The absolute breadth index, or ABI, is a market breadth indicator; it uses the number of advancing and declining stocks to measure the amount of volatility on US exchanges. This indicator does not take into account the price direction because it calculates the absolute value of the difference between the...
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The National Stock Exchange website provides the Security-wise Delivery Position data. The current downloader gets this data for a period you specify and for all stocks listed on the NSE. This item also creates a database and inserts the data into it. The database name is 'delivery_position'. It has...
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This item retrieves EOD data of Bursa Malaysia stocks from the klseeod.com website. The data goes back to June 2009 and it is downloaded by date. This download item automatically adds new symbols. However, you can use the 341 list of symbols with this item to get the company titles...
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The Bursa Malaysia is a stock exchange based on Malaysia. It was formerly known as the Kuala Lumpur Stock Exchange, but in 2004, this exchange becomes a demutualised exchange and it was renamed to Bursa Malaysia. Bursa Malaysia is a fully integrated exchange; it offers trading, clearing, settlement and depository...
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The Advance/Decline Ratio is a Market Breadth indicator. The reason it is called Market Breadth indicator is that it uses the number of Advancing and Declining stocks in its formula. The number of advancing stocks is the number of stocks that advanced or increased in price in a trading day....
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The NYSE Index Closes item retrieves historical index closing values from the New York Stock Exchange website.
Eight indices data are downloaded by this item: (Symbols are added automatically to the Quote Database)
^NYSE_COMPOSITE: The NYSE Composite Index measures the performance of all stocks listed on the NYSE, including REITS, ADRs...
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When there is more short selling volume than long volume, traders expect a decrease in the price of the stock and when there is more long volume than short selling volume, traders expect an increase in the price of the stock. However, things could happen differently from what traders expect.
The...
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This indicator uses short selling data downloaded by the 323 object. The indicator calculates, for a defined lookback period, the percentage of bars where the short selling ratio was higher than 50%. (More short selling volume than long volume).
This indicator can be interpreted as follows; a high value means that...
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Treasury Bills are short-term obligations, with a maturity of less than one year, issued by the U.S government. These Treasury Bills are sold at a discount from the face value, which means that instead of earning an interest rate for buying these bonds, you will get this Treasury bill at...
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The Brussels Stock Exchange is the main stock exchange of Belgium. It is based on Brussels and founded in 1801. After the merger that occurred between Brussels Stock Exchange (BSE), Paris Stock Exchange, Amsterdam Stock Exchange and Lisbon Stock Exchange, the BSE was renamed to Euronext Brussels.
Here are the URLs...
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After merging with the Paris Stock Exchange and the Brussels Stock Exchange to form the Euronext in 22 September 2000 (Euronext merged with NYSE in 2007 to form the NYSE Euronext), The Amsterdam Stock Exchange name changed to become the Euronext Amsterdam.
The Amsterdam Stock Exchange is considered to be the...
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The Lisbon Stock Exchange is the main stock exchange in Portugal. It is located in Lisbon, the capital of Portugal and since 2007, it is part of the NYSE Euronext group (After the merger of Euronext and NYSE).
In 2002, Euronext acquired the Lisbon stock exchange (Bolsa de Valores de Lisboa...
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The Russian Trading System (RTS) website (www.rts.ru) allows investor to download EOD quotes for all listed securities (Stocks, Bonds, and Inv. Funds). This data is automatically retrieved by this downloader, parsed and then added to your quotes database.
This RTS RU data item requires that you select a start and end...
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The three main exchanges of the Russian Stock Market are: Moscow Interbank Currency Exchange, Russian Trading System and Saint Petersburg Stock Exchange.
The Moscow Interbank Currency Exchange, MICEX, is the leading stock exchange and is one of the largest in Russia. This stock exchange is located in Moscow.
The Saint Petersburg Stock...
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Here is another trading indicator that uses the short selling data. The function or indicator determines whether short or long volume is dominating in the last N-period. It uses the short selling ratio to calculate the excess volume (Volume below or above 50%) and then sums up the result over...
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This composite indicator calculates the total short volume of all US stocks. That is, the short selling volume of all companies listed in U.S. exchanges. The composite plug-in calculates this data for every trading bar and associates the result with the symbol '_ ShortVolume'.
The current composite uses the data provided...
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This item downloads historical data for the IMF (International Monetary Fund) commodity prices. The IMF commodity prices are prepared by the Energy and Commodities surveillance unit of the research department. The data is available on the IMF website (www.imf.org) and it is updated once a month.
The commodity prices are constructed...
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This is a list of symbols of all IMF commodity series. The list includes 63 symbols and it was retrieved from the IMF, International Monetary Fund website (www.imf.org). The commodity indices and series belong to one of the following categories: Food, Beverages, Agricultural raw materials, Metals and Energy.
The following object...
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This function accepts a list of rules and an index as parameters and returns a rule for the specified index.
The Market trading rules function can be very useful when applied in an optimization or backtesting process. Imagine you have a trading system and you would like to test different exit...
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This function uses short selling data to create a short indicator that determines whether short traders are stronger or weaker. This is done by calculating for each trading bar, the difference between short sell volume that occurred above and below a specific stock price.
Here is how the calculation process occurs....
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Probably the most popular trading indicator is the moving average. It is widely used in technical analysis and several other indicators use it in their calculation. For each bar, the moving average indicator calculates the average price of a time-series over the preceding N-bars.
The function name is 'rbsma', which stands...
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It took me more than 2 hours to complete this short selling downloader. This item is more complex than the previous ones (319, 321, 310, 322) because it calculates the sum of all short selling data for four different facilities.
Because the data is retrieved from four different URLs, I have...
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After the NASDAQ, Boston stock exchange and the New York stock, here is an item that gets National stock exchange short selling data. The data is available at the exchange website (http://www.nsx.com).
The National Stock Exchange is an exchange based in Chicago, Illinois. It was founded in 1885 in Cincinnati (Ohio)...
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This item downloads daily Short Sale Volume data from nasdaqtrader.com website and for the NASDAQ and Boston stock exchanges.
The data is reported daily, one day after the market closes, and it contains trade date, ticker symbol, the sum of share volume of all short sale trades executed during regular trading...
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Created in 1960 and known as the Lagos Stock Exchange, the Nigerian Stock Exchange, NSE, is the main stock exchange of Nigeria. NSE offers a fully automatic trading system and it consists of six branches plus the Head Office, which is located in Lagos.
Foreign investors, of any nationality, are allowed...
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Short sale data reported by NYSE (New York Stock Exchange) Arca to a consolidated tape with the market identifier 'P' is available at the NYSE website (http://www.nyxdata.com/page/875).
This data includes the aggregate share volume of short sale transactions (short selling trading volume) that occurred during regular trading hours (between 9:30 am...
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The R-Squared or R2 is a statistical measure that shows the percentage of movements of one time-series that can be explained by movements of another time-series. The R-squared values range from 0 to 1 or 0 to 100 if expressed in percentage. A value of 100 indicates that all movements...
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In September 1993 edition of the 'Stock & Commodities' magazine, Tushar Chande introduced the Chande's Trendscore indicator. This indicator main role is to determine the direction and strength of the market trend. To do so, it compares the close price to previous close prices over a period of 20 bars....
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The McClellan Oscillator is a very popular market breadth indicator often used by traders to gauge the general market sentiment. This indicator is derived from the Advance-Decline Line, which is simply the difference between the number of stocks that closed higher minus the number of stocks that closed lower.
The McClellan...
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Earningswhispers.com is a website that provides earnings guidance and information. Since some time, Earningswhispers.com is making available its earning information and whisper report via RSS. The RSS content contains story headlines and descriptions, as well as the URLs that directly link to the full story on Earningswhispers.com.
This current object downloads...
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After downloading the list of symbols (312) of the manufacturers' survey diffusion indexes, you can use this object to download seasonally adjusted time-series data (historical data). The data is available from May 1968 (The date the first time the survey was conducted) to present.
The data is retrieved from the Federal...
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This is a list of diffusion index symbols. These indexes are available in the Federal Reserve Bank of Philadelphia website and represents manufacturers' survey data. The time-series data can be downloaded using the following object: 313
Here are the 21 indexes:
BO_GAF - Future Activity Index
BO_NOF - Future New Orders ...
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This function calculates the number of days until a contract expires. It works with all symbols that have a date in the 'Expiration Date' field. I am using it with these US options symbols (306, 307).
The function takes no arguments and it just uses the date it finds in the...
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A short sale, in trading, is the sale of a stock that you do not own. Here is how it works, when you short sell a stock, your broker will borrow that stock and sell it for you. To close your short position, you will need to buy back that...
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This downloader gets EOD quotes data from Yahoo for all options listed in US exchanges. Only the last quote is downloaded and so in order to create an historical quotes database, this item should be run on a daily basis. For screening purpose, you will only need the last quotes...
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The OEX Put-Call ratio or PCR is based on the S&P 100 Index, it is a measure of the number of puts versus the number of calls traded on the S&P 100 (Total put volume divided by total call volume). It is considered as a more reliable indicator than...
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This is a function that could be used with a database that contains text data (for example a news database). The function accepts as arguments, the database name, the field name, a positive list of words and a negative list of words.
These lists of words are simply words separated by...
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Recently I have created an EOD quotes downloader for NSE (National Stock Exchange) listed companies that downloads data by date. This time, I have made the same but for the BSE (Bombay Stock Exchange).
As with the NSE downloader, the data comes directly from the exchange website (in this case bseindia.com)...
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