Demonstrates basic function of translating into binary buy/sell
parameter 1 - Threshold for buy signal
parameter 2 - # of Days lookback
Michael + Scott Walker ...
No notes
|
Indicator
Medium
Private
|
|
|
The S&P Euro Index (ticker symbol: ^SPU) is a stock market index created by the Standard & Poor's company. The S&P Euro represents the Europe and tracks the return of stocks from the euro zone countries. Stocks are chosen across several countries and industry sectors. Economic sectors represented by the...
No notes
|
Downloader
Medium
|
|
|
The Producer Price Index, PPI, is an economic indicator and a price index that measures the average change in the selling prices received by producers (domestic) for their output. Products and some services prices are included in the PPI (Imports are not included).
The Producer Price Index, previously known as the...
No notes
|
Downloader
Medium
|
|
|
The American Association of Individual Investors, AAII, is a non-profit organization founded in 1978 and located in Chicago. AAII conducts, every week, a pool to determine the overall stock market sentiment of their members over the next six months. Members should tell what they think the market will be in...
No notes
|
Downloader
Medium
|
|
|
This dynamic watchlist lists all shares that are on the current symbol list, that have crossed the simple moving average during the last 100 days. For mid-term trend followers this could be a signal for buying stocks from this particular list)...
No notes
|
Watch List
Basic
|
|
|
This item downloads numbers available in U.S. companies' balance sheet. The data is retrieved for all U.S. stocks and it includes the following figures:
Receivables: This field includes the money owed to the company by its customers and other entities (receivable) (in millions of dollars) minus provisions for bad debt
Inventory: The...
No notes
|
Downloader
Medium
|
|
|
There are two ways to download EOD quotes. Downloading data by symbol (one request for each symbol) or downloading data by date (one request for each trading day).
If you are downloading data for few stocks, the first solution should be more appropriate for you. However, if like me you are...
No notes
|
Downloader
Medium
|
|
|
Here is another date function named 'BarsToMonthEnd'. It returns the number of trading bars from the current bar up to the last trading bar of the actual month in the calendar. For example, for 30th December 2009, BarsToMonthEnd could return 1, and for 1st December 2009, it could return 22.
The...
No notes
|
Indicator
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
|
|
|
|
|
This is a survivorship bias-free S&P 500 database downloader. With this downloader you will be able to test your strategies with more realistic expectations.
I have created this script thanks to this blog post: Getting Accurate Backtesting Results: Survivorship bias-free S&P 500.
Original author is Quantshare Team. Thank You QS!
...
No notes
|
Downloader
Medium
|
|
|
This function
a) provides exact Finonacci retracement and extension levels
b) allows optimization regarding different Fibonacci levels, for instance:
Optimize("fibo_index", 0, 7, 1);
var = fibonacci(fibo_index); ...
No notes
|
Indicator
Medium
|
|
|
The Net Income of a company is its total profit or earnings. It is the company's revenue minus costs (expenses, interest, depreciation, taxes).
The Net Income, also called Net Earnings and Net Profit, can be used by a company to distribute dividends and it can be held as retained earnings.
As with...
No notes
|
Downloader
Medium
|
|
|
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...
No notes
|
Downloader
Medium
|
|
|
Cumulative sum or running total of a technical indicator refers to the algebraic sum of all previous values of this technical indicator.
The Cumulative sum formula is as follows:
A = B + C * previous value of A ...
No notes
|
Indicator
Medium
|
|
|
The Fed Watch RSS feed contains news about the Federal Reserve. Some traders, particularly bond and stock traders follow Federal Reserve Activity and try to quickly detect any sign of a potential increase or decrease in the Fed target rate.
Here are some examples of Fed news that appeared on July...
No notes
|
Downloader
Medium
|
|
|
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...
No notes
|
Indicator
Medium
|
|
|
Tom Demark, in his book 'Day Trading Options', has developed a market-timing indicator (oscillator), called TD Range Expansion Index (REI), which identifies areas that are risky for buying and selling. A weakness in the security or market price could occur if the value of the TD Range Expansion Index is...
No notes
|
Indicator
Medium
|
|
|
This item downloads daily volatility data for several currency pairs including the majors and popular crosses.
The volatility in measured in pips and it corresponds to the daily movement of a $100.000 Forex pair contract. It is calculated by taking the average of the high and low prices of the...
No notes
|
Downloader
Medium
|
|
|
Traders interested in the Kuwait Stock Market can use this item to download historical end-of-day data of companies listed in the Kuwait Stock Exchange. The list of symbols can be downloaded at the following location (262). Although this list is not mandatory (In fact the downloader automatically adds new symbols),...
No notes
|
Downloader
Medium
|
|
|
Percent Rank Indicator measures the percentage of bars whose values are below the current bar value in the past N-bars. A value of 100% indicates that the current value is the highest for the given lookback period, while a value of 0% indicates that the current value is the lowest...
No notes
|
Composite
Medium
|
|
|
With that downloader you can get very accurate EOD and Intraday Data from equities, futures and forex.
This downloader is using the free API function getHistory() from Barchart.
You can found a detail description here: https://www.barchart.com/ondemand/api/getHistory
...
No notes
|
Downloader
Medium
|
|
|
TSPTalk.com publishes a weekly survey that asks investors whether they think the S&P 500 is bullish or bearish. The percentage of bullish and bearish traders as well as the TSP trading strategy mode are downloaded from TSP website. The Excel file is parsed then three symbols are created and added...
No notes
|
Downloader
Medium
|
|
|
This is a small modification to 1601 by QuantShare to add support for filtering and column labels.
>>> Instructions below mostly copied from the original post >>>
...
No notes
|
Downloader
Medium
|
|
|
The short indicator tells you whether to short 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 short and cover after n-bars when the provided indicator gives a...
No notes
|
Indicator
Medium
|
|
|
A stock is considered to be a threshold security when it has an aggregate fail to deliver position for five consecutive settlement days at a registered clearing agency that total 10 000 shares or more and when this volume is at least equal to 0.5% of the stock total shares...
No notes
|
Downloader
Medium
|
|
|
The swing index uses the current and past prices to determine the market direction and change in direction. It gives a numerical value that is between +100 and -100. This indicator is primarily used in the commodity and Forex markets, but it can also be applied to stocks.
The formula includes...
No notes
|
Indicator
Medium
|
|
|
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 52-week low indicator calculates the total number of stocks making new 52-week lows (Stocks at their lowest level in one-year period) per day. The market indicator that measures the number of stocks making 52-week highs is available here: 939.
The 52-week high and 52-week low indicators can be used together...
No notes
|
Composite
Medium
|
|
|
A triangle is a chart pattern formed when two trendlines are converging. When the resistance line is increasing and the support line is horizontal, we call this chart pattern an ascending triangle. When the support line is decreasing and the resistance line is horizontal, we call it a descending triangle....
No notes
|
Screen
Medium
|
|
|
Swiss Army Knife Indicator - SWAK
Example:
swak((high + low) / 2, "BS", 14, 0.01);...
No notes
|
Indicator
Medium
|
|
|
This list of symbols contains major U.S. indices. The indices fall into one of the following categories: Down Jones, New York Stock Exchange, NASDAQ, S&P, Other US, Treasury and Commodities. For example, the Dow Jones category contains four indexes: Down Jones Composite Average, whose symbol name is ^DJA, Down Jones...
No notes
|
Symbols
Medium
|
|
|
This script adds two columns, entry price and exit price, in the "Trade -> Realized trades" table of the simulation report. Entry price refers to the execution price of the buy or short order and the exit price refers to the execution price of the sell or cover order. For...
No notes
|
Money Manag.
Medium
|
|
|
Implements traditional fixed fraction position sizing (fixed percentage risk per trade). In this case, risk = (entry price - stop) * nbshares. If you have an account of $100,000, @ 1.5% risk, the first trade risk will be $1500. $1500 is not the same as margin used...
No notes
|
Money Manag.
Medium
|
|
|
This item downloads the Industrial Production Index historical data from the Board of Governors of the Federal Reserve System. The Industrial Production Index or IPI is an economic indicator. It is available in the G.17 Industrial Production and Capacity Utilization Release. It measures the production output in the U.S. industrial...
No notes
|
Downloader
Medium
|
|
|
By measuring and averaging intercorrelation between different assets, you can create a market sentiment indicator and add it in your trading arsenal.
The sentiment indicator you are about to download calculates the average intercorrelation between two or more securities. In mathematical terms, it takes a security, calculates the 10-bar correlation with...
No notes
|
Indicator
Advanced
|
|
|
The current algorithm calculates the mathematical combination element given the lexicographical index. The function gets several string values separated by a semi-colon, a value to test, the number of values per combination and the combination index (or what is called lexicographical index).
To understand the usefulness of this function, here is...
No notes
|
Indicator
Medium
|
|
|
Current drawdown refers to the percentage of decline (long positions) or increase (short positions) from the highest value (long positions) or lowest value (short positions) of the price series since the position was taken.
The current drawdown technical indicator can be applied to any time-series; it is not limited to the...
No notes
|
Indicator
Medium
|
|
|
------------------------------------------------------------------------
------------------------------------------------------------------------
This item no longer works.
You can use the following downloader instead: 463 ...
No notes
|
Downloader
Medium
|
|
|
This item downloads historical quotes data for the 6980 securities listed in the Frankfurt Stock Exchange. The list of symbols, which contains the symbol name and the companies' title, can be downloaded here: 221.
The quotes data are grouped and downloaded by month, which make it faster than if the data...
No notes
|
Downloader
Medium
|
|
|
Sort objects
Subscribe to trading items feed
