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 pivot table displays the number of stocks for each industry.
Each industry is displayed in a row and a second column "Count" would display the number of stocks that belong to each industry.
You would need to update the industry field of each stock first. You can let QuantShare do that...
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Pivot Table
Medium
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The Bear Put Spread and the 431 are called debit spread option strategies. In a debit spread strategy, a trader purchases an option with a higher premium and sells another option for the same underlying security with a lower premium. The strategy results in a net debit (Premium of the...
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Downloader
Medium
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This Russell Latin America item is composed of three indices, constructed using a market capitalization-weighted methodology, the Russell Latin America Index, the Russell Latin America Growth Index and the Russell Latin America Value Index.
The indices are developed by the Russell Company and they cover several companies listed on Latin America...
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Downloader
Medium
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Screens stocks using Ketlner's Channel and MACD histogram slope.
I screen for a NEGATIVE MACD Histogram slope below the 0 reference line to prevent being too late for the pullback.
Filters stock that either have it's close lower than the -2 ATR or has a price rejection candle with the low greater...
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Screen
Medium
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The Madrid Stock Exchange (Bolsa de Madrid) is a regional stock exchange in Spain. It is part of the Bolsas y Mercados Españoles (BME) group and is the largest Spanish stock exchange. BME group also includes the Barcelona, Bilbao, Madrid and Valencia stock exchanges, MF Mercados Financieros and Iberclear. The...
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Symbols
Medium
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This screen displays stocks that had an exceptional volume increase and that are more likely to move in one way or another during the next sessions.
Using the composite function (comp), this screen returns the top 20 stocks that had the highest increase in today's volume compared to the volume of...
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Screen
Medium
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The Forex long-short positions ratio is a measure of the number of long positions to the number of short positions taken by currency traders. It is a quantitative measure of the bullishness or bearishness of Forex investors and it can be used as a trading rule or in a trading...
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Downloader
Medium
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Moving Average Derivative
This Indicator shows the value of the slope (Derivative) of the Moving Average with X days.
The slope is calculated in % increase.
A negative slope means the Moving Average is decreasing, so a bearish signal to the the stock.
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Indicator
Medium
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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
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Currently there are more than 1480 Foreign Institutional Investors registered to the Securities & Exchange Board of India, SEBI, an organization whose role is to regulate the stock market in India. The SEBI is the Indian equivalent of the SEC or Securities Exchange Commission in the United States of America.
An...
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Downloader
Medium
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Unlike most EOD data downloaders for the U.S. Market, which get data by ticker symbol, this trading object gets historical data by date. It downloads end of day data for all U.S. Stocks (More than 7000 stocks from the New York Stock Exchange, American Stock Exchange and NASDAQ) and for...
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Downloader
Medium
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By adding this money management to your trading system, you can prevent the backtester from purchasing any security that was previously bought in the past N days if its most recent return is lower than the specified threshold.
As an example, let us say that your trading system bought GOOG and...
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Money Manag.
Medium
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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
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Detect 'excessive' recent up gap. A 'true' indication is returned when the close is above the previous high by a specified amount over the specifed recent number of bars.
The detection gap and the lookback period are parameters. In addition, the code can be treated as a 'stepping-off point' for making...
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Indicator
Basic
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In the rating system of the Motley Fool, each member predicts if a stock is going to outperform or underperform the S&P 500 Index in a given timeframe and based on these predictions a score or CAPS rating is given to each stock. The higher the CAPS rating is the...
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Downloader
Medium
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The following function references a previous element in a time-series/vector.
This function is similar to the "ref" built-in QuantShare function but allows you to use "string/text" variables instead of numeric variables.
Example 1:
date1 = refString(date(), 1);
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Indicator
Medium
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This is an enhancement from the "1327" MM script. This version has many calculation bug fixes and adds the following:
Four inputs:
1) # Tr Rolling R - the number of trades to use in rolling R/SQN calculation
2) Include Dividends - flag to indicate whether to include dividends in calculations (requires...
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Money Manag.
Advanced
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This list of symbols contains 419 Danish ETF%u2019s from the Copenhagen stock exchange. The list was created April 2012.
The list contains ticker names in the field Name, Yahoo ticker names in field Name1 and Netfonds ticker names in field Name2. Field Name3 holds the preferred data supplier and can be...
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Symbols
Medium
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This function utilizes the historical analyst buy/sell recommendations, downloadable from yahoo by 641, to provide the current numeric rating for a stock. Ratings provided by various firms to a standard numeric score between 5 and 1, where 5 is a strong buy and 1 is a strong sell. ...
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Indicator
Medium
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One of the most important economic indices used to measure the state of macroeconomics is the Unemployment rate.
Definition: The jobless rate is the percentage of people, in the labor force and in a particular country, that are willing to work but are not currently working.
Each country's main goal is...
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Downloader
Medium
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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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Rules
1. Bullish Trend
2. Trending Market
3. Oversold Condition
4. Active Volume...
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Screen
Medium
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The CRBQX, CRBIX and CRBAX are three market indices created by Thomson Reuters/Jefferies. The indices include most of the industry global market capitalization.
The CRBQX or the TR/J CRB Global Commodity Equity Index (Symbol name: ^CRBQX) is an equity index designed to track 150 stocks, which are essentially engaged in the...
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Downloader
Medium
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This is a simple moving average crossover. This is intended to find long trends in the system. This should be combined with fundamantal analysis as that will ensure you are investing in solid companies and you are trying to find a good entry point and exiting before the...
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Trading System
Basic
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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
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best watchlist created ,tested on indian market try it u will get more profts....
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Watch List
Medium
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Like the MACD, Relative Strength Index (RSI) and Stochastic, the ADX, Average Directional Movement, is a very popular trading indicator used by stock, FOREX and commodity traders in technical analysis. The ADX is considered to be the best technical indicator by many traders and investors.
It is a momentum indicator, such...
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Rules
Medium
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This item downloads EOD data for stocks from Tiingo website. The service covers more than 40,000 tickers including US stocks (+10,000), Chinese stocks, Mutual funds and ETFs.
What you need to do:
- Download the item and install it into QuantShare
- Select it in "Download -> Download Manager"
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Downloader
Medium
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The Survey of Professional Forecasters began in 1968. It was conducted by the both the American Statistical Association and the National Bureau of Economic Research before the second quarter of 1990; now it is released by the Federal Reserve Bank of Philadelphia. The Survey of Professional Forecasters is considered the...
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Downloader
Medium
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The Bollinger bands squeeze is a volatility indicator that tries to determine periods of low or high volatility in a price series. This technical indicator signals only the timing, not the direction of the trade, and for this reason, it must be used in conjunction with other technical or fundamental...
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Indicator
Medium
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Among linear filters commonly used in trading, the simple and exponential moving averages are probably the most popular ones. According to John Ehlers, linear filters are optimal when used with stationary data, which is not the case with security quotes. The Ehler Filter invented by John is a nonlinear FIR...
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Indicator
Medium
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If you want to download historical intraday Forex data that goes back 10 years in the past then this trading object is what you should use. The data is a one minute snapshot quotes downloaded from forexite (You can download more than 2 millions quotes for each currency pair). It...
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Downloader
Medium
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Yesterday, I have shared an indicator called 1080. Today, I am sharing a trading system based on it.
Although, the different backtest reports of this trading system show great results, with an annualized return often higher than 40% and a Sharpe ratio above 0.8, the drawdown is still high and...
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Trading System
Medium
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This item downloads one year of historical EOD data for Australian stocks (Stocks listed on the Australian Securities Exchange, ASX). It requires a list of symbols of ASX stocks, which can be downloaded here 108.
The website that provides the quotes downloaded by 127 is no longer updated. The last update...
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Downloader
Medium
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Download historical earnings release date and approximate time for all markets supported by Yahoo, beginning with current quarter and going back several years. This should be useful when backtesting equity strategies which either focus on entering positions during earnings (buy the rumor, sell the news, etc), or those that want...
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Downloader
Medium
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The Lane's stochastic oscillator is an improvement of the well-known stochastic indicator. It was developed by Georges Lane in the 1950s. It is based on the calculation of the difference between the daily price and the lowest low divided by the highest-lowest price range. The indicator values vary from 0...
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Indicator
Medium
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The Casablanca stock exchange, bourse de Casablanca, is the unique stock exchange of Morocco and the third largest exchange in Africa after the South Africa's Johannesburg Stock Exchange and Nigerian Stock Exchange which is based in Lagos.
The Casablanca stock exchange (CSE) is based in Casablanca and it has two main...
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Symbols
Medium
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The TSX Advance Decline item retrieves the number of advancing and declining stocks that trade in the Toronto Stock Exchange, TSX. TSX is a subsidiary of the TMX Group Inc, it is based in Toronto, the largest city of Canada and it is the largest stock exchange in that country.
This...
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Downloader
Medium
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