This item retrieves a list of options, for the US markets, from a Covered Call Screener. The Screener displays each day, the potential candidates for a covered call strategy, with several measures, like the percentage of Return on Exercise, or the Probability of Max Return.
The first time you start the...
No notes
|
Downloader
Advanced
|
|
|
In the last trading object I have shared (241), covered call potential candidates were retrieved from a Covered Call Screener (The data is retrieved from avasaram.com). In this item, it is time for Covered Put strategies data to be retrieved for US stocks. The data is saved into a database...
No notes
|
Downloader
Advanced
|
|
|
The Coppock indicator, developed by Edwin Coppock, is used as a technical analysis tool to detect the beginning of bullish periods. Initially confined to the Dow Jones Industrial Average, it is also appropriate for use with other indices.
The Coppock indicator, also called Coppock curve, is generally used by long-term...
No notes
|
Indicator
Medium
|
|
|
The Safezone indicator, introduced by Alexander Elder in 2002, is used as a stop order against signal reversal in trending markets.
The Safezone stop intends to create a better trailing stop by eliminating the noise component of a trend and by creating a safer stop. It calculates two lines depending...
No notes
|
Indicator
Medium
|
|
|
The "Toronto Stock Exchange" item includes symbols of companies that are listed in the TSX, as well as the S&P TSX Composite index. The Toronto Stock Exchange, TSX, is the largest stock exchange in Canada and is the third largest in North America (by market capitalization). It is based in...
No notes
|
Symbols
Medium
|
|
|
The Toronto Stock Exchange is the main stock exchange in Canada. This item lets you download historical end-of-day data for companies listed in this exchange. Data for 1444 symbols are downloaded, parsed and inserted into your quote database. The data is grouped by month and thus can be downloaded very...
No notes
|
Downloader
Medium
|
|
|
The Detrended Price Oscillator is an indicator used as a long or short signal. In fact, the DPO eliminates cycles that are longer than the moving average period. It leaves thus short-term trends, and it allows both overbought and oversold levels to be detected more accurately. These levels are used...
No notes
|
Indicator
Medium
|
|
|
I have previously created and uploaded a downloader and a list of symbols for the London Stock Exchange.
As with the downloader that used Google to retrieve historical end-of-day data, this item uses Google to download news data feed for companies listed in the LSE (London Stock Exchange).
Downloader: 217
List of...
No notes
|
Downloader
Medium
|
|
|
The Vertical Horizontal Filter, introduced by Adam White, is an indicator used to identify trending and ranging markets. In fact, similarly to the popular ADX indicator, the VHF estimates the raise / fall price acceleration, and thus attempts to predict whether we are going to deal with a trending or...
No notes
|
Indicator
Medium
|
|
|
Unlike the futures historical downloader that I have shared some weeks ago (226), this item downloads non-continuous daily futures series, which means that it downloads each future contract separately. A continuous contract, the Crude oil for example which has 'CL' as symbol, will have a unique time-series. This time-series is...
No notes
|
Downloader
Advanced
|
|
|
The Relative Vigor Index is an oscillator introduced by John Ehder. Described in an article entitled 'Something old, something new' in the Technical Analysis of Stocks and Commodities magazine in January 2002 edition, the RVI combines modern digital signal processing with the classical market technical analysis.
In fact, the RVI...
No notes
|
Indicator
Medium
|
|
|
The Relative Vigor Index or RVI has two lines, the RVI line and RVI Signal line.
This function takes the cycle period as argument and returns the indicator Signal line. The RVI line can be downloaded here: 251.
The function name is "relative_vigor_index_signal"....
No notes
|
Indicator
Medium
|
|
|
The total number of fails-to-deliver represents the net balance of shares that failed to be delivered as of a particular settlement date. These numbers are recorded in the National Securities Clearing Corporation's ('NSCC') Continuous Net Settlement (CNS) system.
Fails-to-deliver happens when a seller does not provide, for any reason, the...
No notes
|
Downloader
Medium
|
|
|
TFS is a trend-following system introduced by Bryan Strain in "How to get with the trend and out at the end" in the Stock & Commodities magazine in 2000. It consists of a set of three indicators, used together to generate entries. We here focus on the TFS tether line...
No notes
|
Indicator
Medium
|
|
|
The TFS volume oscillator is the second component of Bryan Strain's Trending Following System. This indicator is used, together with the TFS Tether line and the TFS MBO, to generate buy signals.
TFS VO uses the open, close and volume time-series, as well as a time frame. Generally, a period of...
No notes
|
Indicator
Medium
|
|
|
The TFS MBO indicator is the last component of Bryan Strain's Tend Following System. Similarly to the MACD oscillator, it calculates the difference between two averages - fast and slow. TFS MBO is consequently an oscillator based on the close price whose variation is used to confirm the market tendency.
This...
No notes
|
Indicator
Medium
|
|
|
The fails-to-deliver item I have uploaded yesterday (253) downloads data by symbol from the failstodeliver.com website. Because the item needs to get data for each symbol separately, it takes time to fill the database with all +8000 US symbols. For this very reason, I looked at where the failstodeliver.com website...
No notes
|
Downloader
Medium
|
|
|
The disparity index is generally considered as introduced by Steve Nison on his book 'Beyond Candlesticks'.
This indicator is used to measure the percentage change between a security price and its moving average. A DI positive or negative value at a given point indicates that the price is respectively rapidly increasing...
No notes
|
Indicator
Medium
|
|
|
The positive volume index was created by Norman Fosback. It is used, as with the Negative Volume Index, to determine the nature of trending markets.
The positive volume index is a cumulative indicator, its value increases by the daily return of the close price multiplied by the yesterday PVI value, if...
No notes
|
Indicator
Medium
|
|
|
The Hong Kong Stock Exchange is the stock exchange of Hong Kong. It is owned by the Hong Kong Exchanges and Clearing Limited and it lists more than one thousand companies. The Hong Kong Stock Exchange or HKEX, is the Asia's third largest stock exchange (based on market capitalization) just...
No notes
|
Symbols
Medium
|
|
|
This item downloads historical end-of-day quotes for companies listed in the Hong Kong Stock Exchange (HKEX). The HKEX is a stock exchange based in Hong Kong, China. It is owned by the Hong Kong Exchanges and Clearing Ltd after the merger of the Hong Kong Futures Exchange and the Hong...
No notes
|
Downloader
Medium
|
|
|
The Kuwait Stock Exchange is one of the largest stock exchanges in the Persian Gulf region. In fact, it is the second biggest stock exchange in the Middle East of Asia, just after the Saudi Stock Exchange. The exchange is located in the State of Kuwait, and it was created...
No notes
|
Symbols
Medium
|
|
|
In Abu Dhabi, United Arab Emirates, stocks are traded on the ADX or Abu Dhabi Securities Exchange. Formerly known as Abu Dhabi Securities Market (ADSM), the ADX is a place where investors can trade shares of UAE based companies. Despite an increasing in activity in recent years, the exchange has...
No notes
|
Downloader
Medium
|
|
|
Traders interested in the Kuwait Stock Market can use this item to download historical end-of-day data of companies listed in the Kuwait Stock Exchange. The list of symbols can be downloaded at the following location (262). Although this list is not mandatory (In fact the downloader automatically adds new symbols),...
No notes
|
Downloader
Medium
|
|
|
Alexander Elder's Chandelier Exits trend-following system was first introduced in his book 'Come Into My Trading Room' in 2002. The system intends to provide better stop loss mechanisms by generating exit signals in a trending market. It includes two indicators, one used for up-trends and the other for down-trends.
Indeed, one...
No notes
|
Indicator
Medium
|
|
|
|
|
|
|
First introduced in a December 1997 'Stock and Commodities Magazine' article by Stephen I. Klinger, the Klinger Volume Oscillator is a volume-based indicator developed with the intention to be both short-term sensitive and long-term accurate. In fact, KVO measures the sum of in (accumulation) and out (distribution) volumes for a...
No notes
|
Indicator
Medium
|
|
|
This item loads and saves a list of all US holidays. The data is retrieved from the (ice.com) website. The market closes on these US holiday dates and thus the list can be helpful if you need to conduct some analysis on the how the market behaves near these dates.
The...
No notes
|
Downloader
Medium
|
|
|
This item is used to retrieve a list of all holidays in Canada. The data is stored in the following database (holidays_canada) and is associated with the following symbol: (^Holidays_CANADA).
You can for example use the data to create some holiday-related indicators (see this link for more information: 270).
Here is an...
No notes
|
Downloader
Medium
|
|
|
This item loads and saves a list of all European holidays. As with the US holidays object (268), the data is retrieved from the InterContinental Exchange website (theice.com).
The data is downloaded from 2001 to 2012 and is saved into the following custom database: 'holidays_europe'. The symbol '^Holidays_EUROPE', which is associated...
No notes
|
Downloader
Medium
|
|
|
Choppiness index is an indicator used to measure the degree in trendiness and in choppiness in a market.
It uses a 0-100 scale and includes an upper and a lower bands respectively corresponding to Fibonacci 61.80 and 38.20 numbers. While CI values below 31.80 mean a trending market, those above 61.80...
No notes
|
Indicator
Medium
|
|
|
The Center of Gravity function originated from a John Ehler's article published in May 2002 in the Stock and Commodities magazine. It was derivated from the Finite Impulse Response Filter formula, which constituted one of Ehler's researches undoubtedly inspired from digital signal processing.
The main goal for COG is not to...
No notes
|
Indicator
Medium
|
|
|
Australian stock market traders who are interested in building a fundamental database can use this item to download historical fundamental data. The data is retrieved from (ascii-data.com) website; it is available from December 2003 to July 2009. July was the last release; I don't know the reason why the website...
No notes
|
Downloader
Advanced
|
|
|
ETF traders can now access some historical fundamental data using this downloader. The item downloads fees, assets, nav, yield... data from the (etfzone.com) website.
Fees: The fund fees.
Nav: Net asset value. It is the value of each share of a fund as determined by the value of its underlying holdings, including...
No notes
|
Downloader
Medium
|
|
|
The current download item gets non-continuous daily futures quotes from the following download location: www.accesstrading.com. The quotes can be downloaded starting from the end of 2007. This is because a change in the URL that points to the CSV content was made in the late 2007. The data provided by...
No notes
|
Downloader
Medium
|
|
|
The SIX Swiss Exchange is part of the SIX Group. The exchange is based in Zürich and it is the principal stock exchange in Switzerland. Securities like bonds, ETFs and derivatives are also traded in this exchange. The exchange is closed on Saturdays, Sundays and holidays. The normal trading session...
No notes
|
Symbols
Medium
|
|
|
The Lane's stochastic oscillator is an improvement of the well-known stochastic indicator. It was developed by Georges Lane in the 1950s. It is based on the calculation of the difference between the daily price and the lowest low divided by the highest-lowest price range. The indicator values vary from 0...
No notes
|
Indicator
Medium
|
|
|
Volume * Price Momentum oscillator is an indicator used to determine the trend tendency using both price and volume. In fact, it acts upon the principle that the trend tendency, which is characterized here by the price variation, is stronger when the exchanged volume is higher. The indicator is based...
No notes
|
Indicator
Medium
|
|
|
The SIX Swiss Exchange offers the access to historical quotes data for Swiss companies on their website. The data are grouped by date and by type. It is available in CSV or ZIP format.
This item downloads the data that are stored under the Swiss Blue Chip Shares, Mid & Small...
No notes
|
Downloader
Medium
|
|
|
Sort objects
Subscribe to trading items feed
