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Opening and Closing Crosses - Share Volume
by Caleb, uploaded yesterday

This item downloads share volume opening and closing crosses from the NASDAQ crossing network. These are the share volume on the open and close auctions for each security listed on the NASDAQ exchange. The auction will determine the stock official open and close prices.

The data is available starting from 2008...

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 Downloader 
Medium
Equity and Date Export To Excel
by QuantShare, uploaded few days ago

Unlike the 1406 script, the current one exports the date in addition to the equity value.

It will automatically open an excel document with the date and equity value for each data point.

Please note that in order for this item to work you need to add a reference to the excel...

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 Money Manag. 
Medium
Outperform Indicator
by QuantShare, uploaded few days ago

This new "Outperform" indicator calculates the percentage of trading periods where a stock or an ETF outperforms a benchmark.

The indicator first gets the benchmark symbol. It then takes "period" and "count" as parameters. The "period" is the number of trading bars used to compare the currently analyzed security with the...

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 Indicator 
Medium
Number of Ticker Symbols
by QuantShare, uploaded few weeks ago

This function returns the total number of ticker symbols in your database when the provided parameter is empty.

Example:
a = nbtickers("");
plot(a, "Number of tickers");
...

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 Indicator 
Basic
Information Ratio - Appraisal ratio
by Brian Brown, uploaded few weeks ago

The Information ratio also called Appraisal ratio is a ratio of a portfolio (or asset) returns above the returns of an index (or benchmark) to the volatility of the returns.

The IR (Information Ratio) is similar to the Sharpe ratio since it is used to measure risk-adjusted returns. The difference is...

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 Indicator 
Medium
Ignore Orders for Recently Purshased Securities based on Return
by QuantShare, uploaded few weeks ago

By adding this money management to your trading system, you can prevent the backtester from purchasing any security that was previously bought in the past N days if its most recent return is lower than the specified threshold.

As an example, let us say that your trading system bought GOOG and...

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 Money Manag. 
Medium
CNX Nifty
by Dikshita, uploaded few weeks ago

the data includes from jan 2005 to nov 2016. it includes close, open, high, low prices of CNX Nifty index...
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 Downloader 
Medium
Switch Traded Asset
by QuantShare, uploaded few weeks ago

This money management script allows you to use an asset as a signal in your trading system then trade a different asset.

It works by creating a trading system with one single asset, defines your buy and short rules (no sell or cover) then specify in the money management script inputs...

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 Money Manag. 
Medium
Potential Issues and Errors in Historical Data
by Win, uploaded few weeks ago

Watchlist detects historical data that have potential splits, issues in prices, and missing volume.

You may modify/add/remove condition of rules and symbol select criteria per your needs.
After you have result dataset, refresh data of symbols with potential issue by right clicking and selecting "Download Data for Selected Symbol"....

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 Watch List 
Medium
Export Indicators Data - Custom Time Frame
by QuantShare, uploaded few weeks ago

Few months ago, we have released an item that allows you to export any kind of data from QuantShare to a csv file.

Later, the item was modified by Kyra and the ability to filter data and add columns labels were added to the script.

Today, we are modifying the script again...

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 Downloader 
Advanced
Highlight Periods
by QuantShare, uploaded few weeks ago

This function would allow you to highlight certain periods on your chart. You can for example use it to highlight recession periods or any other important events.

The function accepts a list of dates separated by commas. The list should define the start and end of each period to highlight.

As an...

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 Indicator 
Medium
NSE Derivatives-Option
by Gilari Decosta, uploaded few weeks ago

This is a modifie version of NSE Derivative downloader.It download option quotes in the form like NIFTY16OCT8900CE which is used by many trding platorms in India

...

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 Downloader 
Medium
Average Year over Year Indicator
by QuantShare, uploaded few weeks ago

This Average Year over Year indicator will calculate the average close price (or any other time series) movement over the preceding N-years.

For any particular date, it will take the preceding N-year values and calculate the average one-bar return of these values.

Note that this indicator can work with daily, weekly and...

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 Indicator 
Advanced
Year over Year Chart Indicator
by QuantShare, uploaded few weeks ago

This year-over-year chart indicator will allow you to compare stock's movement over the same period of time one or several years ago.

All you have to do is download this trading indicator, create a new chart then create two or more panes.
As an example, create two panes (right click on the...

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 Indicator 
Basic
Top.300.ADOV.May.2016
by EDD, uploaded few weeks ago

This is a list of 300 stocks that have most heavily traded options volume for the month of May 2016, as compiled by CBOE. Being the most heavily traded also makes them the most liquid, ie: tight bid/ask spreads. This list can be downloaded every month...
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 Watch List 
Medium
Ehler's Supersmooter Filter
by Ivan, uploaded few weeks ago

Ehler's supersmooter filter - another moving average - but very good.

Example: plot (SupSmoot(50), "Ehler's SuperSmooter",colorpink);...

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 Indicator 
Basic
ATR Trailing Indicator
by Ivan, uploaded few weeks ago

ATR trailing indicator shows trailing support/ressistent levels.
Very nice in tranding environment.
You can change Sma in loss calculation to Ema/Wma...
if it better fullfill your requirements - I didn't know how to
implement it as parameter :-( ...

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 Indicator 
Basic
Ehlers Decycler Oscillator
by QuantShare, uploaded few weeks ago

The Ehlers Decycler Oscillator is a trading indicator developed by John F. Ehlers.

The goal of this oscillator is to eliminate very low-frequency components from the Ehlers 1660 by using the half-period Ehlers Highpass filter and transforming the output into the oscillator.

...

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 Indicator 
Advanced
Simple Decycler
by QuantShare, uploaded few weeks ago

The Simple Decycler is a study created by John Ehlers and presented in the
The idea behind this virtually zero-lagged trading indicator is that the market data can be considered as a continuum of cycle periods each one with a different cycle amplitude. Trending periods could be considered as segments of...

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 Indicator 
Advanced
Google Investing Index
by QuantShare, uploaded few weeks ago

The Google Investing Index is a measure that tracks google search engine queries related to the market-related keywords such as stock, gold, stock market, etf, exchange traded funds, oil...

This item downloads the Google Investing Index from Google servers and associates the data with the following ticker: ^GOOGLEINDEX

You can of course...

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 Downloader 
Medium
Reward/Risk Drawing Tool
by Brian Brown, uploaded few weeks ago

The Reward/Risk drawing tool would allow you to click somewhere on a chart to define a trade entry price, stop price and a target price. It then displays the stop and distance from the entry price as well as the Reward/Risk ratio.
A value of 1 means that the based...

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 Drawing Tool 
Medium
Historical Stock Market Data with Split-Dividend Adjustment Ratio
by Tom Huggens, uploaded few weeks ago

As with the 463 item, this downloader gets historical end-of-day data for several markets from Yahoo finance website.

In addition to that, it will also create a custom database "adjust" and store in that database, the adjustment ratio as well as the unadjusted close.
The adjustment ratio will be stored under the...

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 Downloader 
Medium
Sharpe Ratio of Two Assets
by QuantShare, uploaded few weeks ago

To Sharpe ratio was created by William Sharpe in 1966. It is a very popular measures used to calculate the risk/return of an investment.

You can calculate the Sharpe ratio of any security in QuantShare using the "Sharpe" function. However, calculating the Sharpe ratio of a portfolio consisting of two assets...

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 Indicator 
Medium
Number of Stocks per Industry
by Brian Brown, uploaded few weeks ago

This pivot table displays the number of stocks for each industry.

Each industry is displayed in a row and a second column "Count" would display the number of stocks that belong to each industry.

You would need to update the industry field of each stock first. You can let QuantShare do that...

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 Pivot Table 
Medium
Ehler Cyber Cycle
by Praveen Baratam, uploaded few weeks ago

The Cyber Cycle function originated from John Ehler's book "Cybernetic Analysis for Stocks and Futures". It is basically a high pass filter....
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 Indicator 
Medium
Equity Vs Benchmark
by Brian Brown, uploaded few weeks ago

This money management script calculates the 1-bar return for the strategy's equity curve and the benchmark you provide in the money management inputs. It then compares the values and adds the percentage of bars the equity curve is performing better than the benchmark in the trading system report table.

The percentage...

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 Money Manag. 
Basic
Margin Cost Simulation
by QuantShare, uploaded few weeks ago

In QuantShare, you can simulate a strategy that buys on Margin by editing the trading system, selecting the "Settings" tab, clicking on "Capital" then updating the "Margin Factor" field.
When trading U.S. stocks, you can for example set this value to 2 or you can set it to a higher number...

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 Money Manag. 
Advanced
Drawdown and Rate of Return On Your Chart
by The trader, uploaded several months ago

The following indicator doesn't create a time-series but instead displays some statistics on your chart.

The data will be displayed on the left-bottom corner and will contain the following values:

Drawdown: Maximum drawdown corresponding to the selected bar
...

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 Indicator 
Basic
Economic Surprise Indicator
by QuantShare, uploaded several months ago

The following indicator calculates the percentage change between the actual and forecasted economic event.

As an example, let us say you want to calculate the percentage change of the actual vs estimate numbers for the USD consumer Credit and then see its impact on the underlying currency pair.
You can do so...

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 Indicator 
Advanced
Forex Economic Calendar
by QuantShare, uploaded several months ago

This item downloads economic calendar data for several currencies. It creates the following ticker symbols (EUR, USD, JPY, GBP, CHF, AUD, CAD, CNY and NZD) and associate economic events to each one of them.
It also creates a custom database (economic_cal) with the following fields:
Date: The economic event's date and...

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 Downloader 
Advanced
Stocks outperforming their Industry
by Brian Brown, uploaded several months ago

The following screen calculates the average one-month return for each stock and compares that value with the one-month return of their corresponding industry. The average industry return is calculated using the "comp" function. More info can be found on our blog posts about this composite function.

In order for this screen...

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 Screen 
Medium
Drawdown Line
by QuantShare, uploaded several months ago

The drawdown line is a drawing tool that plots a horizontal line and displays the drawdown at that price. The drawdown is calculated based on the line level and the highest high visible on the chart.

As an example, say you are displaying the chart of the IWM exchange traded...

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 Drawing Tool 
Basic
BarsSince with Support for Nth Prior or Future Occurrence
by Kyra Packens, uploaded several months ago

This is a small but IMHO helpful modification to the built in BarsSince indicator. The enhancement is the addition of a parameter, N, which allows you to choose which prior occurrence of a nonzero value in the Series that you are interested in. You may also provide a...
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 Indicator 
Medium
Rate of Change Horizontal Line
by QuantShare, uploaded several months ago

Unlike the original horizontal line drawing tool which displays the line price location, this drawing tool creates an horizontal line that displays the price change and rate of change from the line price location to the last visible close price on the chart.

First, download and install this item.
In the "Bookmark...

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 Drawing Tool 
Basic
Level Breakout System
by Do, uploaded several months ago

This is a trading system based on level breakout. The system detects the levels of the last peaks and troughs and decides to enter or exit a position when the price breaks these levels. A buy signal is generated when the close price crosses above the last peak and a...
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 Trading System 
Medium
The 2 Percent Rule
by QuantShare, uploaded several months ago

The 2 percent rule is a simple risk management strategy that controls the maximum amount you can lose for each invested asset.

The rule here is very simple: Never risk more than two percent of your total capital on any single stock. If you end up having 10 consecutive losses, that...

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 Money Manag. 
Basic
Profile Count Per Month
by QuantShare, uploaded several months ago

This function is an example that shows you how to use the "plotprofile" function of QuantShare.

Each month, it splits the stock's high/low range into ten buckets then counts the number of times the analyzed stock has closed within that bucket. The higher the bucket value, the more the stock closed...

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 Indicator 
Advanced
Disable or Enable your Stop Rules
by Brian Brown, uploaded several months ago

If you have a stop rule and you want to disable it under certain circumstances then this script may help you achieve this.

By adding this money management script to your trading system, you are going to change the stop default behavior.
In order for your original stop rule to be...

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 Money Manag. 
Advanced
Average Open-to-Close Return per Day of Week
by QuantShare, uploaded several months ago

This pivot table will show you how a stock or an asset would have performed intraday depending on two factors, which are the day of the week and the previous intraday return. By intraday, I mean here the open-to-close return and not the yesterday's close to today's close return.

The pivot...

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 Pivot Table 
Advanced
Year to Date Excess Return
by QuantShare, uploaded several months ago

The following pivot table would allow you to easily display the year-to-date performance of your assets or ETFs and track their excess return with a benchmark or index.

By default, the following ETFs are compared to the SPY (S&P 500 ETF)
DIA: SPDR Dow Jones Industrial Average ETF
IEF: iShares Barclays 7-10 Year...

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 Pivot Table 
Basic
0 1 2 3 4 5 6 7 8 9 10 ... - Next






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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.