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
Last Uploads

Select a Type :

Info: All items
Opening Range Breakout Indicator
by QuantShare, uploaded several months ago

The opening range breakout is a trading indicator that returns true when a stock, an ETF or any other asset breaks the high or low of the first hours or minutes of a trading session (opening range).

You define a number of minutes and the indicator plots the high and low...

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 38 downloads Notes Report an item
 Indicator 
Medium
Wilder's Smoothing - Moving Average
by QuantShare, uploaded several months ago

The Wilder's Smoothing is a technical analysis indicator created by J. Welles Wilder, Jr. and is part of the Wilder's RSI indicator implementation. Like any other moving average, this indicator smoothes price movements to help you identify and spot bullish and bearish trends.

The Wilder's smoothing formula is very similar to...

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
Forex Correlation Matrix
by QuantShare, uploaded several months ago

The following Forex correlation trading item creates a correlation matrix between several currency pairs.

Correlation is a statistical measure of the relationship between two securities. It tells us whether two currency pairs are moving in the same, opposite or random direction.

Correlation values vary between -100% (Forex pairs move in the same...

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 80 downloads Notes Report an item
 Pivot Table 
Medium
Index Investment Data for U.S. Futures Markets
by QuantShare, uploaded several months ago

Index investment activity on the commodity markets is compiled then released by the Commodity Futures Trading Commission. Certain Swap dealers and index traders must file monthly reports with the CFTC just after the end of each month. For more information please visit the below link.

The index investment data contains 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 18 downloads Notes Report an item
 Downloader 
Medium
Commitments of Traders Report for Financial Futures
by QuantShare, uploaded several months ago

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,...

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 51 downloads Notes Report an item
 Downloader 
Medium
EOD Quotes Data for Hong Kong Stocks and ETFs
by bug man, uploaded several months ago

Hong Kong EOD data item allows you to get free historical end-of-day data for all stocks and Etfs listed on Hong Kong Stock Exchanges.

Hong Kong Stock Market:
- The list of ticker symbols for HK stocks is available here: 259
- The list of ticker symbols for HK Etfs is available here:...

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
 Downloader 
Medium
ETF Symbols - Hong Kong Exchanges
by bug man, uploaded several months ago

Hong Kong ETFs or exchange-traded funds are open-ended and passively managed funds that are traded on the securities market of the HKEx (Hong Kong Exchanges and Clearing Limited).

ETFs are assets created to track the performance of an index, commodity or a basket of other assets. The advantages of trading ETFs...

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 8 downloads Notes Report an item
 Symbols 
Medium
Double Bollinger Bands Trading System
by MikeMM, uploaded several months ago

This is a long only trading system that uses two Bollinger bands indicators with different look back periods.

Bollinger Bands is a technical analysis tool created by John Bollinger and it consists of two lines (upper and lower lines) that form an envelope around the price series or any other time...

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 92 downloads Notes Report an item
 Trading System 
Medium
Average Intraday Volume
by Caleb, uploaded several months ago

This function calculates the average volume during a period of time in the previous days. Given a start and end time, it counts the number of bars and the cumulative volume that occurred within this period and then divide the cumulative volume by the number of bars. Another parameter allows...
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 22 downloads Notes Report an item
 Indicator 
Medium
VIX Volatility Index Statistics per Day of Week
by MikeMM, uploaded several months ago

The VIX symbol stands for the Chicago Board Options Exchange Volatility Index and it is a measure of the S&P500 stock index options that have a maturity of 30 days. In other words, it measures the expected market volatility for the next 30 days and this is why it 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 36 downloads Notes Report an item
 Pivot Table 
Medium
Maximum Drawdown Composite Indicator
by MikeMM, uploaded several months ago

The maximum drawdown of a stock is calculated using the "Drawdown" function. This function returns the maximum drawdown of a price series since the first bar.

The maximum drawdown composite indicator averages the max drawdown of all stocks in the universe by calculating the max drawdown of each stock and 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 19 downloads Notes Report an item
 Composite 
Medium
Variance Ratio - Trading Indicator
by Brian Brown, uploaded several months ago

Created by Dr. Rene Koch, the variance ratio indicator measures the degree of mean reversion or trendiness in a time series. It is an easy and fast way to detect whether a security or price series is trending, mean reverting or following a random walk.

The variance ratio interpretation is as...

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 31 downloads Notes Report an item
 Indicator 
Medium
Stocks at All Time Highs/Lows
by QuantShare, uploaded several months ago

This trading indicator detects whether a stock is trading at an all-time high or low. In this case, it returns 1, otherwise it returns 0. The function can also be used to detect all-time highs/lows of other time-series, technical analysis or fundamental indicator.

Screen for stock making new all-time highs:

- Select...

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 29 downloads Notes Report an item
 Indicator 
Medium
Number of Consecutive Trading Bars Condition was True
by Caleb, uploaded several months ago

This function calculates the maximum number of consecutive bars that a condition was true in the past N-bars. The function name is "MaxConsecutiveBars" and it has two parameters: Condition and period.

As an example, if we use this function with "close > sma(30)" condition and 100 as a lookback period, 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 24 downloads Notes Report an item
 Indicator 
Medium
Market Breadth Indicator: Average On Balance Volume
by The trader, uploaded several months ago

Average On Balance Volume (OBV) market breadth indicator is the average OBV value of all liquid stocks for each trading day. On Balance Volume is a cumulative indicator that measures buying and selling pressure. It works by adding volume on up days and subtracting volume on down days.

Given the above...

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 27 downloads Notes Report an item
 Composite 
Medium
Withdraw a Fixed Amount Every Month - Money Management
by The trader, uploaded several months ago

Using this money management script, you can simulate the effect of withdrawing a fixed amount of money, every month, from your portfolio.

The script allows you to enter the fixed amount to withdraw and to determine whether to withdraw money on each month or only on months that show positive 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 38 downloads Notes Report an item
 Money Manag. 
Medium
Skewness of a Distribution
by QuantShare, uploaded several months ago

A basic task in statistical analysis of a probability distribution consists of measuring its peakedness and asymmetry. Kurtosis measures peakedness of a distribution, while Skew measures asymmetry.

Kurtosis function is available here: 1045.

A normal distribution is symmetric, that is it looks the same to the right and the left of 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 16 downloads Notes Report an item
 Indicator 
Medium
Excess Kurtosis of a Distribution
by QuantShare, uploaded several months ago

In statistics, kurtosis measures the relative peakedness of a probability distribution compared with the normal distribution. This is why we also call it "excess kurtosis".

The higher the kurtosis value is, the sharper the distribution peak and the longer & fatter the tails are.
The lower the kurtosis value is, the rounder...

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
McGinley Dynamic Indicator
by The trader, uploaded several months ago

One of the major problems of moving averages such as the simple moving average is its lack of quick response to price. The higher the lookback period of the moving average, the slower the response to price movements. Other moving averages, such as the exponential moving average (more weight 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
Ratio of Stocks above and below Bollinger Bands
by Brian Brown, uploaded several months ago

This composite calculates the ratio of stocks trading above their upper Bollinger band to stocks trading below their lower Bollinger band.

The number of stocks trading above/below their upper/lower Bollinger band is computed by comparing the close price to the 20-bar "BbandsUpper"/"BbandsLower" function.
A value of 60 tells us that among stocks...

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 31 downloads Notes Report an item
 Composite 
Medium
NORMINV - Inverse of the Normal Cumulative Distribution
by QuantShare, uploaded several months ago

NORMINV function is the inverse of the normal cumulative distribution for a specified standard deviation and mean. The normal probability density and the cumulative normal distribution can be calculated using the following function: 1041.

This function finds the z value given the probability that a value or variable is within 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 26 downloads Notes Report an item
 Indicator 
Medium
NORMDIST - Normal Probability Density Function
by QuantShare, uploaded several months ago

The NORMDIST function is similar to the one available in Excel. Given a set of parameters, this statistical function calculates the normal probability density function or the cumulative normal distribution function.

Here are the different parameters of the NORMDIST function:
X: The function will return the probability of the value "x" occurring.
Mean:...

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 22 downloads Notes Report an item
 Indicator 
Medium
Traders Dynamic Index - TDI Indicator
by Caleb, uploaded several months ago

The Traders Dynamic Index uses trend direction, momentum and market volatility to determine market conditions. This indicator uses relative strength index, simple moving average, double exponential moving average and standard deviation to generate five time-series.

The function displays those time-series and returns the TDI or traders dynamic index.
The parameters of...

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 36 downloads Notes Report an item
 Indicator 
Medium
Standard Deviation Ratio
by Caleb, uploaded several months ago

Standard Deviation Ratio or SDR is a technical analysis indicator based on two standard deviations; one using a longer period that the other.

The SDR is measured by taking the ratio of the short-term standard deviation (function: SDDEV) to the long-term standard deviation. The ratio tends to stay below level 1;...

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 17 downloads Notes Report an item
 Indicator 
Medium
Supertrend Indicator
by Juliettpapa, uploaded several months ago

The supertrend indicator as known from different publications.

Variables: Period and Factor...

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 66 downloads Notes Report an item
 Indicator 
Medium
Percentage of Stocks Outperforming the S&P 500 Index
by QuantShare, uploaded several months ago

A stock is outperforming an index over a specific period if its rate of return for this period is higher than the rate of return of the index.

A high percentage of stocks outperforming the S&P 500 index could be considered as a bullish indicator for the market. The higher 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 34 downloads Notes Report an item
 Composite 
Medium
Fixed Risk per Trade - Position Sizing
by Juliettpapa, uploaded several months ago

This MM script uses three variables to control the amount to invest per trade and the portfolio risk:
1. Stop loss %: the stop loss in % for a single trade
2. Risk per trade: how many % of your trading capital you want to risk in a single trade.
3. Max. risk:...

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 82 downloads Notes Report an item
 Money Manag. 
Medium
Trend Deviation Indicator
by bug man, uploaded several months ago

The trend deviation indicator or TD is the ratio of the close price to its N-Bar simple moving average.
An increasing absolute value signals a divergence or an increase in the difference between the close price and its moving average, while a decreasing absolute value indicates that the close price 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 17 downloads Notes Report an item
 Indicator 
Medium
VIDYA - Variable Index Dynamic Average
by GS, uploaded several months ago

Variable Index Dynamic Average (VIDYA) is a special moving average which was developed by Tushar Chande. The complete details about this technical indicator can be found in %u201CThe New Technical Trader by Tushar Chande and Stanley Kroll%u201D.

VIDYA is essentially a dynamic exponential moving average wherein the market volatility 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 18 downloads Notes Report an item
 Indicator 
Medium
Volatility Quality Index
by QuantShare, uploaded several months ago

The idea behind the volatility quality index is to discern bad and good volatility in order to create a better volatility indicator that can identify better trade opportunities.

This trading indicator is based on the true range and it is calculated using the latter indicator plus the open, close, 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 25 downloads Notes Report an item
 Indicator 
Medium
Basic in-Sample/out-of-sample trading technique
by Tom Huggens, uploaded several months ago

Here is a very simple script that allows you to create a sort of in-sample/out-of-sample testing. The money management creates a script that takes one parameter. You can set this parameter to 1 to perform a normal backtest or set it to 1 to perform a backtest based on half...
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
 Money Manag. 
Medium
Gap Up/Down Market Breadh Indicator
by Brian Brown, uploaded several months ago

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...
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 24 downloads Notes Report an item
 Composite 
Medium
Trading System based on the Previous Week SPY Return
by Patrick Fonce, uploaded several months ago

This strategy enters a position in the S&P 500 Index (SPY or ^GSPC) when previous week return is negative (Return is calculated based on Monday open price and Friday close price), the trade is closed at the end of the week on Friday. No stop rules are defined.

The trading system...

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 82 downloads Notes Report an item
 Trading System 
Medium
Index of dispersion - Variance-to-Mean Ratio - VMR
by The trader, uploaded several months ago

As with the coefficient of variation, the index of dispersion is a ratio that is used to measure the dispersion of a probability distribution. It tells us whether prices or technical indicator values are dispersed or clustered compared to a standard statistical model.

Index of dispersion, also called dispersion index 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 16 downloads Notes Report an item
 Indicator 
Medium
Coefficient of Variation - Relative Standard Deviation
by The trader, uploaded several months ago

Coefficient of Variation (CV) is a measure of the dispersion of points/prices around the mean (Dispersion of a probability distribution).

In statistics, the coefficient of variation is also called variation coefficient, unitized risk or relative standard deviation (%RSD). Because its value is normalized and it is a dimensionless number, it 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 28 downloads Notes Report an item
 Indicator 
Medium
Coefficient of Determination - R Squared - Time-Series Prediction
by The trader, uploaded several months ago

In statistics, the coefficient of determination represents the strength of the relationship or the portion of common variation in two time-series or variables. It is a statistical measure of how well the regression line approximates the real values.


The coefficient of determination or RČ is mainly used to analyze how well...

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 34 downloads Notes Report an item
 Indicator 
Medium
Ratio of Equal-weighted to Market capitalization-weighted S&P 500 Index
by Brian Brown, uploaded several months ago

The ratio of equal-weighted 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...
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 14 downloads Notes Report an item
 Indicator 
Medium
MSR Support-Resistance Trading Indicator
by Caleb, uploaded several months ago

The MSR is a support and resistance indicator developed by David Varadi and introduced in his website cssanalytics.wordpress.com.
This technical indicator tries to measure the support and resistance levels by calculating the middle price over a short/intermediate time frame. Data is normalized using the Percent rank indicator, which can be downloaded...

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 44 downloads Notes Report an item
 Indicator 
Medium
Stop Loss for the N-first Trading Bars only
by The trader, uploaded several months ago

By adding a stop loss to your trading system, you instruct the simulator or portfolio tool to exit a position if it drops more than N% (from the buy price).
You can add a stop loss by clicking "Stop Loss" (bottom panel in "Update a trading system" form). Once it is...

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 39 downloads Notes Report an item
 Money Manag. 
Medium
LSS Pivotal Buy and Sell Numbers - Trend Reaction
by Brian Brown, uploaded several months ago

Behind the LSS Pivotal buy and sell numbers there is a simple formula based on the mean of three prices, which are the high, low and close prices. The formula is similar to the one that calculates pivot levels. Today buy and sell numbers are calculated based on yesterday's high,...
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 
Basic
Previous - 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 ... - 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 © 2024 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.