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
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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
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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
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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
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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
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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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The screen returns the correlation of each stock with its industry for the last 250 and 30 trading days.
It displays five columns:
- Symbol: The stock symbol name
- Close: The close price at the screen date
- Return: The one-bar return of the stock ...
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Screen
Medium
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Unlike the 683, which gets daily picks only from all-Star Motley fool users, the number of outperform and underperform picks for U.S. Stocks downloaded by this item are obtained from all Motley fool users.
The number of daily picks is saved in a historical database called "ascaps".
The number of bullish...
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Downloader
Medium
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After a backtest, this trading system generated an average annual gain of 22.79%. The strategy Sharpe ratio for all period (2001-2011) is 0.77 and only 24.02% of trades were winners. Among the 11 years tested, only four showed a small negative return.
Here are the trading system settings:
- Number of...
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Trading System
Medium
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Imagine you have a trading rule that turns itself off if the average return of the last trade (or the last few trades) that were generated by this rule are negative or below a specific threshold.
This is exactly what this technical indicator will allow you to do.
You tell him...
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Indicator
Medium
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The Elliott Wave Oscillator is a very simple indicator that consists of taking the difference of a 5-period simple moving average and a 34-period simple moving average. The result oscillates above and below the zero line and it is displayed as a histogram whose bar colors changes depending on whether...
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Indicator
Medium
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As with the default horizontal line, this drawing item plots a horizontal line at the mouse Y position when you click on a chart. Beside that line, another line that corresponds to the distance between the horizontal line and the last close price is also drawn at the first bar...
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Drawing Tool
Medium
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This component gets historical OHLCV data for all stocks and ETFs listed on the LSE (London Stock Exchange).
The downloader accepts ticker symbols with and without a suffix. If a suffix is found (SLVR.L for example) then it will remove it and pass the new ticker symbol (SLVR) to the next...
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Downloader
Medium
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The number of stocks hitting their 20-day high compared to the total number of stocks is what this market indicator returns.
This market breadth indicator can applied to all markets. Currently, the composite gets the number of stocks that are making new 20-day highs from all symbols available in your database...
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Composite
Medium
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Small cap refers to publicly traded companies whose market capitalization value is under $1 billion dollar. Small cap stocks have on average outperformed large cap and medium cap stocks over the past decades. The main reason for this is that they are usually companies that have lots of room to...
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Composite
Medium
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Vertical Horizontal Filter (VHF) was created by Adam White to identify trending and ranging markets. VHF measures the level of trend activity, similar to ADX in the Directional Movement System. Trend indicators can then be employed in trending markets and momentum indicators in ranging markets.
Vary the number of periods in...
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Watch List
Medium
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The 52-week low indicator calculates the total number of stocks making new 52-week lows (Stocks at their lowest level in one-year period) per day. The market indicator that measures the number of stocks making 52-week highs is available here: 939.
The 52-week high and 52-week low indicators can be used together...
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Composite
Medium
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The beta is a common metric used in evaluating stocks.
From money-zine:
"Perhaps the single most important measure of stock risk or volatility is a stock's beta. It's one of those at-a-glance measures that can provide serious stock analysts with insights into the movements of a particular stock relative...
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Indicator
Medium
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Calculates the covariance of two numeric arrays. Similar to the covariance function in excel. The following description is taken from ehow:
Covariance is a measurement of how related the variances between two variables are. If the two variables both tend to increase together, it is a positive covariance,...
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Indicator
Medium
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This item creates a 52-week high symbol from all stocks available in your database. The market indicator is created using the composite plug-in and it can be applied to any stock market. It uses the "hhv" (highest value over a period) indicator to count the number of stocks that are...
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Composite
Medium
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This fundamental screen looks for stocks with high earnings per share (EPS) value.
Screen Rules:
- Industry average EPS for the stock is positive
- Industry average EPS only includes stocks with a price higher than 2 ...
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Screen
Medium
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An increase in volume can be detected in several ways. For example, you can calculate the ratio of the total volume in the last five bars to the volume of the last 50 days. The higher the ratio is the higher the increase of the volume during the last days.
Here...
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Screen
Medium
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This is a variation of the 120. The indicator contains an additional parameter that lets you define a minimum number of trades threshold.
The Buy Indicator performs for each bar a simulation or backtest and returns the average return/performance of the strategy defined in the rule and N-Bar stop parameters. For...
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Indicator
Medium
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This item downloads stock news data for the Hong Kong Stock Exchange. It gets data by symbol, for all Hong Kong listed stocks, from Yahoo news RSS feed and saves it in "yahoo_news" database.
News data can be plotted on charts and used to create trading rules and strategies.
To display...
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Downloader
Medium
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The put minus call options volume is the daily difference between the total put volume generated by optionable stocks and the total call volume.
For each trading day, the composite calculates the difference between put and call volume of each optionable U.S. stock, and then sums these differences. The market indicator...
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Composite
Medium
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Some companies distribute dividends and some do not. Some companies distribute dividends quarterly, while others distribute it biannually, annually or sporadically. The distribution schedule is usually tied to the company fiscal year.
Dividend frequency refers to how often a dividend is paid. The current function calculates the dividend frequency or the...
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Indicator
Medium
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Using the composite tool and an historical database of dividend payments, I have created an index that gets the total number of dividend distributions by U.S. companies for every trading day. The composite or indice name is "_DIVIDENDS_TOTAL". On February 18, 2011 for example, there were 21 dividend distributions, while...
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Composite
Medium
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Using put and call volume from all market participants (Customers, Firms and Market makers), this trading indicator calculates the put/call ratio of each individual U.S. Stock.
357 downloader gets U.S. options put and call volume from the Options Clearing Corporation website. You should install and execute this downloader before using the...
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Indicator
Medium
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This composite is calculated based on a trading rule involving the popular technical indicator: the simple moving average.
Here is how this composite is calculated: (This item requires an indicator that can be downloaded here 120)
- Create a simple trading rule that returns a signal if the stock close price crosses...
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Composite
Medium
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The Forecast Oscillator is a technical indicator that compares a security close price to its time series forecast. The time series forecast function name is "tsf" (already implemented in QuantShare) and it calculates the projection of the price trend for the next bar.
The Forecast Oscillator and therefore the time series...
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Indicator
Medium
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There are many indices and ETFs you can find and follow if you want to track the Gold and Silver industry. You can also create your own composite and get more control over how to benchmark the Gold and Silver industry.
The current composite will create a new symbol "_Gold_Silver" by...
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Composite
Medium
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Two years ago, I have created a stock market news downloader that gets news data for U.S stocks from an RSS feed provided by Google.
This item downloads the last 10 news items and stores them in a custom database whose name is "google_news". You can get this trading item here...
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Downloader
Medium
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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...
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Downloader
Medium
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Here is a new EOD data downloader for the Kuwait Stock Market. It downloads end-of-day data for +200 companies including Kuwait International Bank , Al-Safwa Group Holding Co. , Manazel Holding Co., Alafco Aviation Lease And Finance Co. , Abyaar Real Estate Development Co. , The National Industries Group ...
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Downloader
Medium
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Based on the number of buy signals, this money management script calculates its 10-Bar moving average and compares it to the 50-Bar moving average. If the former moving average is lower than 0.4 times the latter moving average, then trading is halted during the next 30 trading bars.
The number of...
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Money Manag.
Medium
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The simulator tool analyzes hundred of stocks for buy signals and then picks few of them (A portfolio is limited by the maximum number of positions it can contains).
After a simulation is completed, you can display the trades that were generated by selecting the "Trades" tab of the Trading System...
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Money Manag.
Medium
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Return per bar is a metric calculated by dividing a position return by the number of bars since entry (holding period).
For each position and for each trading bar, this money management script calculates the Return par bar and then exits a position if this metric is lower than a specific...
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Money Manag.
Medium
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The number of listed companies refers to the total number of companies that have shares listed on a given exchange at a specific period. This includes domestic (Incorporated in the same country as the exchange) and foreign (Incorporated in a different country than the exchange) companies and excludes funds and...
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Downloader
Medium
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This Splits Calendar item gets historical stock splits data for U.S. Stocks starting from 2000 to present. It stores the data in a custom historical database (Splits) that contains fours fields:
- Date: This field contains the Split Ex-Date or the date the stock/share price changes to reflect the split.
-...
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Downloader
Medium
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This market index calculates the average Sharpe ratio of all stocks in a specific market. The Sharpe ratio is obtained using the "sharpe" function and it is computed for a period 90 trading days.
The higher the market index value the better it is; this indicates that more stocks have higher...
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Composite
Medium
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