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
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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
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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
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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
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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
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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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The Darvas Box upper and lower boundaries will then form if this high is not touched or penetrated for the next 3 consecutive trading days followed by a retracement low that's not touched or penetrated for a further 3 days in a row, as shown in the picture above. Darvas...
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Indicator
Medium
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NEPSE is the abbreviation of the Nepal Stock Exchange, the only stock exchange of Nepal. There are about 370 companies listed on that exchange and they account for more than 10 U.S. dollars billion in equity market capitalization.
This downloader gets today's quote data for all companies listed on the Nepal...
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Downloader
Basic
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This function can be used to calculate Upside/Downside standard deviation or any other custom standard deviation.
As an example, let us say you want to calculate standard deviation of returns but just returns that occurred while a particular stock was trading below its long-term or 250-bar moving average. That particular standard...
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Indicator
Basic
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This is a real-time grid/table that displays close and RSI14 values (1-min period) for a list of securities.
You can update any symbol by double clicking on its name (first column).
You can add a new symbol by rigth clicking on the table then selecting "Add Row".
You can learn how to create...
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Medium
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Here is an option chains and LEAPS downloader that can get data for options traded on U.S. exchanges.
You just need to enter the underlying securities in the "Symbols" tab, click on "Start Downloading" to get options data for all strikes and expiration dates.
Example: ...
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Downloader
Medium
Private
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Definition:
VIX futures are often priced differently depending on the expiration date. VIX term structure is a plot of the futures values for different expiration dates.
When the near-term VIX futures contract is priced lower than later VIX futures, we say that the VIX futures curve is in contango. The opposite, backwardation,...
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Downloader
Advanced
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The Choppiness Index is an oscillator designed to determine if the market is choppy (trading sideways) or not choppy (trading within a trend in either direction). The Choppiness Index is not directionnal. Higher values equal more choppiness, while lower values indicate directional trending.
- the Choppiness Index measures the linearity...
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Indicator
Basic
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The Hull Moving Average (HMA/HullMovingAvg) is a Moving Average/Study created by Allan Hull and described in his book Active Investing.
When adding the indicator to a chart, buy and sell signals are generated (represented by line color changes and buy/sell arrows) base upon a change in line slope (Positive Slope...
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Indicator
Basic
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This trading system can be used in the AI optimizer tool of QuantShare to generate millions of different and diverse trading systems.
It is a combination of a stock picking and stock rotational systems and uses two different trading rules to get the stock picking rules and stock rational metrics.
The trading...
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Trading System
Medium
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This is a list of trading rules to be used for example in a stock picking system. The list contains 64 trading rules and use price, volume and some indicators like roc, rsi, sharpe and drawdown.
Example of trading rules include:
Close > open
Roc(30) > 5 ...
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Rules
Medium
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This is a list of trading rules or metrics to be used in a stock/ETF rotational system. The list contains 15 metrics or measures.
Example of metrics:
Sharpe(close, 30) // Sharpe measure of the individual stock or ETF
Hhv(high, 30) / high // Ratio of 30-day highest high to current high ...
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Rules
Medium
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The "Announced Stock Earnings" downloader retrieves all stocks whose earning release occurs within the next 60 days.
The downloader stores in a custom database "earningsannounced" the following data:
Date: The announced release date (could be not confirmed)
Etime: Release time (Could be: Before Market Open, Before market open or Time Not supplied)
Estimate: The...
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Downloader
Medium
Private
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The "LastEarningsInDays" function returns, for the analyzed stock, the number of days that remains before the next release date.
This function is capable of returning the number of days starting from the last stock's date or starting from today.
Examples: ...
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Indicator
Medium
Private
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If you have a trading system that is not fully invested 100% of the time and you want to invest that cash into a security like a bond fund or a money market fund then you can use this money management script to do that for you.
Steps:
- Download this money...
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Money Manag.
Medium
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This daily Forex-System for the EURUSD is inspired by the book "Intermarket Trading Strategies" by Markos Katsaros.
It uses the 10 year US-Bond yields and the Commodity CRB-Index as an Intermarket-filter for the Moving Average Signals and Wilders pSAR as Stop-Loss.
...
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Trading System
Medium
Private
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This System for Tactical Asset Allocation is inspired by a system of Markos Katsanos published in his book "Intermarket Trading Strategies".
Following aspects of Asset Selection from a wide array of ETFs and its Timing are considered:
-An ETF is selected when the ROC of the MA is positive
-The Regression Slope...
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Trading System
Medium
Private
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This money management script loads dividend data and reinvests these dividends in your trading system using the "AddCash" function available in the "Functions" class of the "OnEndPeriod" event.
Dividend data can be collected using the following downloader:
93
...
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Money Manag.
Medium
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This is an Implementation of the Congestion Index Indicator presented in the book "Intermarket Trading Strategies" by Markos Katsanos.
It can be used to identify trading ranges and the direction and normalized strength of an trend. Values above 30 indicate an uptrend and values below -30 can be considered as downtrend.
Markos...
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Indicator
Medium
Private
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This has been suggested and provided on the Quantshare forum but not uploaded as an indicator/ function (that I can find) Credit: Allan Nathan.
Default is for month (21) and annualized value.
Historical Volatility reflects the past price movements of the underlying. Historical volatility is also referred to as the asset's actual...
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Indicator
Basic
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A.K.A. Very Long Term (VLT) Momentum indicator (using monthly timeframes)
Named for Edwin Sedgewick Coppock - this indicator was developed as a way to find the upturns from major stock market bottoms.
He based his settings on how long it takes a person to grieve, and to get over the...
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Indicator
Basic
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The Annual Return function calculates the trailing annual return of a security. This means that for each bar, the function returns the annual return based on its previous data.
The calculation starts after the first 50 bars. This is because for first bars, annual return time-series would be very volatile.
To...
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Indicator
Basic
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The Insider Data History downloads several years' worth of insider data for U.S. stocks.
The following fields are downloaded and stored in a custom database called "insiderdata":
Date: The announcement date of the insider transaction
Insider: The name of the insider
...
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Downloader
Medium
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This function allows you to store a variable value globally so that it can be referenced later by any QuantShare tool.
Since variables between a trading system and money management script cannot be shared (The former uses QS language and the latter uses CSharp/C#), you can for example store a trading...
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Indicator
Advanced
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Demonstrates use of the Indicator Switcher function and the Symbol switch in the same strategy
Can be used to test via optimize any combination of indicators and symbols
Note: Download & Update the "SymbolIndex" function for folder location of your symbols list for this strategy in addition to normal update of symbols...
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Trading System
Medium
Private
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Switch- indicators by using C# switchcase function
set in form of 1 = buy, 0 = sell or not buy
Can be customized to incorporate and # of indicators or sub-systems, and then called by a strategy & optimized.
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Indicator
Medium
Private
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Demonstrates basic function of translating into binary buy/sell
parameter 1 - Threshold for buy signal
parameter 2 - # of Days lookback
Michael + Scott Walker ...
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Indicator
Medium
Private
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Money Management script, that reduces invested capital depending of value of selected symbol:
- if close price is above long SMA and above short SMA - script invests 100% capital
- if close price is below long SMA and below short SMA - script invests 0% capital
- if close price is between...
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Money Manag.
Basic
Private
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This is a replacement for the RandomValues() function.
This function uses the MersenneTwister random number generator in lieu of the .NET system pseudo random number generator to generate random numbers that change every bar. There are many well documented problems with the native .NET implementation but the biggests is too many...
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Indicator
Medium
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Current list of Russell 3000 stocks including ticker, name (description), and exchange....
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Symbols
Basic
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This downloader gets splits announcements for U.S. stocks. It creates a custom database (splitsannounced) with the following fields:
Date: Ex-date or the date that the stock price is scheduled to adjust on the exchange
Ratio: The split ratio. Example: 5-4 or 1-2
Payable: The date the stock split will be paid. Example: Sep02
Announced:...
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Downloader
Medium
Private
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The "LastSplitInDays" function returns the number of days that remains for the next split ex-date for the analyzed stock.
It uses data downloaded using the following item: 1498
The function returns:
A positive value: If the next stock split is in the future. In that case it returns the number of days to...
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Indicator
Medium
Private
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Trend Strength Indicator by Frank Hassler ot engineering-returns.com
I found the TrendStrengthIndicatior trading object on this site. However, I compared it to the results produced by original AmiBroker code published by Frank Hassler and found, that results are quite different. So I rewritten the AmiBroker code to C#. This one generates...
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Indicator
Medium
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VolDex (symbol: VOLI) is a new index that measures the real-time implied volatility of the SPY (SPDR 500 ETF) by using only at-the-money SPY options (unlike the VIX, developed by CBOE, who uses all SPY options in its calculation).
The index calculates the implied volatility of at-the-money SPY put options of...
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Downloader
Basic
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This is a quick script to pull some data from portfolios and write them into a common csv file for later analysis. This should be a workaround until portfolio stats are accesible from Scripts. Then we rather pull them there and do analysis within QS, Azouz will include this in...
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Money Manag.
Medium
Private
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