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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...
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 Money Manag. 
Medium
Bleu Stochastic
by mdmd, uploaded several months ago

Description:
Stochastic Index (normalized smoothed q-period Stochastic) by William Blau, described in the book Momentum, Direction, and Divergence: Applying the Latest Momentum Indicators for Technical Analysis.

The values of q-period smoothed Stochastic is normalized and mapped into the [0,+100] interval. It allows to determine the overbought/oversold of the market.
...

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 Indicator 
Medium
McNicholl Sentiment
by mdmd, uploaded several months ago

Sentiment indicator from Dennis McNicholl's 2002 Book "Taming Complexity in Trading; Beating the Dow 3 to 1"

It uses statistical techniques to make the stock series stationary and then works on looking at the confidence intervals of the moving standard deviation of the smoothed transformed series.

It is best as a very...

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 Indicator 
Medium
Brent and Crude Oil Continuous Futures Contracts - Intraday Data
by Patrick Fonce, uploaded several months ago

The current downloader gets one-minute intraday data for Brent Oil and Crude Oil rolling futures contracts.
The data retrieved by this item covers approximately the last nine trading days. You will get one-minute bar data; you can then convert it to any time frame (5 minutes, 10 minutes, one-hour...) when displaying...

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 Downloader 
Medium
Rank Industries based on the average Relative Strength Index
by Caleb, uploaded several months ago

To calculate the average 14-bar relative strength index of each U.S. industry, I have used the composite function and grouped stocks by the value returned by the "industry()" function. This function returns the industry name of a stock. By passing it to the composite function, the average calculation will not...
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 Screen 
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...

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 Indicator 
Medium
Murrey Math Lines Indicator
by Patrick Fonce, uploaded several months ago

Murrey Math Lines indicator creates eight different lines (pivot lines) on a chart to locate potential support and resistance areas. This trading indicator helps you find the best points to buy, short, sell and cover positions.

The function, whose name is "MurreyMath", requires a lookback period that will be used...

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 Indicator 
Medium
Support and resistance lines based on N-Minutes high/low of a trading session
by Caleb, uploaded several months ago

Based on the first N-minutes of a trading session, this technical indicator creates a support and resistance lines for each trading session.
The first line corresponds to the high of the first N-Minutes and it is plotted for the rest of the day. The second line corresponds to the resistance and...

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 Indicator 
Medium
Ratio of S&P 500 Index to Equity Put-Call Volume
by The trader, uploaded several months ago

This trading indicator returns the ratio of S&P 500 index to equity put-call volume. It gets the S&P 500 index (Symbol: ^GSPC using the following downloader 463) and divide it by the put/call ratio, which can be downloaded from 146.
The Equity put-call ratio is a sentiment indicator that measures the...

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 Indicator 
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...

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 Indicator 
Medium
Finviz Downloader
by Joshua, uploaded several months ago

This simply downloads all the data from finviz that cannot be calculated from the price data in one quick download. (Fundamental data)...
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 Downloader 
Basic
TSP Sentiment Survey - Percentage of Bullish and Bearish Traders
by Brian Brown, uploaded several months ago

TSPTalk.com publishes a weekly survey that asks investors whether they think the S&P 500 is bullish or bearish. The percentage of bullish and bearish traders as well as the TSP trading strategy mode are downloaded from TSP website. The Excel file is parsed then three symbols are created and added...
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 Downloader 
Medium
Ratio of the Short to Long-Term Moving Averages - ETF Trading System
by Tom Huggens, uploaded several months ago

Based on the different iShares ETFs Dow Jones industries, this trading system buys the ETF that is ranked number one based on the ratio between the small-term and long-term moving averages (trending up).

On each rebalance day, the strategy ranks all ETFs based on their moving averages ratio. It then...

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 Trading System 
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...

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 Trading System 
Medium
Volume Accumulation Trend Line
by QuantShare, uploaded several months ago

This drawing tool creates a simple trend line with two additional properties:
- The line is colored Green when it is trending up and red when it is trending down
- The trend line displays its length (number of trading bars) and the sum of volume (accumulation) of the bars that occurred...

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 Drawing Tool 
Medium
Stocks outperforming the S&P 500 with low volatility
by Tom Huggens, uploaded several months ago

Stocks that outperform the market are more likely to increase in the future that stocks that are lagging and performing worse than the market.

Outperforming stocks carry also higher risk and we should be particularly careful when entering positions in one of these stocks. Many reasons could explain why...

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 Screen 
Medium
Trading System based on the Linear Regression of the RSI Indicator
by QuantShare, uploaded several months ago

Applying the linear regression to the 2-Bar Relative strength index series creates an oscillator whose values vary between 0 and 100. The oscillator reaches low values after a decline in the underlying stock and reaches high values after a fast increase.

Linear regression analysis is used to analyze the relationship between...

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 Trading System 
Medium
Trading Rules based on the Relative Strength Index - RSI Indicator
by QuantShare, uploaded several months ago

The Relative Strength Index or RSI is a normalized momentum oscillator created by J. Welles Wilder. The Relative Strength Index oscillates between 0 and 100. When the RSI is above the 70 area, it is considered overbought and when it is below the 30 area, it is considered oversold. Besides...
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 Rules 
Medium
Investing in stocks using the Kelly criterion money management strategy
by QuantShare, uploaded several months ago

In order to reduce your investment risk you have to diversify. The problem is that many traders do not know how to put the diversification concept into practice. How do we know the number of stocks to invest in and the percentage of equity to put in each one of...
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 Money Manag. 
Medium
Word Occurrence in News Titles - Quantitative Trading Analysis
by The trader, uploaded several months ago



"GetField" is a function that gets a word among a list of words given an index provided as parameter to the function.
The function is mainly used in quantitative trading to optimize News driven trading systems and it works as follows:
...

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 Indicator 
Medium
Interest Rate Swaps - Historical Data
by Caleb, uploaded several months ago

A company that is concerned about fluctuations in interest rates can reduce or limit its exposure to these interest rates by using a financial instrument (derivative) called Interest Rate Swap. It consists of an agreement between two parties where two streams of future interest payments are exchanged.

Interest rate swaps...

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 Downloader 
Medium
Industry Measure: Ratio of Bullish to Bearish All-Star Traders Picks
by Brian Brown, uploaded several months ago

There are several ways to measure and compare the strength of different industries. A unique way to do this is to calculate the number All-Star Trader picks for each one of these industries and compare the different values.

All-Star Trader Picks refers to the number of picks an U.S. Stock is...

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 Screen 
Medium
Combination Element from Lexicographical Index
by QuantShare, uploaded several months ago

The current algorithm calculates the mathematical combination element given the lexicographical index. The function gets several string values separated by a semi-colon, a value to test, the number of values per combination and the combination index (or what is called lexicographical index).

To understand the usefulness of this function, here is...

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 Indicator 
Medium
Rate of Change Volume
by srishail, uploaded several months ago

Formula Name:VROC
Formula Full Name:Rate of Change (Volume)
Formula Description:
Rate of Change Volume (ROCV) is an oscillator applied to volume rather than price and is calculated in the same manner as the Rate of Change (Price) indicator.
...

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 Indicator 
Medium
Market Timing Rules - Used to construct profitable trading strategies
by QuantShare, uploaded several months ago

The current list of rules contains 44 series/indicators based on the sum function. This list can be used when implementing the technique described in the following blog post: How to turn any ordinary trading strategy into a very profitable one

The indicators are transformed by the PercentRank function, then...

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 Rules 
Medium
Volatility Channels Indicator
by Caleb, uploaded several months ago

The volatility channels indicator is used as a confirmation rule to enter long or short trades. When long rules are triggered, enter long when the price breaks up the upper volatility band and when short rules are triggered, enter short when the price breaks down the lower volatility band. The...
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 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...
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 Drawing Tool 
Medium
5x5 SMA & RSI Forex Strategy
by bug man, uploaded several months ago

Here is a simple Long-Short Forex strategy based on the moving average and the relative strength index indicators. The strategy buys a currency pair if its 5-Period RSI value is greater than 50 and if the price crosses over its 5-Bar SMA and makes at least 20 pips (Difference between...
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 Trading System 
Medium
Stocks Sharp Decline Strategy
by QuantShare, uploaded several months ago

Even in periods where a stock market index such as the S&P 500 rises, many stocks fall sharply. Several reasons could explain this decline: bad news, earnings release below the analysts consensus, big sell orders from institutional traders (micro and small cap stocks are likely to react more to these...
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 Trading System 
Medium
Historical Share Prices - Deutsche Börse XETRA
by QuantShare, uploaded several months ago

This item downloads historical end-of-day data for shares and other securities listed on the Deutsche Börse XETRA....
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 Downloader 
Medium
Hull Moving Average Strategy - Multi Time Frame Trading System
by QuantShare, uploaded several months ago

Using the Hull moving average, a market rule, two time frames and an N-Bar stop, this strategy generates an annual return of 30.91%, a high Sharpe ratio of 2.13 and a very low drawdown (-16.21%). The strategy beta is equal to 0.29 and the correlation between daily returns and S&P...
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 Trading System 
Medium
Average Stock Performance for each U.S Exchange
by QuantShare, uploaded several months ago

The current pivot table returns the average 10-Bar stock performance for each U.S. Exchange (NYSE, NASD, NYSE and OTC). It also returns, in another column, the number of stocks in each one of the previous exchanges. The 10-Bar return calculation is performed using the "perf" trading indicator and it is...
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 Pivot Table 
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...

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 Indicator 
Medium
US Financial Conditions Index
by Caleb, uploaded several months ago

The Bloomberg U.S. Financial Conditions Index is a measure of the number of standard deviations (z-score) the current financial conditions are above or below the average index value for the period of June-1994 to 2008. The index is calculated using yield spreads and indices from the Equity, Bond and Money...
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 Downloader 
Medium
Bollinger Bands + Market Timing Trading System
by QuantShare, uploaded several months ago

The trading system is composed of two trading rules. The first one is triggered when a stock share price closes below its 20-Bar Bollinger Lower Band. The second one is a market-timing rule that prevents the trading system from entering new orders when the market is declining. A market decline...
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 Trading System 
Medium
Trading Range Breakout - Long Strategy
by QuantShare, uploaded several months ago

During a non-trending period, the price of an asset usually crosses above and below its moving average several times in a short period. The power of the bulls is almost equal to that of the bears. The more crossovers occurring between the price and the moving average the more the...
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 Trading System 
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...
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 Trading System 
Medium
Bull Bear Ratio - Stock Market Indicator
by Brian Brown, uploaded several months ago

The Bull Bear Ratio is a market sentiment indicator that measures the strength of the bulls versus the bears. It measures the bulls by calculating the number of stocks whose percent rank value is higher than 70 and the bears by calculating the number of stocks whose percent rank value...
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 Composite 
Medium
Volume near Price Level - Detect Strong Support & Resistance Areas
by Big Yahoo, uploaded several months ago

Volume near price is a technical indicator that returns the total volume near the current price level that occurred in previous periods. For each period, the indicator calculates the total volume of the previous N period where the close price was between the current price and a threshold value (+-)....
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 Indicator 
Medium
Euronext Paris - Realtime Share Prices Data
by Patrick Fonce, uploaded several months ago

This downloader gets last quote prices (realtime shares data) for stocks listed on the Euronext Paris Stock Exchange (Bourse de Paris).
It downloads a list that contains the date, open, share price, today's high and today's low for more than 700 stock symbols (including CAC 40 stocks). The data...

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 Downloader 
Medium
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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.