Here is another NSE - Nigerian Stock Exchange (formerly known as the Lagos Stock Exchange) downloader that retrieves historical EOD quotes for more than 200 companies. Historical quotes are available starting from 2005 to the last trading day.
The item saves the close, high, low, trades and volume data in the...
No notes
|
Downloader
Medium
|
|
|
The Better Volume indicator uses a combination of bid/ask volume and range to identify
Volume Climax, High Volume Churn and Low Volume bars.
? Market tops are characterized by Volume Climax Up bars, High Volume Churn and Low ...
No notes
|
Indicator
Medium
|
|
|
The CNX 100 index consists of 100 diversified stocks. The index represents more than 70% of the free float market capitalization and it covers 35 sectors of the economy.
The index base date is Jan 1, 2003; the base value is 1000 points.
CNX 100 used to be calculated using a market...
No notes
|
Downloader
Medium
|
|
|
Insiders are individuals that have access to non-public information about a company; they are usually directors, key employees, large shareholders... Their activity (Buy and sell transactions), which is made available to the SEC within few days, is watched and followed by individuals and institutional investors.
A high selling volume made...
No notes
|
Downloader
Medium
|
|
|
This object downloads fundamental data/ratios for eleven Indian indices listed on the National Stock Exchange (NSE). The indices are: S&P CNX NIFTY, CNX NIFTY JUNIOR, CNX IT, BANK NIFTY, CNX MIDCAP, CNX 100, CNX PSU BANK, NIFTY MIDCAP 50, S&P CNX 500, S&P CNX NIFTY SHARIAH.
It saves the data in...
No notes
|
Downloader
Medium
|
|
|
Each quarter, companies are required to report a financial statement, called Income statement. This report shows the company's revenue, expenses, costs and income for a specific period.
Income statement is also referred to as earnings statement, operating statements or profit and loss statement - P&L.
Unlike balance sheet (418) which represents a...
No notes
|
Downloader
Medium
|
|
|
Price to earnings, PEG ratio, price to cash flow, price to book and price to sales are fundamental or valuation ratios used by analysts and investors in equity valuation to determine how cheap or expensive a stock is.
Valuation ratios are generally calculated by dividing the stock price by a measure...
No notes
|
Downloader
Medium
|
|
|
To measure the profitability of a company, analysts and investors use metrics such as the ROE (Return on equity), ROI (Return on investment) and ROA (Return on assets).
Profitability is very important for the growth of a company. It is also important for company's owners and managers. It is a...
No notes
|
Downloader
Medium
|
|
|
The sales, growth and estimates object downloads financial data for all stocks trading on US exchanges - NYSE, NASDAQ, AMEX, and OTCBB.
The object gets four fundamental items:
Sales Growth F0/F-1: This is the percentage growth in annual sales. It is computed by taking the difference between sales of the last...
No notes
|
Downloader
Medium
|
|
|
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.
...
No notes
|
Downloader
Medium
|
|
|
The Earnings per share or EPS estimates is another object that gets fundamental data/ratios for US stocks (US listed companies).
It gets 15 items for several quarters and fiscal years. The data is stored in the "EPS_Estimates" database and it contains the following fields:
Q0 Consensus Estimate: Based on several analysts that...
No notes
|
Downloader
Medium
|
|
|
EPS actual refers to the last quarter EPS or earnings per share, 12 month trailing EPS, last year EPS..., while EPS surprise refers to last EPS surprise, Previous EPS surprise, average EPS surprise...
An earnings surprise occurs when the quarterly or yearly earnings reported by the company are below or above...
No notes
|
Downloader
Medium
|
|
|
This fundamental item downloads the number of shares outstanding, market capitalization and average volume over the past 20 days for all stocks trading on US markets, NYSE, NASDAQ, AMEX, OTCBB and Pink Sheets.
The data is downloaded from zacks.com screener.
Database name: size_volume.
...
No notes
|
Downloader
Medium
|
|
|
Broker Ratings & Recommendations object downloads several metrics about broker recommendations for US stocks.
Database Name: "Broker_Rating"
Fields: ...
No notes
|
Downloader
Medium
|
|
|
Get stocks that belong to the top 20 stocks with the highest rate of change (return) over the last 10 days and top 20 stocks with the highest rate of change over the same period, 10 bars ago.
Symbols Filter: All symbols
Filter: Stock closing above 10$
Rule1: Stock must belong to the...
No notes
|
Screen
Medium
|
|
|
The Price/Earnings to Growth ratio, also known as the PEG ratio, is a measure of valuation of a company. The PEG ratio was made popular by Peter Lynch and it provides an easy to way to find whether a company is fairly valued, overvalued or undervalued. A stock with a...
No notes
|
Screen
Medium
|
|
|
You won't believe how easy it is to hedge a portfolio strategy.
A hedge consists of reducing a portfolio risk by taking an offsetting position in a security. If you hold long positions on US stocks, you can hedge your portfolio by taking a short position on an S&P 500 futures...
No notes
|
Money Manag.
Advanced
|
|
|
For a complete description of how this money management script was created and the role of each function it contains, please refer to the following article: Create a trading strategy using the money management tool
The money management script, you can get here, creates a simple long strategy that is...
No notes
|
Money Manag.
Medium
|
|
|
Here is another US fundamental data downloader that gets Ownership related numbers. The database which will contain the data is called "us_ownership" and here are the different items you can get:
Percent held by Insiders: The percentage of shares outstanding held by insiders. An insider is a person who has potential...
No notes
|
Downloader
Medium
|
|
|
Fixed dollar amount, or fixed cash amount, position sizing is a money management technique that lets you allocate exactly the same amount of money for each trade you enter. Regardless of the stock, its price or its volatility, the number of shares for each new trade is calculated based on...
No notes
|
Money Manag.
Medium
|
|
|
This fixed percentage of current equity position sizing method is almost similar to the default position sizing. It allocates a certain percentage of the current portfolio equity to new positions. This percentage is calculated by dividing the current portfolio equity by the total number of positions allowed.
That percentage depends on...
No notes
|
Money Manag.
Medium
|
|
|
This is a simple hammer screen. It searches for a body equals to 1/3 of the daily (high low) range, It also searches for an upper shadow which is equal or smaller than 1/11 of the daily range (high low). The screener filters out stocks with average volume smaller...
No notes
|
Watch List
Medium
|
|
|
The CBOE Options Issues Traded data contains the number of options issues traded on the Chicago Board of Exchange. This includes put and call options for all US equities. From January 2009 to present, the CBOE Options Issues Traded time series had a maximum value of 47,464, which occurred May...
No notes
|
Downloader
Medium
|
|
|
I have already uploaded several items to get advance decline issues from several US exchanges. For example, the 159 gets the number of advancing, declining and unchanged issues from the New York Stock Exchange, American Stock Exchange and NASDAQ.
This CBOE Options Advance Decline will get the number of options issues...
No notes
|
Downloader
Medium
|
|
|
Formerly known as the World Savings COSI and the Wachovia COSI, the Wells Fargo Cost of Savings Index (COSI) is an ARM index, a benchmark interest rate that makes the interest rate of the adjustable-rate mortgage floats up or down.
Here are some popular ARM Indices: National Mortgage Contract Rate...
No notes
|
Downloader
Medium
|
|
|
Here is a UK economic data item that downloads economic time series from the Office for National Statistics website.
It can be used to download almost any economic indicator for the United Kingdom economy.
Currently it is set to download the Average Earnings Index for the whole UK economy. The Average Earnings...
No notes
|
Downloader
Medium
|
|
|
Like the MACD, Relative Strength Index (RSI) and Stochastic, the ADX, Average Directional Movement, is a very popular trading indicator used by stock, FOREX and commodity traders in technical analysis. The ADX is considered to be the best technical indicator by many traders and investors.
It is a momentum indicator, such...
No notes
|
Rules
Medium
|
|
|
If you have two trading strategies and would like to measure the performance and profit of a trading system that combine these two strategies then this money management script can help you achieve this.
Each strategy, whether it is applied to stocks, FOREX, futures or options, is given an initial equity...
No notes
|
Money Manag.
Advanced
|
|
|
This bull system is based upon increasing momentum occuring in the direction where the price is above the moving average. The rate of change indicator is used as the momentum indicator. Two sets of moving averages are used to indicate trend. First, the exponential moving average for...
No notes
|
Rules
Medium
|
|
|
This is a bullish trading system using momentum and trend. The Rate of Change indicator is used for momentum. Exponential and Simple moving averages are used for trend. This system is still in development. However, for AAPL it works well....
No notes
|
Trading System
Medium
|
|
|
The Federal Reserve Board's Z.1 flow of funds report is a quarterly survey. It shows the flow of funds between households, government, businesses and financial institutions in the United States of America.
It also shows debts, mortgages and savings levels. The flow of funds release contains a lot of data and...
No notes
|
Downloader
Medium
|
|
|
The Q-Ratio, developed by the economist James Tobin, is a market valuation method used to estimate the fair value of the stock market. It is calculated by taking the total price of the market and dividing it by the replacement cost of all companies in that market.
The data used to...
No notes
|
Indicator
Medium
|
|
|
The Monthly Retail data, which is released by the U.S. Census Bureau, contains several time series on retail economic activity in the United States. The data is obtained by the Advance Monthly and Monthly Retail Trade Surveys (MARTS and MRTS).
This object downloads two time series from the MARTS, which are...
No notes
|
Downloader
Medium
|
|
|
In technical analysis and active trading, the majority of oscillator systems follow almost the same logic. Buy when the oscillator moves above a certain threshold and sell when it moves below a certain threshold. The problem with this approach is that it doesn't take the evolution and the volatility of...
No notes
|
Indicator
Medium
|
|
|
Traders have developed several position sizing techniques and systems. Here are for example the fixed bet size (493) and the fixed percentage of equity (499) scripts.
Another popular position sizing system, often using in trading, is the one that uses volatility to adjust the number of shares to buy or short...
No notes
|
Money Manag.
Advanced
|
|
|
The TED spread is the difference between the interest rates on interbank loans and short-term government debt ("T-bills"). TED is an acronym formed from T-Bill and ED, the ticker symbol for the Eurodollar futures contract.
Initially, the TED spread was the difference between the interest rates for three-month U.S. Treasuries...
No notes
|
Indicator
Medium
|
|
|
The S&P 500 Dividend Yield is a measure of how much companies that constitute the S&P 500 Index pays out dividends per year compared to their stock share price.
The S&P 500 Dividend Yield ratio is considered to be an important indicator of the health of the stock market. Here is...
No notes
|
Downloader
Medium
|
|
|
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...
No notes
|
Downloader
Medium
|
|
|
The Sharpe ratio is certainly the most popular measure of the performance of investment strategies or trading systems. It is a measure of the risk premium or excess return per unit of risk. It is calculated by subtracting the risk free from the portfolio's return and then dividing the result...
No notes
|
Trading System
Medium
|
|
|
The number of oversold stocks is a market timing indicator. It is computed by calculating the number of stocks whose Relative Strength Index value (RSI) is lower than 30. The Relative Strength Index or RSI is a very popular technical analysis indicator developed by J. Welles Wilder and used by...
No notes
|
Composite
Medium
|
|
|
Sort objects
Subscribe to trading items feed
