This item doesn't contain any downloader, but it contains a script, in the Post-Script, that filters quotes from bad high and low prices. The filtering method consists of guessing which bars had bad intraday ticks that result in big spikes in an historical chart. (The candlestick bar has long shadows)....
No notes
|
Downloader
Medium
|
|
|
This is an item that downloads historical data regarding the number of issues that are making a new 52-week high and those that are making a new 52-week low. These two time-series (52-week highs and 52-week lows) are downloaded for each US stock exchange (NYSE, AMEX and NASDAQ). In total,...
No notes
|
Downloader
Advanced
|
|
|
Get real-time alerts from Media sentiment. This service provides different kinds of alerts concerning US stocks. These alerts are issued for stocks that are likely to experience a big move in the near future. They are generated when a company management releases its earning news report. Media sentiment analyzes this...
No notes
|
Downloader
Medium
|
|
|
The Force index is an index developed by Dr Alexander Elder. It measures the strength of bulls and bears in the market. The formula uses both close prices and volume data. It is calculated by subtracting the yesterday close price from today (current bar) close price, then multiplying the result...
No notes
|
Indicator
Medium
|
|
|
Price and Volume Trend, also called PVT, is a technical analysis indicator that is similar to the On-balance Volume. While the On-balance volume adds up the volume value for each bar times 1 or -1 depending on whether the close is higher or lower than the previous close, the Price...
No notes
|
Indicator
Medium
|
|
|
The Ease of Movement Indicator or the Arms Index was developed by Richard Arms, Jr. The indicator shows the link between volume and price change, it determines the ease at which prices are moving. Its formula uses the current and previous high and low prices as well as the...
No notes
|
Indicator
Medium
|
|
|
Forexrate RSS feed is a downloader that load forex RSS feed news from the forexrate.co.uk website and insert the data into 'forexrate_rss' database.
The RSS feed items are not associated with any currency pair. The downloader will create a symbol 'forexrate_rss' and assign the downloaded forex news to it.
To be able...
No notes
|
Downloader
Medium
|
|
|
Get dividends information for US companies. The data is parsed from an RSS feed and is inserted into a database whose name is 'dividends_rss'. This database has a date and a title column. The title generally contains useful information about the dividend being paid by the company. It also usually...
No notes
|
Downloader
Medium
|
|
|
This item downloads historical EOD (end of day) quotes for companies listed in the ASX or the Australian securities exchange.
The data is downloaded from the following website: float.com.au. A small pre-script is applied to remove lines where the prices are set to zero. This happen sometimes with some tickers and...
No notes
|
Downloader
Medium
|
|
|
This downloader gets analyst comments from an RSS feed at the streetinsider.com and insert the extracted data into your local database. The 'analyst_comments' database that will be created contains two columns, the date and the title. The title column will contain the analyst comments for a particular stock, and the...
No notes
|
Downloader
Medium
|
|
|
Implicit volatility is a measure of the expected volatility of a security.
Unlike the historical volatility that is directly calculated from previous bars (the standard deviation measure is generally used); the implicit volatility doesn't look into past bars and is calculated using the Black-Scholes option pricing model.
The VIX index is...
No notes
|
Rules
Medium
|
|
|
SocialPicks is a community for stock traders and investors to share investment ideas, rate stocks and track other users' investment decisions and performance. Each investor can express his opinion regarding a particular stock; he can then decide whether his is bullish (initiate a buy) or bearish (initiate a sell) on...
No notes
|
Downloader
Medium
|
|
|
The current downloader downloads Market Capitalization data for the US Stock market companies that trade in the New York stock exchange (NYSE), NASDAQ and OTC.
A stock market capitalization could be considered as the company's net worth.
It is calculated by multiplying the company stock price by the number of shares outstanding.
If...
No notes
|
Downloader
Medium
|
|
|
A list of trading rules using the DeMark's DeMarker indicator. This list consists of 6 QuantShare trading rules and each one of them has 20 variations which bring the total to 120 trading rules.
I have backtested this list again a small portion of US Stock Symbols, and come up with...
No notes
|
Rules
Medium
|
|
|
The DeMark's DeMarker is a technical indicator that attempts to measure the demand of an asset by comparing the high and low prices with the previous high/low prices.
It is composed of two others indicators which are DeMax and DeMin. The first compares the current bar high with the previous bar...
No notes
|
Indicator
Medium
|
|
|
The buy indicator tells you whether to buy the current security or not based on an indicator previous performance.
For each bar, this indicator will calculate the performance of another indicator for the past bars. It will simulate a buy and sell after n-bars when the provided indicator gives a signal.
Example:...
No notes
|
Indicator
Advanced
|
|
|
This is a list of volatility-related indexes. The indexes are calculated by the Chicago board options exchange and are measures of the market expectation of the near-term volatility of the underlying securities.
These indexes track implicit volatility and their prices are calculated using the implicit volatility of the underlying security options...
No notes
|
Symbols
Basic
|
|
|
This list contains 42 trading rules. These rules use the close and open prices to detect simple patterns like:
The close price is higher the close price of yesterday.
The open price is near the low price for the day.
The close price is lower than the low price of the day...
No notes
|
Rules
Basic
|
|
|
The drawdown measures the decline of a time-series from an historical peak; generally the drawdown is used to analyze portfolio equities.
The maximum drawdown will then let you know how much money a portfolio has lost (or the maximum portfolio value decline) during the investing/backtesting period and therefore the drawdown...
No notes
|
Indicator
Medium
|
|
|
The Chile stock market is relatively small compared to others American stock exchanges.
The Santiago Stock Exchange is the Chile's main stock exchange. This exchange lists stocks, bonds, stock options, futures as well as gold and silver coins.
This list contains the details of companies listed on the Santiago stock exchange; the...
No notes
|
Symbols
Medium
|
|
|
------------------------------------------------------------------------
------------------------------------------------------------------------
This item no longer works.
You can use the following downloader instead: 463 ...
No notes
|
Downloader
Medium
|
|
|
Download news data for companies listed in US Stock market.
The data is downloaded from a RSS news feed provided by Google, it is then parsed then inserted into a QuantShare custom database.
This RSS news feed item create a database whose name is 'google_news'.
This database contains 3 columns. ...
No notes
|
Downloader
Medium
|
|
|
These masks uses some formulas to determine how far is the time-series current value from its high and low of the x preceding bars.
The first mask calculates the distance in percentage between the time-series and its high, while the second use the same calculation but for the low.
The last one...
No notes
|
Rules Mask
Medium
|
|
|
This is a custom formula that calculates the put and call prices of European style options.
This Black-Scholes Option Pricing Model function accepts six parameters.
The first parameter is used to specify whether we want to calculate a put or a call, set 'p' for put and 'c' for call.
The others parameters...
No notes
|
Indicator
Medium
|
|
|
This item creates three metrics when analyzing a list of trading rules.
The object classify trading rules output or return into three categories.
The categories are:
Position whose holding period is below 10 bars
Position whose holding period is below 40 bars ...
No notes
|
Rule Metrics
Medium
|
|
|
The Copenhagen Stock Exchange is the Denmark's official market for securities.
Shares, bonds, treasury bills and notes, future and options are traded in the CSE (Copenhagen Stock Exchange).
The CSE main index, C20 Index lists 20 Danish blue chips.
This symbol list contains information about 189 companies from Denmark. ...
No notes
|
Symbols
Medium
|
|
|
This list contains 1950 ticker symbols. These are ticker symbols of stocks that trade in the Australian stock market.
The Australian securities exchange, or the ASX, is the main stock exchange in Australia. It is based in Sydney and it was formed in 1987. The Australian securities exchange...
No notes
|
Symbols
Medium
|
|
|
This list contains ticker symbols of companies that trade in the China stock market.
These symbols are listed in the following exchanges:
Shanghai Stock Exchange
Shenzhen Stock Exchange
Hong Kong Stock Exchange ...
No notes
|
Symbols
Medium
|
|
|
This list contains the ticker symbols of stocks that trade in the Brazilian stock market, more precisely in the Sao Paulo stock exchange.
Sao Paulo stock exchange is the largest stock exchange in Brazil and the fourth in the American continent in terms of market capitalization.
According to Wikipedia there...
No notes
|
Symbols
Medium
|
|
|
Insider trading data are data reported by company insiders to the Securities and Exchange Commission (SEC). It could be a director who sold some shares in the company stock, or a CEO who bought 1000 shares of the company he works for.
Insider trading data could be downloaded from the SEC...
No notes
|
Downloader
Medium
|
|
|
Mergers and acquisitions or M&A, is about companies buying, selling, or merging with other companies.
The process of merging generally benefit both companies and thus improve theirs growth or/and profitability.
Acquisition is when one company takes the control of another one by buying shares of the targeted company.
This downloader downloads the...
No notes
|
Downloader
Medium
|
|
|
I have searched the internet and can't find any single source of analyst upgrades and downgrades data that can be downloaded.
Either the data is in html or you have to subscribe to a paid service in order to download the data.
Hopefully I found a website, streetinsider.com, who offers the data...
No notes
|
Downloader
Medium
|
|
|
The advance indicator counts the number of advancing stocks in a specific market, while the decline indicator counts the number of stocks that are declining.
This item downloads the number of advancing and declining issues of the following markets: New York Stock Exchange (NYSE), American Stock Exchange (Amex) and National Association...
No notes
|
Downloader
Medium
|
|
|
Get stock market prediction (US markets) picks from traderbots website.
The traderbots website has an army of trading systems that generate signals for stocks that trade in the US stock market, the trading systems that are used perform stock analysis using algorithms and artificial intelligence according to the traderbots website.
For...
No notes
|
Downloader
Medium
|
|
|
|
|
Dividends are portion of corporate profits that a company decides to redistribute to its shareholders.
Depending on their dividend policy, some companies will pay dividend to their shareholders while others prefer to invest in their future growth.
This downloader gets dividend data from the yahoo finance website. It downloads history of...
No notes
|
Downloader
Advanced
|
|
|
Rules that capture the following patterns:
Stock falls from a high to a low within x bars, the high and low of the last y bars
Stock rises from a low to a high within x bars, the high and low of the last y bars
Plotting these rules on a chart help...
No notes
|
Rules
Medium
|
|
|
A simple ranking system that combines multiple relative strength index time-series with different length.
For those who don't know what the relative strength index is. The RSI first was developed by J. Welles Wilder; it compares a stock's recent gains to its recent losses and output a number between 0 and...
No notes
|
Ranking System
Medium
|
|
|
Download stock Headlines from yahoo website.
Just select the symbols and press download.
The news will be saved in a database whose name is 'yahoo_news'.
...
No notes
|
Downloader
Medium
|
|
|
Download realtime tweets for the US stock market.
This downloader downloads tweets for each symbol and insert the parsed data into a custom database 'stocktwits'.
This database can be used for screening or backtesting purpose.
Example: A trading system that buys a stock if it has at least two tweets, in the same...
No notes
|
Downloader
Medium
|
|
|
Sort objects
Subscribe to trading items feed
