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...S&P 500 Index, ^DJI for the Dow Jones Industrial Average or ^RCMP for the NASDAQ Capital Market Composite).
After the backtesting process is complete, you will see a new "Benchmark Return" column in simulation report table (Next to "Report" column).
To display the benchmark time-series, select "Benchmark" in the "time-series" list (in...
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This downloader gets intraday data for more than 200 assets from the currency, index and futures market. The data is available for the last seven trading days and it is downloaded in 5-minutes time frame format.
- Forex:
...
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The current downloader gets COT or Commitments of Traders report for financial futures. It gets data for several futures including:
Swiss Fance, British Pound Sterling, Euro FX, Japense Yen, Russian Ruble, DJIA, Dow Jones Industrial Average, S&P 500, E-Mini S&P 500, NASDAQ 100, Sussell 2000, Nikkei Stock Average, E-Mini MSCI,...
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...S&P 500 Index:
buy = perf(close, 20) = 10;
This strategy buys the S&P 500 Index when its prices are flat or moving down and at the same time the market OBV is increasing. This is a translation of the main OBV rule applied to...
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...S&P 500 index could be considered as a bullish indicator for the market. The higher the number, the more stocks are performing better than the underlying index (S&P 500 in this case).
The percentage of stocks outperforming the S&P 500 index (Ticker Symbol: ^GSPC) is a market breadth indicator calculated by...
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The Gap composite is a market breadth indicator that measures and compares the number of stocks that gapped up and those that gapped down. This market indicator calculates, for each trading bar, the average of the gap difference formula of all stocks in the universe. The Gap difference formula...
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...S&P 500 Index (Ticker Symbol: ^GSPC) and the previous week change for the last 50 trading weeks is equal to 0.13.
The coefficient of determination is equal to 0.0169 or 1.69%, which means that weekly changes can explain only 1.69% of next week changes.
Formula Example:
a = r2(perf(close, 1), perf(close[1], 1), 50); ...
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...S&P 500 Index to its S&P 500 market capitalization-weighted Index can be constructed using two Exchange traded funds: the SPY (S&P 500 SPDR) and the RSP (Rydex S&P 500 Equal Weight). The S&P 500 equal-weighted indice has the same constituents as the capitalization weighted S&P500, however a fixed weight is...
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...S&P 500 index to equity put-call volume. It gets the S&P 500 index (Symbol: ^GSPC using the following downloader 463) and divide it by the put/call ratio, which can be downloaded from 146.
The Equity put-call ratio is a sentiment indicator that measures the number of put shares traded and compares...
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...S&P 500 Index.
^TSP_Bears: This is the percentage of bearish traders
^TSP_Signal: This symbol tells you whether to use the bullish market rules (Value = 1), or the bearish market rules (Value = 2). More info in the next paragraph.
There are two types of rules in the trading system. The bull market...
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