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Parallel Resistance and Support Lines
by QuantShare, uploaded several months ago

This watchlist scans for securities that have parallel support and resistance lines.
This is accomplished using the powerful "autosr" function (Automatic Support/Resistance).

You can read more about how this dynamic watchlist was built by reading the following blog post:
How to Scan for Parallel Resistance and Support Lines ...

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 Watch List 
Advanced
Export Indicators Data
by QuantShare, uploaded several months ago

Instead of downloading data like any other downloader, this item allows you to export any indicator data for any securities and for a specific period.

All you have to do is install this item, open it in the downloader manager (Download -> Download Manager) then:
- Select "Start & End Dates" tab...

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 Downloader 
Advanced
Watchlists on Your Chart
by QuantShare, uploaded several months ago

Say you have several watchlists and you would like to display on your chart the different watchlists that contain the currently shown security.

The current function allows you to do so. All you need is to add the function formula and specify the different watchlists you want to track.

Here is...

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 Indicator 
Medium
CompRule
by Zoidberg, uploaded several months ago

CompRule(rules, category, weightFormula, aggregateFormula)
is a function for use in e.g. trading systems, that attempts to implement
(somewhat) similar functionality as Comp(...) but across rules, not symbols.
The "composite rule" is returned.
Note: "rule" here means any numeric vector, whether it consists solely...

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 Indicator 
Medium
Minimum Number of Positions in a Trading System
by QuantShare, uploaded several months ago

This money management script allows you to specify a minimum number of positions in your trading system.
The script uses the "OnClosePosition" event to reject any exit order if the current number of positions (both longs and shorts) in the portfolio is equal or below the specified threshold.

Formula rules as well...

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 Money Manag. 
Basic
Fibonacci Trader - Fixed Balance Point
by MikeMM, uploaded several months ago

This indicator used by Fibonacci traders calculates the balance point of the current week and plot it on the next week as a fixed horizontal line. The fixed balance point is the weekly high, low and close, summed then divided by three.

You can read more about this indicator and others...

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 Indicator 
Medium
Percent Above Average Yield
by Charles, uploaded several months ago

Percent Above Average Yield:

This function calculates the percent difference of a stocks current dividend yield and its average yield (over the period you set). To work, this indicator needs data from 93. That is just for stocks in the US market. Other markets may require other objects....

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 Indicator 
Medium
Value At Risk Measure
by Tom Huggens, uploaded several months ago

The value at risk is a risk measure based on the probability distribution of security's prices or portfolio's market value. Unlike other measures such as the volatility, the value at risk measure cares about the direction of the portfolio or security.

The current value at risk function calculates a percentage that...

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 Indicator 
Advanced
Dividend Yield Watchlist
by Brian Brown, uploaded several months ago

The dividend yield watchlist displays all U.S. stocks that have recently distributed dividends to their shareholders.

The watchlist displays three columns:
q div: Recent quarterly dividend amount per share paid
a div: Sum of the last four quarterly dividend amount per share paid ...

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 Watch List 
Advanced
Days To Previous Date
by jason, uploaded several months ago

This function calculates the number of bars that have passed since a data within a custom database.

You can find another function that calculates the number of bars to a data within a custom database here:
1585
...

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 Indicator 
Medium
Days To Next Date
by jason, uploaded several months ago

For custom databases, data is often associated with a symbol and a date making it easy to build logic around the primary date value. But when the custom database contains more than one date value, accessing and using the date values is more complex. The DaysToNextDate function helps by...
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 Indicator 
Medium
Implied Volatility Data
by Caleb, uploaded several months ago

This item downloads last implied volatility data for U.S. stocks. The implied volatility is calculated from the options data for each stock.

Historical or statistical volatility is the past volatility of the underlying security and is measured using the annualized standard deviation. The implied volatility on the other hand is the...

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 Downloader 
Advanced
Dividend Calendar
by jason, uploaded several months ago

This item downloads historical dividend data for U.S. stocks.

It creates a custom database (divcalendar) and stores data in the following fields:
dividend: The quarterly dividend percentage paid by the company
annualdiv: The annual dividend percentage paid by the company ...

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 Downloader 
Medium
Overnight Gap Up Trading System
by Paulo Santos, uploaded several months ago

This system seeks to exploit a pattern where if the previous two days didn't have a gap up open from the previous close exceeding 0.2%, then there's an higher chance that the next overnight session will gap up.

The system buys the close and sells at the next open. It works...

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 Trading System 
Medium
Forex Long-Short Historical Position Ratios
by Brian Brown, uploaded several months ago

The Forex long/short historical position ratios downloader gets the percentage of long positions for a specific currency pairs on the Oanda platform.
The data is stored in a custom database "fx_lp_ratio" and can be accessed by any QuantShare plug-in using the following formula:

a = GetData("fx_lp_ratio", "ratio");

...

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 Downloader 
Advanced
NSE Nifty - CNX Nifty
by Gilari Decosta, uploaded several months ago

This is a modified version of NSE Nifty - S&P CNX Nifty
This modified version can download index of CNX NIFTY
Don't forget to add CNX NIFTY as a new symbol

...

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 Downloader 
Medium
Equity Data to Ticker Symbol
by QuantShare, uploaded several months ago

After backtesting a trading system, you can create a ticker symbol from the strategy's equity by right clicking on the equity chart (in the simulation report) then selecting "Equity to Symbol" option.

This money management script allows you to automate this process by creating a ticker symbol for your strategy's equity...

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 Money Manag. 
Medium
Body Momentum Oscillator
by QuantShare, uploaded several months ago

Body Momentum is a trading indicator described in Perry Kaufman's book. It is an oscillator that moves between 0 and 100 and calculates the percentage of bars that closed above the open price (white/green candle) during a specific period.

A period of 10 and a value of 100 for the body...

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 Indicator 
Basic
TAA - Momentum and Volatility
by QuantShare, uploaded several months ago

This is a tactical asset allocation strategy example based on momentum and volatility to rank some ETFs.
More info about how to create tactical asset allocation strategies can be found here:
Create Your Own Tactical Asset Allocation Strategies

Note that unlike the above article (see the link), the composite function here uses...

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 Trading System 
Medium
Standard Deviation of Monthly/Yearly Returns
by MikeMM, uploaded several months ago

This money management script calculates monthly and yearly standard deviation based on monthly and yearly returns.

It calculates monthly/yearly returns, calculates the standard deviation from these returns then adds two metrics in the simulation report table at the top.

If you are looking for a trading system that has consistent performance over...

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 Money Manag. 
Advanced
Normalized Price
by Tom Huggens, uploaded several months ago

The normalized close price indicator calculates the price movement of a security by starting with a 100 base value at a specific date.

You just need to specify a start/base date and a security name (optional - if empty then the currently analyzed security will be used) and this function will...

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 Indicator 
Medium
Custom High/Low Range
by Brian Brown, uploaded several months ago

The custom range function calculates the high/low range for specific security and time frame.

For example, in a daily chart, it can used to calculate the previous weekly high/low range:

a = CustomRange("", 7);
...

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 Indicator 
Basic
Candle Pattern Forecast
by Kyra Packens, uploaded several months ago

This indicator makes a prediction for the returns of the current bar based upon averaging the returns of the NumClosest (parameter) candlestick patterns that were most similar to the current bar's pattern in the Lookback (parameter) period. "Similarity" here is the squared euclidean distance between vectors describing the two...
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 Indicator 
Advanced
Tactical Asset Allocation Strategy based on RSI
by QuantShare, uploaded several months ago


This is a simple tactical asset allocation strategy (TAA strategy) based just on the relative strength indicator.
The strategy invests in 10 ETFs:
EDV (Vanguard Extended Duration ETF)
EEM (iShares MSCI Emerging Markets Index (ETF))
...

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 Trading System 
Medium
Industry Name of an External Symbol
by QuantShare, uploaded several months ago

This function allows you to get the industry name of an external symbol.
As you may know, you can get the industry name of the currently analyzed symbol using the "Industry()" function.
To access the industry of another symbol, download and install this function then type something like:
a = SymbolIndustry("GOOG");
...

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 Indicator 
Advanced
Percent Volatility Model (Position Sizing)
by Klas, uploaded several months ago

From Van K. Tharps book "Trade your way to financial freedom"(chapter 14) with an addition of "number of positions". Total equity volatility is divided by this number to allow simultaneous positions. The script assumes it's dealing with stocks and is long only. Feel free to alter to suit your needs...
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 Money Manag. 
Medium
Triple Momentum Timing Strategy
by QuantShare, uploaded several months ago

Here is a modified version of the Triple Momentum Strategy described by Gerald Appel in his "Technical Analysis: Power Tools for Active Investors." book. Gerald Appel is also known for creating several trading indicators including the popular Moving Average Convergence Divergence (MACD).

The triple momentum indicator/level is simply the sum of...

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 Trading System 
Medium
Swing Simulation
by Jason Robbins, uploaded several months ago

This is a swing indicator that may be used during backtesting to reference swing data.

Format is: swingsim(close, threshold, type, ago);
Threshold = movement required in points to constitute a valid swing
Types are the swing metric that is to be returned, valid types include: ...

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 Indicator 
Medium
Swing Indicator
by Jason Robbins, uploaded several months ago

The following is a swing indicator that allows one to plot swings and various swing statistics within a chart. Note that this cannot be used for backtesting, a seperate version called swingsim (1555) may be used for that purpose.

The second parameter defines the swing threshold in points....

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 Indicator 
Medium
Random Walk Index
by Brian Brown, uploaded several months ago

The random walk index in a trading indicator described by E. Michael Poulos in the technical analysis of stocks & commodities magazine.
The author defines the random walk index as the ratio of the real security move to the expected random walk. A ratio higher than one indicates that the security's...

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 Indicator 
Medium
Cultler RSI Indicator
by Tom Huggens, uploaded several months ago

Cutlers' RSI is a variation of the original relative strength index developed by Welles Wilder.
This variation uses a simple moving average instead of an exponential average (in the original formula).

As with the classic RSI, the Cutler RSI is a momentum oscillator that is mainly used to indentify overbought and oversold...

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 Indicator 
Basic
S&P 500 Trend Following System
by QuantShare, uploaded several months ago

This is a trend following trading strategy that trades S&P 500 stocks.

The S&P 500 trend following system uses the following rules:

- Daily data for S&P 500 stocks
...

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 Trading System 
Medium
Minimum Number of Days Between Two Events
by QuantShare, uploaded several months ago

The "MinDaysEvents" calculates the number of minimum days between two events/data entries in a custom database.

Example:
Say you have a custom database that stores fundamental data. The field "EPS" stores the earnings per share field.
If for any reason you want to know the minimum number of days between two EPS entries...

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 Indicator 
Advanced
Morningstar Annual Fundamentals 2.0 for US and International Stocks
by Chaim6, uploaded several months ago

This downloader gets 10 years of annual fundamentals from Morningstar's free fundamental ratios.

New features:
* It now works with non-USD financial statements.
* Balance sheet items such as Cash & Equivalents are converted from % of total assets to a dollar (or other currency) figure. ...

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 Downloader 
Advanced
Basic Portfolio Measures
by QuantShare, uploaded several months ago

This example will show you some of the power and the flexibility of the Grid tool.
Download, install this item then display it using "Tools -> Grid -> Open Grid".

This item doesn't use real time data. I have created it to show you how you can access, manipulate and display QuantShare...

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Advanced
System Quality Number Indicator
by Marcus Schöppl, uploaded several months ago

Dr. Van Tharp developed this Formula for Trading Systems. Later he found out that the SQN Indicator is a very powerful to measure the trendiness.

He applied the SQN formula to the daily percent price change of a stock or an index, it proved to be an excellent measure of the...

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 Indicator 
Medium
Trendiness Measure
by Brian Brown, uploaded several months ago

This indicator measures the tendency of a security to trend. It does so by calculating a moving average then counting the number of times that moving average crosses the close price in the previous N-bars. The fewer crossovers the more evidence that the stock or security is trending. A high...
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 Indicator 
Medium
Trading System with Sharpe-Based Ranking
by QuantShare, uploaded several months ago

No trading rules based on individual stocks. Just one ranking rule and one market rule.
This trading system generates +25 % annual return with low risk (maximum drawdown lower than -18%) just by using a single ranking rule and a single market rule. Backtest was done using current NASDAQ 100...

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 Trading System 
Medium
Custom Weight for Individual Securities
by QuantShare, uploaded several months ago

Say you have a strategy that invests in 5 ETFs and you would like to set manually the weight of each security. By default QuantShare allocates an equal amount of money to each position so if you have 5 allowed positions in your trading system, each ETF will get 20%...
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 Money Manag. 
Medium
Tax Implications for Your Trading System
by QuantShare, uploaded several months ago

Tax implications of your trading should always be taken into account. And in order to do so, I have just created a new money management script that will allow you to measure your trading strategy performance by accounting Taxes.
Depending on your country, you would pay a different tax on each...

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 Money Manag. 
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.