This function calculates the number of days until a contract expires. It works with all symbols that have a date in the 'Expiration Date' field. I am using it with these US options symbols (306, 307).
The function takes no arguments and it just uses the date it finds in the...
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Indicator
Medium
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Using the composite tool and an historical database of dividend payments, I have created an index that gets the total number of dividend distributions by U.S. companies for every trading day. The composite or indice name is "_DIVIDENDS_TOTAL". On February 18, 2011 for example, there were 21 dividend distributions, while...
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Composite
Medium
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The long to short position ratio is a measure that tells us whether Forex trader are bullish or bearish a particular currency pair. It is the ratio of the number of long positions to the number of short positions for a given currency pair.
Some brokers release the long vs. short...
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Downloader
Medium
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Behind the LSS Pivotal buy and sell numbers there is a simple formula based on the mean of three prices, which are the high, low and close prices. The formula is similar to the one that calculates pivot levels. Today buy and sell numbers are calculated based on yesterday's high,...
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Indicator
Basic
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The High Low Chart is a custom drawing tool I have created to display the percentage distance from the cursor position to the highest high and lowest low of a chart quotes.
When moving your mouse cursor, the percentage change from the current mouse Y position to the highest high and...
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Drawing Tool
Medium
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This item will allow you to download any U.S economic series from the FRED (Federal reserve bank of St. Louis) website.
The downloader is quite easy to use. Once it is downloaded and installed in QuantShare, open it then select the "Ids" tab on the right. There you need to enter...
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Downloader
Medium
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Dividends are portion of corporate profits that a company decides to redistribute to its shareholders.
Depending on their dividend policy, some companies will pay dividend to their shareholders while others prefer to invest in their future growth.
This downloader gets dividend data from the yahoo finance website. It downloads history of...
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Downloader
Advanced
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The CBOE Options Issues Traded data contains the number of options issues traded on the Chicago Board of Exchange. This includes put and call options for all US equities. From January 2009 to present, the CBOE Options Issues Traded time series had a maximum value of 47,464, which occurred May...
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Downloader
Medium
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You won't believe how easy it is to hedge a portfolio strategy.
A hedge consists of reducing a portfolio risk by taking an offsetting position in a security. If you hold long positions on US stocks, you can hedge your portfolio by taking a short position on an S&P 500 futures...
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Money Manag.
Advanced
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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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The AAII Bull Ratio is a sentiment indicator created using the famous AAII sentiment survey. A survey, in which, the American Association of Individual Investors (AAII) asks, every week, its members about their view on the direction of the stock market in the near term. Using the percentage of members...
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Composite
Medium
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This table displays the number of symbols in the watchlists you specify.
It has two columns:
Watchlist: Specify the watchlist name here
Nb Symbols: Gets the number of symbols in the specified watchlist
...
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Basic
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This item downloads 1-minute intraday data from Finam for 12 currency pairs. The Forex pairs are: AUDUSD, CHFJPY, EURCHF, EURGBP, EURJPY, EURUSD, GBPUSD, USDCAD, USDCHF, USDDEM, USDJPY, USDRUB.
Using this trading object you can download more than 3 months worth of 1-minute bars. Once you save this Forex Intraday item, open...
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Downloader
Medium
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The Reverse Collar is a hedge strategy that protects a position from a decline. The downside of using this protection is that the potential profits of the position on the upside are reduced.
As with the 378, this strategy involves buying and selling puts and calls with the same expiration date...
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Downloader
Medium
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Description:
Stochastic Index (normalized smoothed q-period Stochastic) by William Blau, described in the book Momentum, Direction, and Divergence: Applying the Latest Momentum Indicators for Technical Analysis.
The values of q-period smoothed Stochastic is normalized and mapped into the [0,+100] interval. It allows to determine the overbought/oversold of the market.
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Indicator
Medium
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This list contains 1950 ticker symbols. These are ticker symbols of stocks that trade in the Australian stock market.
The Australian securities exchange, or the ASX, is the main stock exchange in Australia. It is based in Sydney and it was formed in 1987. The Australian securities exchange...
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Symbols
Medium
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This item scans the market looking for stocks that are advancing while the majority of other stocks in the same industry are declining.
It calculates the number of advancing stocks and subtracts it to the number of declining stocks for each industry. It then takes stocks that belong to industries that...
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Screen
Medium
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Each quarter, companies are required to report a financial statement, called Income statement. This report shows the company's revenue, expenses, costs and income for a specific period.
Income statement is also referred to as earnings statement, operating statements or profit and loss statement - P&L.
Unlike balance sheet (418) which represents a...
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Downloader
Medium
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Strategy uses 120 function to simulate simlple mean reversion strategy: RSI(3)55;
Annual return is nothing excellent 9,18% with 5% DD in last 14 years. Goal was...
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Trading System
Medium
Private
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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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What is the ConnorsRSI?
It consists of three components:
a. Short term Relative Strength, i.e., RSI(3).
b. Counting consecutive up and down days (streaks) and "normalizing" the data using RSI(streak,2). The result is a bounded, 0-100 indicator. ...
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Indicator
Medium
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The Average Output per Month is a script metric for the rules analyzer plug-in. It loops through all the generated positions and calculates the average output value for each month. It then averages these values to produce a unique metric, which is the average output per month.
The advantage of using...
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Rule Metrics
Medium
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The ZLEMA indicator or zero lag exponential moving average is a technical analysis indicator originally created by Ric Way and John Ehlers.
The goal of the indicator is to try to eliminate the inherent lag of all trend following indicators which average prices over time such as the simple or exponential...
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Indicator
Basic
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Downloads Market yields on Treasury inflation protected securities, or TIPS, adjusted to constant maturities. The data comes from the U.S Federal Reserve website and is updated on a daily-basis.
The item adds and fills 4 symbols: TIPS yields at 5-year constant maturity, TIPS yields at 7-year constant maturity, TIPS yields at...
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Downloader
Medium
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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 ...
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Indicator
Medium
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Here is a screen that displays buy and sell trading signals using a system that works with the Average Directional Index (ADX), the Positive Directional Indicator (PDI) and the Negative Directional Indicator (MDI).
The screen creates buy and sell columns. A value of one in a cell under the buy column...
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Screen
Medium
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A list of all commodities trading on the NCDEX can be downloaded here 526. This list contains agricultural commodities (Potato, Chana, Crude Palm Oil, Soy Bean, Cotton...), metals (Steel, Copper, Zinc...), precious metals (Gold, Silver, Platinum...), energy (Brent Crude Oil, Gasoline, Heating Oil, Natural Gas...).
The list is not mandatory because...
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Downloader
Medium
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The Price/Earnings to Growth ratio, also known as the PEG ratio, is a measure of valuation of a company. The PEG ratio was made popular by Peter Lynch and it provides an easy to way to find whether a company is fairly valued, overvalued or undervalued. A stock with a...
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Screen
Medium
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V1.4:
-Added 5 day smoother to ROC calculation to avoid date picking
-Cleaned up and simplified coding a bit
-Top2/3 approach does not add value, decreases performance drastically
-Changed everything to daily period, basically same performance as monthly period ...
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Trading System
Medium
Private
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The disparity index is generally considered as introduced by Steve Nison on his book 'Beyond Candlesticks'.
This indicator is used to measure the percentage change between a security price and its moving average. A DI positive or negative value at a given point indicates that the price is respectively rapidly increasing...
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Indicator
Medium
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This is a single mask that applies a simple moving average and then a rate of change transformation on any indicator or time-series. This mask first smooth the indicator you provide by applying a moving average with a 30 period bar (this can be changed later) and then calculate the...
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Rules Mask
Medium
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This is a modified version of the "GetDataString" function which gets a string/text from a custom database field.
The modified version allows you to get the last (non empty) string on any given trading bar.
As an example, let us say that you have a database whose name is "db" and a...
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Indicator
Medium
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This item downloads economic calendar events for different currencies. It downloads the event name, the event's date, the event's description, the currency involved in the event, the importance of the event, the actual release number, the forecasted release number, and the previous release number.
It is pretty the same downloader as...
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Downloader
Medium
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The Forecast Oscillator is a technical indicator that compares a security close price to its time series forecast. The time series forecast function name is "tsf" (already implemented in QuantShare) and it calculates the projection of the price trend for the next bar.
The Forecast Oscillator and therefore the time series...
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Indicator
Medium
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The 'Buff Averages' is an indicator created by Buff Dormeier. It first appeared in the Traders' Tips section of the Stocks & Commodities magazine in February 2001. The function accepts two inputs: a price time-series and a length period. The indicator volume-weighting calculation is applied to the price time-series. The...
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Indicator
Medium
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The wedge pattern is a technical analysis pattern that can be found in the price charts of a financial asset (Stocks, futures, ETFs and bonds).
There are two types of wedge pattern: Rising wedge and Falling wedge. The former is a bearish pattern that is characterized by a contracting range and...
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Screen
Medium
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This function returns the Garman-Klass estimation of volatility. It was developed by Graman and Klass and it uses the high, low and close prices to estimate volatility.
The Garman-Klass estimator is up to eight times more efficient that the close-to-close estimator and unlike the Standard deviation and the Parkinson estimator, it...
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Indicator
Advanced
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For a reliable trading system this score must be > 1.68. You can use it with any of your trading system during back testing to see how good your strategy is.
This script is based on an Advanced Momey Management and to use it, after downloading, follow the steps given below:
Simulation/backtesting...
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Money Manag.
Medium
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This item gets daily FII derivatives statistics from the National Stock Exchange website. You can run it daily to get the number of contracts and the amount in Crores in buy and sell positions as well as open interest at the end of the day for index futures, index options,...
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Downloader
Medium
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In statistics, kurtosis measures the relative peakedness of a probability distribution compared with the normal distribution. This is why we also call it "excess kurtosis".
The higher the kurtosis value is, the sharper the distribution peak and the longer & fatter the tails are.
The lower the kurtosis value is, the rounder...
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Indicator
Medium
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