Click here to Login






 
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
Sort Items

Select a Type :
Sort By :

Info: All items
Channel Position
by swalk10, uploaded several months ago

A financial time series often moves in what can be thought of as a channel. Determining where a price or indicator is relative to that channel can be a powerful signal or indicator.

This function takes two inputs: The first, the data array (time series) which could be...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 55 downloads Notes Report an item
 Indicator 
Medium
Price Channel Position
by swalk10, uploaded several months ago

To help the QuantShare community make use of the 565 function and to illustrate the application of Rules Manager, we have created a Price Channel Position rule list.

The Price Channel is designed to measure where price is within the range of the channel look back period, expressed as a percentage...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 72 downloads Notes Report an item
 Rules 
Medium
Demand Index
by Brian Brown, uploaded several months ago

The Demand Index is a technical indicator that tries to lead price changes using price and volume data. The indicator was developed by Hames Sibbet.

The demand index formula requires several parameters:
Price: A time series that is usually set to the close price, midpoint or high plus low divided by two.
Constant:...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review one review Number of downloads 57 downloads Notes Report an item
 Indicator 
Medium
Daily Stock Quotes - Stock Market EOD Data
by QuantShare, uploaded several months ago

To update your quotes database in a few minutes and even seconds, this Daily Stock Quotes trading object quickly downloads the latest stock prices, from the Yahoo server, for companies listed on US and international Stock Markets. It can be used daily when your quotes database is missing the last...
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review one review Number of downloads 261 downloads Notes Report an item
 Downloader 
Medium
Chande TrendScore By Symbol
by Stefan Kroscen, uploaded several months ago

This function is an enhancement to the chande_trendscore function added by "The Trader". You can read more about the origin, purpose and behaviour of the function here: 317

This version adds 3 enhancements to the original function.
1) It accepts a symbol as a parameter. This is desirable in conditions...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 28 downloads Notes Report an item
 Indicator 
Medium
Fibonacci Trading with the Retracement Levels/Ratios
by QuantShare, uploaded several months ago

The Fibonacci retracement indicator returns a value indicating whether there is a support or resistance near the current stock price. Five different retracement levels or numbers are used: 0%, 38.2%, 50%, 61.8% and 100%.

When calculating the Fibonacci retracement levels, if the highest stock value occurs before the lowest value, then...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 55 downloads Notes Report an item
 Indicator 
Medium
Yahoo Historical Buy/Sell Recommendations
by Stefan Kroscen, uploaded several months ago

This object will do a full download of the historical analyst buy and sell recommendations available on yahoo, and store in a local database (yahoo_analyst_ratings). The rating firm, upgrade/downgrade indicator, the past rating and the current rating are all stored. In addition, the downloader contains a function that...
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 95 downloads Notes Report an item
 Downloader 
Medium
Analyst Rating (Yahoo Historical Buy/Sell Recommendations)
by Stefan Kroscen, uploaded several months ago

This function utilizes the historical analyst buy/sell recommendations, downloadable from yahoo by 641, to provide the current 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. ...
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 48 downloads Notes Report an item
 Indicator 
Medium
Analyst Previous Rating
by Stefan Kroscen, uploaded several months ago

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...
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 20 downloads Notes Report an item
 Indicator 
Medium
Analyst Days Since Last Rating
by Stefan Kroscen, uploaded several months ago

This function utilizes the historical analyst buy/sell recommendations, downloadable from yahoo by 641, to determine how long it has been since an analyst rating has been provided for a stock. This function can be useful in trading algorithms in determining a confidence value for the rating (the longer its...
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 11 downloads Notes Report an item
 Indicator 
Medium
Analyst Rating
by Stefan Kroscen, uploaded several months ago

This function utilizes the historical analyst buy/sell recommendations, downloadable from yahoo by 641, to provide the current 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. ...
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 26 downloads Notes Report an item
 Indicator 
Medium
Gold to Silver Ratio
by Tom Huggens, uploaded several months ago

The Gold-Silver Ratio measures the number of ounces of silver it takes to buy one ounce of gold. The Gold-Silver Ratio current value is near 62; it used to be 51 in 2007 and 12.5 in 323 BC.

The Gold Silver ratio is not well known for the average trader; however...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 30 downloads Notes Report an item
 Downloader 
Medium
Lagged Data From a Custom Database
by QuantShare, uploaded several months ago

"GetData" is the main function that allows you to access custom databases data. It lets you retrieve an item value, from an intraday or historical database, that occurred within the current bar.

Let us say we have a custom database that contains fundamental data. One field in this database is called...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review one review Number of downloads 21 downloads Notes Report an item
 Indicator 
Medium
Intraday Data for NSE Stocks
by Tom Huggens, uploaded several months ago

Located in Mumbai, India, The National Stock Exchange (NSE) is one of the biggest stock exchanges in Asia. Using this item, you can download historical intraday data of companies listed on NSE. After you have downloaded this item, instruct the application to retrieve one-minute intraday data for one or several...
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review 7 reviews Number of downloads 211 downloads Notes Report an item
 Downloader 
Medium
Intraday Data for Major Stock Exchanges
by Brian Brown, uploaded several months ago

Intraday data for major stock markets downloads historical one-minute intraday data for the current day (real-time for some exchanges) as well as several days in the past. It can download data for more than 25 stock exchanges including the Australian Stock Exchange, Bombay Stock Exchange, Canadian Venture Exchange, Toronto...
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 158 downloads Notes Report an item
 Downloader 
Medium
Ichimoku Kinko Hyo - Trading Indicator
by QuantShare, uploaded several months ago

Ichimoku Kinko Hyo, which means "one glance equilibrium chart", is a charting technique developed in late 1930s by Japanese journalist, Goichi Hosoda. The Ichimoku technical analysis technique was made available to the general public in 1960.

Ichimoku is used to detect trends by creating five lines calculated using the midpoint of...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review 2 reviews Number of downloads 132 downloads Notes Report an item
 Indicator 
Medium
Historical Earnings Surprise, EPS and Consensus Data
by Patrick Fonce, uploaded several months ago

An earnings surprise is when a company reports an earnings number that is not expected by analysts. In other words, an earnings surprise occurs when the earnings per share (EPS) is not in-line with the consensus estimates. The earnings may exceed, be in-line or below the consensus estimates. Usually, an...
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review 3 reviews Number of downloads 210 downloads Notes Report an item
 Downloader 
Medium
Saudi Stock Exchange - Tadawul
by bug man, uploaded several months ago

This Saudi Stock Exchange EOD Downloader gets one year of historical data for all stocks listed on the Tadawul Exchange. A total of 162 stocks and indices are downloaded; the list includes for example: Riyad Bank, Bank Al Jazira, Yanbu Cement Co., Fitaihi Holding Group, Saudi Basic Industries Corp., Saudi...
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 184 downloads Notes Report an item
 Downloader 
Medium
Buy Falling Stocks Strategy
by QuantShare, uploaded several months ago

Using a single (although not basic) trading rule, the current trading strategy gained more than 27% per year for the last 10 years. The strategy consists of buying falling stocks or the top five stocks with the highest decrease in price compared to the last five trading days moving average.

The...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 285 downloads Notes Report an item
 Trading System 
Medium
Trading Strategy based on the Sharpe Ratio Metric
by QuantShare, uploaded several months ago

The Sharpe Ratio is the first measure I look at when analyzing and assessing a backtest results. It is a simple and quick way to measure the performance of a trading strategy.

While this ratio is often used to measure the excess return per unit of risk of an investment or...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 171 downloads Notes Report an item
 Trading System 
Medium
Simulation/Backtest Trading Indicator
by bug man, uploaded several months ago

This is a variation of the 120. The indicator contains an additional parameter that lets you define a minimum number of trades threshold.

The Buy Indicator performs for each bar a simulation or backtest and returns the average return/performance of the strategy defined in the rule and N-Bar stop parameters. For...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 37 downloads Notes Report an item
 Indicator 
Medium
Covariance
by Stefan Kroscen, uploaded several months ago

Calculates the covariance of two numeric arrays. Similar to the covariance function in excel. The following description is taken from ehow:

Covariance is a measurement of how related the variances between two variables are. If the two variables both tend to increase together, it is a positive covariance,...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 68 downloads Notes Report an item
 Indicator 
Medium
Multiple Time Frames Trading System - Price / Moving Average Crossover
by QuantShare, uploaded several months ago

Here is a strategy I created to show you how to use multiple time frames in a trading system. The system is based on price crossover with its 10-Bar simple moving average. Although, no optimizations at all were done, the trading system has generated an annual return of 26.14%. It...
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 174 downloads Notes Report an item
 Trading System 
Medium
Hull Moving Average
by QuantShare, uploaded several months ago

The Hull Moving Average is based on several weighted moving averages. In an attempt to create a more responsive MA and reduce the lag problem that is inherent to most moving averages, the HULL indicator returns a much faster and smoother moving average.

The Hull Moving Average was first introduced by...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 127 downloads Notes Report an item
 Indicator 
Medium
Trade Plan - Entries/Profit Target/Stop Loss
by Juliettpapa, uploaded several months ago

This drawing object helps you to plan a trade. It is useful for long-term traders who want to plan a trade with entries (max 2), target and stop. This drawing shows you the planned entries, target and stop. It shows you if and when the trades are triggered and how...
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review 5 reviews Number of downloads 59 downloads Notes Report an item
 Drawing Tool 
Medium
Industry Rotation Strategy - iShares ETF Dow Jones Stocks
by Tom Huggens, uploaded several months ago

This trading system ranks the 10-bar rate of return of iShares ETFs that represent the top US industries then buys the ETF that have the lowest return. When the ranking system returns another ETF then the strategy sells the previously purchased exchanged traded fund and buys the first ranked one.

The...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 139 downloads Notes Report an item
 Trading System 
Medium
Floor Traders Pivots
by Jim Harrison, uploaded several months ago


Pivot System price levels act as potential support and resistance zones throughout the day. They serve as focal points for floor professionals as they adjust their bids and offers, especially when trading activity is slow. The use of these values, along with tape reading skills and candlestick pattern recognition can...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review 2 reviews Number of downloads 96 downloads Notes Report an item
 Indicator 
Medium
Relative Performance/Return Chart - Compare Several Assets/Stocks
by QuantShare, uploaded several months ago

Relative Performance indicator compares the rate of price change (return) of two or several assets and plots the performance of each asset on the chart.

Relative Performance/Strength chart displays percentage changes and compares the return or price changes of different assets or securities. You can use it, for example, to quickly...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review one review Number of downloads 120 downloads Notes Report an item
 Indicator 
Medium
Correlation Filter Money Management Strategy
by Tom Huggens, uploaded several months ago

The correlation filter money management strategy analyzes each incoming order and measures its correlation with each opened position in your portfolio. If the correlation between the new order symbol and a portfolio symbol is higher than a specific threshold (definable and optimizable in money management inputs) then the order is...
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 69 downloads Notes Report an item
 Money Manag. 
Medium
Strategy Optimization on Random in-sample and out-of-sample Periods
by QuantShare, uploaded several months ago

The "RandomMonths" function picks months depending on a percentage value passed to this function. If you specify 100% then the function returns TRUE for all months, if you specify 50% then the function returns TRUE for half of the months and if you specify 0% then the function returns FALSE...
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 21 downloads Notes Report an item
 Indicator 
Medium
CloseHL Percent Rank Oscillator
by Brian Brown, uploaded several months ago

This function uses the percent rank and moving average indicators in addition to the close, high, and low series to generate an oscillator that is bounded between 0 and 100.

Here is how the calculation of this technical indicator is performed:
First, it calculates the close relatively to the high/low range
Then it...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 64 downloads Notes Report an item
 Indicator 
Medium
Trading System Based on the CloseHL Percent Rank Oscillator
by Brian Brown, uploaded several months ago

Yesterday, I have shared an indicator called 1080. Today, I am sharing a trading system based on it.

Although, the different backtest reports of this trading system show great results, with an annualized return often higher than 40% and a Sharpe ratio above 0.8, the drawdown is still high and...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 121 downloads Notes Report an item
 Trading System 
Medium
Keltner/Bollinger Bands Squeeze
by Brian Brown, uploaded several months ago

The Bollinger bands squeeze is a volatility indicator that tries to determine periods of low or high volatility in a price series. This technical indicator signals only the timing, not the direction of the trade, and for this reason, it must be used in conjunction with other technical or fundamental...
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 75 downloads Notes Report an item
 Indicator 
Medium
TD Sequential Indicator
by Vangelis M., uploaded several months ago

This function implements Thomas DeMark's TD Sequential Indicator. There are many different versions of this indicator with different rules and many nuances. Not all are implemented here. For more detail you should add to the code.

This function accepts two arguments, a number and a string.

TDSequential(0,"") - Returns the count...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review one review Number of downloads 55 downloads Notes Report an item
 Indicator 
Medium
Benchmark Return in a Trading System Simulation
by QuantShare, uploaded several months ago

After adding this money management script to your trading system, you will be able to display the benchmark return in the simulation report table and the benchmark time-series in simulation graphs. This allows you to compare your strategy equity or rate of return against a benchmark such as a market...
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review 3 reviews Number of downloads 74 downloads Notes Report an item
 Money Manag. 
Medium
Entry Price and Exit Price in Trading System Report
by QuantShare, uploaded several months ago

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...
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review 2 reviews Number of downloads 61 downloads Notes Report an item
 Money Manag. 
Medium
Stock Grade - Fundamental Analysis
by Brian Brown, uploaded several months ago

This item downloads a measure for U.S. stocks that tells you how likely a company is to achieve its financial goals.

Quantitative research based on public companies financial statements is conducted in order to grade each stock on its ability to achieve the most important goal, which is to maximize returns...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 50 downloads Notes Report an item
 Downloader 
Medium
Cumulative Sum of a Technical Indicator
by Patrick Fonce, uploaded several months ago

Cumulative sum or running total of a technical indicator refers to the algebraic sum of all previous values of this technical indicator.

The Cumulative sum formula is as follows:

A = B + C * previous value of A ...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 23 downloads Notes Report an item
 Indicator 
Medium
Generic Trading System Template
by SystemTra.de, uploaded several months ago

This Generic Trading System Template can be used as a starting point for your own trading system developments. It includes all the simulator settings that can be parameterized as well as examples for ranking, optimization, stop-setting, entry/exit rules and limits.
The template is grouped into settings that are likely to get...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 247 downloads Notes Report an item
 Trading System 
Medium
Trading System Template: Position Sizing Techniques
by QuantShare, uploaded several months ago

With this trading system template, you will be able to test your strategy with different position sizing techniques quickly and effectively. By using this template to build your trading system then by clicking on the optimize button, QuantShare will backtest your strategy five times, each time using a different position...
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 101 downloads Notes Report an item
 Trading System 
Medium
Previous - 0 1 2 3 4 5 6 7 8 9 10 11 ... - Next






QuantShare
Product
QuantShare
Features
Create an account
Affiliate Program
Support
Contact Us
Trading Forum
How-to Lessons
Manual
Company
About Us
Privacy
Terms of Use

Copyright 2019 QuantShare.com
Social Media
Follow us on Facebook
Twitter Follow us on Twitter
Google+
Follow us on Google+
RSS Trading Items



Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.