed version of the Arms Index.

This market breadth indicator uses the advancing/declining issues and the advancing/declining volume to measure the strength of the market.

The Open-10 TRIN is created by the composite plug-in and its formula consists...
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Advance minus decline stocks per industry
by The trader, uploaded one month ago

This item scans the market looking for stocks that are advancing while the majority of other stocks in the same industry are declining.

It calculates the number of advancing stocks and subtracts it to the number of declining stocks for each industry. It then takes stocks that belong to industries that...
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5-Minute Historical Intraday Data for Forex, Indices and Futures/Commodities
by Mike, uploaded several months ago

...Composite Index - Greece
All Ordinaries Index - Australia
CAC 40 - France
Dow Jones Composite - U.S.
FTSE 250 - United Kingdom ...
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Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 14 downloads Notes Report an item
Maximum Drawdown Composite Indicator
by Mike, uploaded several months ago

The maximum drawdown of a stock is calculated using the "Drawdown" function. This function returns the maximum drawdown of a price series since the first bar.

The maximum drawdown composite indicator averages the max drawdown of all stocks in the universe by calculating the max drawdown of each stock and then...
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Number of Stocks Making a new 52-Week High - Market Indicator
by Brian Brown, uploaded several months ago

This item creates a 52-week high symbol from all stocks available in your database. The market indicator is created using the composite plug-in and it can be applied to any stock market. It uses the "hhv" (highest value over a period) indicator to count the number of stocks that are...
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Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 6 downloads Notes Report an item
Market Composite Index based on the Sharpe Ratio
by QuantShare, uploaded several months ago

This market index calculates the average Sharpe ratio of all stocks in a specific market. The Sharpe ratio is obtained using the "sharpe" function and it is computed for a period 90 trading days.

The higher the market index value the better it is; this indicates that more stocks have higher...
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Keltner Channel Breakout Strategy
by Brian Brown, uploaded several months ago

The Keltner Channel Breakout is a trading strategy that creates short signals when the close price breaks above the high band/line of the Keltner channel.

This trading system is short only. It enters short orders when the close price of a security crosses above the high band of the 40-Bar...
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Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 14 downloads Notes Report an item
Number of Stocks Above Upper Bollinger Bands
by The trader, uploaded several months ago

...composite index, which calculates the number of stocks that are closing above their upper Bollinger band. The composite index indicates that the market is bullish when its value is increasing and bearish when its value is decreasing.

The market index can be smoothed by a simple or exponential moving average in...
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Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 12 downloads Notes Report an item
U.S. Dollar Long-Short Position Ratios
by Brian Brown, uploaded several months ago

...composite index is computed based on daily data, you can update it and perform the calculation based on any intraday time-frame. This is possible because the Long to Short position ratios data is available in an intraday database. For the different currency pairs, you can get intraday data using 747...
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Keltner Channel Market Composite
by Brian Brown, uploaded several months ago

...composite index calculates the number of stocks that are trading above the Keltner Channel upper band and the number of stocks that are trading below the Keltner Channel lower band and then divide the first value (Up stocks) by the second one (Down stocks).

Created by Chester W. Keltner, the...
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