This EOD strategy uses Fractal Adaptive Moving Average - FRAMA, Buy Sell Simulation Indicator and Percentile - Percent Rank of a Trading Indicator.
Trend is defined as: Frama(50)>Frama(100).
Buy Signal is genereted as: Percent Rank Oscillator of FRAMA(10) ==0.
Sell Signal is generated as: Percent Rank Oscillator of FRAMA(10) == 100. ...
No notes
|
Trading System
Medium
|
|
|
This script periodically rebalance your portfolio in three states:
1 == Weekly
2 == Monthly
3 == Yearly
...
No notes
|
Money Manag.
Medium
|
|
|
This Script MM is constructed for rebalancing your portfolio. When you buy in one day all of your assets MM this script works:
Allocations are based on the observed volatility of
each asset over the recent past for a portfolio of stocks and bonds. This concept can easily be extended to...
No notes
|
Money Manag.
Medium
|
|
|
This download item get EOD Data for stocks listed on the Muscat Securities Market.
To get stock symbols from the Muscat Securities Market,
- Select "Symbol -> Auto Manage Symbols"
- Search and check "Muscat Securities Market" ...
No notes
|
Downloader
Medium
|
|
|
This indicator plots candlesticks with four different colors instead of two.
The buit-in "PlotCandleStick" function plots a Red bar (or any other color defined in the settings) if the bar's close is lower than the bar's open. It plots a Green bar if the bar's close is higher than the...
No notes
|
Indicator
Medium
|
|
|
The Qualitative Quantitative Estimation indicator is calculated based on a combination of the smoothed relative strength index (Moving average of RSI) and the average true range (ATR is used as a volatility based trailing stop) indicators. The QQE or Qualitative Quantitative Estimation indicator is particularly useful for volatile assets (stocks,...
No notes
|
Indicator
Advanced
|
|
|
The Fractal Adaptive Moving Average (FRAMA) indicator was introduced by John Ehlers. Based on the assumption that market prices are fractal, this indicator presents a new method of adaptive smoothing. The purpose of this indicator is to eliminate bad whipsaw trades.
A moving average is generally used for trend identification. Attention...
No notes
|
Indicator
Medium
|
|
|
This function returns the current stock's industry position within the QuantShare industry list.
Industry list is automatically added to your database once you get ticker symbols using the "Symbol -> Auto Manage Symbols" feature.
Example:
...
No notes
|
Indicator
Medium
|
|
|
The price display indicator shows the price level of the selected bar or the last bar if no bar is selected.
This indicator displays also the one-bar return of the active security. The price and return are displayed in green when the price increases and in red when the price decreases.
You...
No notes
|
Indicator
Basic
|
|
|
The Laguerre RSI Indicator is a modification of the well-known relative strength indicator or RSI.
John F. Ehlers, the famous trader who created the Laguerre RSI, tried to avoid whipsaws (noise) and lag produced by smoothing technical indicators by applying a filter and some changes to the original relative strength indicator.
The...
No notes
|
Indicator
Medium
|
|
|
The "HhvLlv" function returns the highest or the lowest value of a time series over a preceding period. Unlike the built-in "hhv" and "llv" functions, this function accepts dynamic lookback periods. This means that you can get, for example, the highest high of a stock over a non-constant period.
Here...
No notes
|
Indicator
Medium
|
|
|
The Rex Oscillator is a study that measures market behavior based on the relationship of the close to the open, high and low values of the same bar. The theory behind the Rex Oscillator is that a big difference between the high and close on a bar indicates weakness. Conversely,...
No notes
|
Indicator
Medium
|
|
|
The equity symbols function returns the relative value of a group of securities. It gets a list of securities separated by semi-colons.
This indicator (EquitySymbols) can be used for example to calculate the relative performance of a stock against a group of other stocks.
Formula: (Right click on a chart then "Edit...
No notes
|
Indicator
Medium
|
|
|
The bulls and bears strategy is based on the bull and bear power indicators.
This long/short strategy goes long when the following conditions are met:
- Security increased for at least three consecutive bars (bullish)
- The bull power indicator is increasing and its value is positive
...
No notes
|
Trading System
Medium
|
|
|
Example: a=AvgCorrelation("SPY,TLT,EEM",100) ;
This function computes the average cross- correlations of the assets in the list. It sums up the correlations of all possible pairs and divides by the number of pairs.
It can help to visualize how correlated more than 2 assets are. Or it can be used in a system...
No notes
|
Indicator
Medium
|
|
|
Total Power Indicator is a technical analysis tool based on the bull power and bear power indicators, which can be downloaded here: 1243.
The indicator measures the number of bullish and bearish trend bars for a specific lookback period. It then calculates the proportion of bears and bulls within this period....
No notes
|
Indicator
Medium
|
|
|
This function creates both the bull power and bear power indicators. Both indicators were created and described by Alexander Elder in its "Trading for a Living" book. They are both used in the popular Elder-Ray indicator.
The bull power shows the buying pressure or the capacity of bulls to push prices...
No notes
|
Indicator
Medium
|
|
|
The location of the closing price within the day's range is a surprisingly powerful predictor of next-day returns for equity indices. The closing price in relation to the day's range:Internal Bar Strength is simply calculated as such:
((close-low)/(high-low))*100
It takes values between 0 and 100 and simply indicates at which point...
No notes
|
Indicator
Medium
|
|
|
The Bollinger strategy uses the Bollinger Bands indicator to initiate buy and sell orders. Bollinger Bands is a technical analysis indicator that was invented in the 1980s by John Bollinger. It consists of three lines:
- Upper Band: Used as a resistance line
- Lower Band: It is a moving average
- Middle Band: Uses as...
No notes
|
Trading System
Basic
|
|
|
The sector rotation model or SRM is a trading indicator described by Giorgos Siligardos in an article in the traders' magazine.
The sector rotation model is based on several sectors represented by the following exchange traded funds:
XLY: Consumer Discret Select Sector SPDR
XLF: Financial Select Sector SPDR ...
No notes
|
Indicator
Medium
|
|
|
The VWAP or volume-weighted average price measures the average traded price of a stock over a trading period. It is the ratio of the asset price to total volume traded over a particular period.
This VWAP indicator should be applied to intraday data. It sums the product of the price and...
No notes
|
Indicator
Advanced
|
|
|
This trading system consists of purchasing S&P 500 or any other market index on some particular months that are known to be profitable (average over long periods).
The strategy enters S&P 500 on March, April, October, November and December. It buys the first day of these months and exits the position...
No notes
|
Trading System
Medium
|
|
|
The Awesome Oscillator is an indicator that measures the momentum of the market. It consists of calculating the midpoint (high minus low divided by two) and creating two moving averages based on this series. The first moving average uses a 534-bar period and it is subtracted to the second one,...
No notes
|
Indicator
Medium
|
|
|
This function allows you to thicken candlestick bars based on a specific rule.
Let us say for example, you want to thicken candlesticks when the price is above the 30-bar moving average. For this, you just have to type the following line in your chart formula:
a = Thicken(close > sma(30),...
No notes
|
Indicator
Medium
|
|
|
Tirone levels can be calculated using the midpoint or the mean method. This drawing tool uses the midpoint method. This technique consists of calculating three lines: The top line, the center line and the bottom line. The top line for example is calculated by subtracting the lowest low from the...
No notes
|
Drawing Tool
Advanced
|
|
|
Here is an interesting market breadth indicator that measures market strength by comparing the stocks that are outperforming their industry with stocks that are underperforming it.
The composite is calculated as follows:
- It counts the number of stocks whose 25-bar rate of return is higher than the 25-bar rate of return...
No notes
|
Composite
Advanced
|
|
|
This market composite returns the number of industries that advanced minus the number of industries that declined. It stores the composite time series in the following ticker symbol: _INDUSTRY_ADVANCEDECLINE
The composite gets all industry symbols and computes the one-day return for each one. It then adds the ones that have advanced...
No notes
|
Composite
Medium
|
|
|
The Industry relative strength trading system is a basic trading system that shows you how to create a strategy by comparing a stock performance with its industry performance.
The strategy uses the "IndustryIndex" custom function (It can be downloaded here: 1215) to get the ticker symbol of the analyzed stock's industry....
No notes
|
Trading System
Advanced
|
|
|
The "IndustryEquity" indicator returns the industry price series of the active stock. It does so by building the ticker symbol of the stock's industry using the "IndustryIndex" function. More info on this function can be found here: 1215.
After that, it requests industry close series and return that price series.
Example of...
No notes
|
Indicator
Medium
|
|
|
The "IndustryIndex" function should be used with the following downloader (452), to return the industry index given the stock's industry.
Industry names that are used by QuantShare and by the above downloader are different and this function helps us correspond or associate the different industry names.
...
No notes
|
Indicator
Medium
|
|
|
This simple script allows you to control the Percentage of Invested Capital that your strategy uses. It is done via the position a defined Instrument with its Moving Average. If the Instrument is above its Moving Average, Percentage of Invested Capital is scaled in to 100%.
If the instrument is below...
No notes
|
Money Manag.
Medium
|
|
|
The coefficient of determination or R2 is used in the context of statistical models whose main purpose is the prediction of future outcomes based on other related information.
R2 value is a number between 0 and 1 and it describes how well a regression line fits a set of data.
When R2...
No notes
|
Money Manag.
Advanced
|
|
|
The Williams' VIX Fix (WVF) is an indicator meant to roughly approximate the VIX. It can be useful in situations where there is no implied volatility index for the instrument we want to trade. The WVF is simply a measure of the distance between today's close and the 22-day highest...
No notes
|
Indicator
Basic
|
|
|
Returns a sub- string from a larger string that contains comma separated string values, at the nth comma position (starting at 0)
ex1:
tickerList="IBM,AAPL,SPY,TLT";
strCommaExtract(tickerList,3) returns "TLT"
...
No notes
|
Indicator
Basic
|
|
|
The "SymbolIndex" function reads a list of ticker symbols stored under a file and gets the index of a specified symbol (entered by you) from the list. It then returns "1" if the index is the same as the index you entered manually.
Example of usage:
List of ticker symbols: (One symbol...
No notes
|
Indicator
Medium
|
|
|
The least squares regression line is a line in the form of "y = a + b * x" that best fits a data set (time series).
The least squares regression is the most used modeling technique. It is mainly used to predict the future value of the analyzed time series.
Example: ...
No notes
|
Indicator
Advanced
|
|
|
With this simple script you can control your trading via Moving Average. If is instrument above its Moving Average trading is enabled , if is instrument below its Moving Average trading is disabled.
Fields:
MA Period: Moving Average period ...
No notes
|
Money Manag.
Medium
|
|
|
With this simple script you can control your trading via instrument position outside lower Bollinger Band.If is instrument above its lower Boillinger Band trading is enabled , if is instrument below its Bolilinger Band, trading is disabled.
Fields:
BB Lower Period: Boillinger Band period
...
No notes
|
Money Manag.
Medium
|
|
|
This trading indicator is based on the QuantShare "AutoSR" function, which is a function that automatically calculates support and resistance levels based on a given set of parameters.
The difference between the build-in "AutoSR" function and the current one ("SRSeries") is that the former calculates support and resistance levels based on...
No notes
|
Indicator
Advanced
|
|
|
The Short Cover Simulation Indicator is a technical analysis tool that allows you to transform any short and cover rules into a measure of the performance of a trading strategy that shorts a stock given the short rules you have specified and covers it given your cover rules.
The short cover...
No notes
|
Indicator
Medium
|
|
|
Sort objects
Subscribe to trading items feed
