Tadawul is the Saudi Arabia unique stock exchange.
The Saudi stock market is the biggest market in the Arab world by market capitalization. The stock market capitalization exceeds the 55 billion US dollars.
Only people belonging to the Gulf Cooperation Council (GCC) are allowed to invest in the Saudi Arabia...
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Symbols
Medium
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I had the QuantShare development team build this advanced money management (AMM) script to allow testing of several advanced rebalancing options triggered when a new buy signal is received but insufficient margin is available to take the new position.
When a new buy signal is received and insufficient margin is...
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Money Manag.
Advanced
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A Gap occurs when the price of a stock or any other security moves up or down with few trading in between. Gap Up is defined as a stock price with a today's low that is higher than yesterday's high and the opposite for the Gap Down; stock price with...
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Indicator
Medium
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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...
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Indicator
Medium
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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...
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Symbols
Medium
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This is another historical end-of-day data downloader for the US Stock Market. It works with all companies listed in one of the following exchanges: NYSE, NASDAQ, AMEX, OTCBB, and Pink Sheets.
The item gets the data from the NASDAQ website. You must select a period and a list of ticker symbols...
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Downloader
Medium
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This is a trend following trading strategy that trades S&P 500 stocks.
The S&P 500 trend following system uses the following rules:
- Daily data for S&P 500 stocks
...
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Trading System
Medium
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The Keltner Channel, KC, was developed by Chester W. Keltner and is a technical indicator that looks like the Simple Moving Average Envelopes or Bollinger Bands. It is constituted of two lines that adapt to changes in the security's volatility by using the ATR or average true range indicator.
There are...
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Indicator
Medium
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This list of symbols contains 186 Danish stocks from the Copenhagen stock exchange. The list was created April 2012.
The Danish stocks are indexed into the following groups: OMXC20, Large Cap, Mid Cap and Small Cap. The Index field in the list uses the following names:
OMXC20, OMX LARGE-CAP, OMX MID-CAP and...
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Symbols
Medium
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This is a followup of the trading system "Buy Low Sell High". In addition to using the trading system for back testing, I am also interesting in creating a set of information that I can use to make the trades for the following day.
The information that is important for me...
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Screen
Medium
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This composite is calculated based on a trading rule involving the popular technical indicator: the simple moving average.
Here is how this composite is calculated: (This item requires an indicator that can be downloaded here 120)
- Create a simple trading rule that returns a signal if the stock close price crosses...
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Composite
Medium
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This Currency trading news item retrieves an RSS feed from the financial yahoo website, parses the feed and adds the data in a database whose name is "yahoo_news". The intraday database contains the following fields:
Title: The Forex news title
Category: The Forex news provider
Once the data is stored you can...
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Downloader
Medium
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Kaufman's Efficiency Ratio (Fractal Efficiency)
The Efficiency Ratio (ER) was initially described by Perry Kaufman in his book Smarter Trading. This same indicator also became known as Fractal Efficiency.
This ratio measure the efficiency of a trend by dividing the net price movement over a certain time period by the...
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Indicator
Medium
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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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This earnings calendar item gets data for current and upcoming earnings for US Stocks. The item downloads the date, time, EPS and Previous Year EPS of each US Stock (Starting from 2010) and stores the data in a custom historical database "earnings_cal". You can access the data later and create...
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Downloader
Medium
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To calculate the average 14-bar relative strength index of each U.S. industry, I have used the composite function and grouped stocks by the value returned by the "industry()" function. This function returns the industry name of a stock. By passing it to the composite function, the average calculation will not...
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Screen
Medium
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The Wilshire 500 Total Market Index, also called Wilshire 5000, is a market index created by Wilshire Associates, an independent investment firm. Wilshire Associates has also created several other market indices, including the Wilshire 4500 Completion Index, Wilshire Global Real Estate Securities Index, Wilshire US LargeCap Index and Wilshire US...
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Downloader
Medium
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This watchlist will find stocks which are trending downwards on the 130 EMA. It will find only those stocks where:
- The 130 EMA is at least 5% lower than 55 days ago.
- The most recent value of turnover is above $2M
...
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Watch List
Basic
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This downloader gets free intraday 1-minute data from Alphavantage website. The data is available for the past 10 to 15 trading days and the current day is updated with real time data.
Before using this intraday downloader, you need to obtain first a free ApiKey from the Alphavantage website.
- Visit the...
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Downloader
Basic
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The current function retrieves data from the quotes or a custom database then performs a calculation on the different values that occurred within each analyzed bar.
Here is an example:
Imagine you are working with monthly data and you want to return the average close price (daily data) for each monthly bar....
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Indicator
Advanced
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Dave's New System or DNS is an indicator, developed by David R. Evans, which consists of the sum of eight trading rules. Each time a trading rule passes, the indicator value increases by one. The DNS indicator value varies between zero and eight, a value of zero means that no...
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Indicator
Medium
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Located in Mumbai, India, The National Stock Exchange (NSE) is one of the biggest stock exchanges in Asia. Using this item, you can download historical intraday data of companies listed on NSE. After you have downloaded this item, instruct the application to retrieve one-minute intraday data for one or several...
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Downloader
Medium
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Use this screen on any set of stock quotes. The idea is to find low priced stocks (price between 1 and 5) that experience a growth of volume and the volume is higher than the average volume for the last 50 days. The last criteria is that the close must...
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Screen
Medium
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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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If you are interested in the Oman stock market and you would like to download historical end-of-day, then this is the item you need. This downloader retrieves historical EOD data for companies listed in the main Oman stock exchange (Muscat Securities Market). 147 symbols data are downloaded including three sector...
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Downloader
Medium
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This rules analyzer metric calculates the average output of each analyzed rule and on a per-symbol basis. The standard average output adds up the outputs generated by all the positions for all securities then divides this value by the number of positions.
The current metric adds up the outputs separately for...
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Rule Metrics
Advanced
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This market indicator returns the number of stocks upgraded by analysts minus the number of stocks downgraded. A stock upgrade occurs when an analyst increases the investment rating of a company. An upgrade often happens when the company financials and fundamentals show improvements.
Analyst downgrades or upgrades data is retrieved using...
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Composite
Medium
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This is certainly a unique indicator/composite index. It combines the data of two popular and commonly used technical analysis patterns to create an index that tells whether the bullish pattern or the bearish pattern is dominating the market.
These technical analysis patterns are the Head and Shoulders and the Head and...
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Composite
Medium
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The ascending and descending triangles are two chart patterns that can be used to confirm a continuation or to detect a reversal; the former is a bullish chart pattern, whereas the latter is a bearish chart pattern.
As we previously said, the Ascending Triangle is a bullish pattern; it is...
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Downloader
Medium
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This function returns the number of calendar days between two dates.
For example, if you want to know the number of calendar days (not trading days) between the current bar and the previous bar, just type:
a = daysBetweendates(date(), RefString(date(), 1));
plot(a, "");
...
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Indicator
Basic
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This is a list of 300 stocks that have most heavily traded options volume for the month of May 2016, as compiled by CBOE. Being the most heavily traded also makes them the most liquid, ie: tight bid/ask spreads. This list can be downloaded every month...
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Watch List
Medium
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This rule mask demonstrates and provides a template of how to combine the 565 and 566 functions to automatically create buckets off of any time series.
This rule mask converts a time series into bucket values. The resulting values will range between 0 and the one less than the Number...
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Rules Mask
Medium
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52-Week New Highs and 52-Week New Lows are numbers released by several stock exchanges. The New York Stock Exchange, American Stock Exchange and NASDAQ released numbers are downloaded by 134. From the same data provider, 159 gets the number of advancing and declining issues on these exchanges and the 151...
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Composite
Medium
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The current item downloads options volume data, grouped by account type, for U.S stocks from the Options Clearing Corporation, which is an equity derivatives clearing organization, website.
The OCC provides investors with information regarding options volume. The OCC divides all trades into three groups or account types.
Customers: This group represents all...
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Downloader
Medium
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The total number of fails-to-deliver represents the net balance of shares that failed to be delivered as of a particular settlement date. These numbers are recorded in the National Securities Clearing Corporation's ('NSCC') Continuous Net Settlement (CNS) system.
Fails-to-deliver happens when a seller does not provide, for any reason, the...
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Downloader
Medium
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Standard & Poor's, S&P, is well known for several stock market indexes. It releases the S&P 500 for the US market (391), the S&P/MIB for the Italian market, the S&P CNX Nifty for the Indian market (386), the S&P/ASX 200 for the Australian market and the S&P/TSX for the Canadian...
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Downloader
Medium
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The maximum drawdown is equal to the highest drawdown value over a given period of time. In a trading system, it refers to the largest drop (could be expressed as a percentage) of your portfolio.
This technical analysis indicator can be applied to any price series or indicator. It performs the...
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Indicator
Medium
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The Rogers-Satchell function is a volatility estimator that outperforms other estimators when the underlying follows a geometric Brownian motion (GBM) with a drift (historical data mean returns different from zero).
As a result, it provides a better volatility estimation when the underlying is trending.
However, this Rogers-Satchell estimator does not account for...
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Indicator
Advanced
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This function tells you whether a stock is optionable or not. That is, if a stock has options trading on a market exchange.
Due to exchange requirements such as minimum outstanding shares, minimum share price and other rules, not all stocks has options listed.
This function, whose name is "IsOptionable", requires that...
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Indicator
Medium
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