The percentage of stocks that trade above their moving average is a popular measure of market sentiment. When a higher number of stocks trade below their moving average, the indicator value decrease and traders consider this as a bullish sign and expect a rally to occur in the coming days.
The...
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Composite
Medium
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Investopedia defines oversold as
1. A condition in which the price of an underlying asset has fallen sharply, and to a level below which its true value resides. This condition is usually a result of market overreaction or panic selling.
2. A situation in technical analysis where the price of an asset...
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Watch List
Medium
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Say you have a strategy that invests in 5 ETFs and you would like to set manually the weight of each security. By default QuantShare allocates an equal amount of money to each position so if you have 5 allowed positions in your trading system, each ETF will get 20%...
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Money Manag.
Medium
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quant fund settings
run this to find the three stocks...
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Trading System
Medium
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I have attempted to translate a trading system that is available on the web for free. I was not able to get a system togather that allows me to trade both long term and short term trading systems. Any help would be helpful. I am adding my...
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Trading System
Medium
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In the 1980s, John Bollinger created a technical analysis indicator called the Bollinger Bands. It consists of three bands: the middle band, the upper band and the lower band.
The middle band is an N-Period SMA (Simple moving average). The lower band is the middle band minus X times an N-period...
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Composite
Medium
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The Fibonacci retracement indicator returns a value indicating whether there is a support or resistance near the current stock price. Five different retracement levels or numbers are used: 0%, 38.2%, 50%, 61.8% and 100%.
When calculating the Fibonacci retracement levels, if the highest stock value occurs before the lowest value, then...
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Indicator
Medium
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Treasury Bills are short-term obligations, with a maturity of less than one year, issued by the U.S government. These Treasury Bills are sold at a discount from the face value, which means that instead of earning an interest rate for buying these bonds, you will get this Treasury bill at...
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Downloader
Medium
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The Large Block Ratio is a market sentiment indicator that shows the relationship between large block trades (or trades of more than 10,000 shares) and the total traded volume on the New York Stock Exchange.
This indicator will tell you how active the large institutional traders in the market.
Because the ratio...
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Indicator
Advanced
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This downloader gets EOD data for several Forex pairs.
The data is downloaded for several years (+20 years).
Here is the list of Forex pairs that you can get with this item: ...
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Downloader
Medium
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This item downloads historical quotes data for Saudi Arabia stocks (Tadawul Stock Exchange). It also downloads data for various indexes and sectors. (Bank and Financial services, Energy & Utilities, Hotel & Tourism, Industrial Investment, Multi-Investment, Media and Publishing, Petrochemical Industries, Real Estate Development...).
You can choose to download historical data for...
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Downloader
Basic
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This trading indicator has the same parameters as the 829 item I have shared yesterday. However, instead of getting a time-series value at a specific bar, this indicator calculates, for the specified price series/indicator, the sum of all bars that occurred before a given time.
For example, the following formula (YTimeSum(volume,...
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Indicator
Medium
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This bull system is based upon increasing momentum occuring in the direction where the price is above the moving average. The rate of change indicator is used as the momentum indicator. Two sets of moving averages are used to indicate trend. First, the exponential moving average for...
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Rules
Medium
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Here is a modified version of the Triple Momentum Strategy described by Gerald Appel in his "Technical Analysis: Power Tools for Active Investors." book. Gerald Appel is also known for creating several trading indicators including the popular Moving Average Convergence Divergence (MACD).
The triple momentum indicator/level is simply the sum of...
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Trading System
Medium
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By adding a stop loss to your trading system, you instruct the simulator or portfolio tool to exit a position if it drops more than N% (from the buy price).
You can add a stop loss by clicking "Stop Loss" (bottom panel in "Update a trading system" form). Once it is...
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Money Manag.
Medium
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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...
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Drawing Tool
Advanced
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This ticker list contains 3615 symbols of companies listed in the Bombay Stock Exchange (BSE). The data contains the symbol name as well as the company title, and it can be used with the following end-of-day downloader: 220.
The Bombay stock exchange is the largest exchange of the 23 stock exchanges...
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Symbols
Medium
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As with the 463 item, this downloader gets historical end-of-day data for several markets from Yahoo finance website.
In addition to that, it will also create a custom database "adjust" and store in that database, the adjustment ratio as well as the unadjusted close.
The adjustment ratio will be stored under the...
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Downloader
Medium
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This money management script calculates monthly and yearly standard deviation based on monthly and yearly returns.
It calculates monthly/yearly returns, calculates the standard deviation from these returns then adds two metrics in the simulation report table at the top.
If you are looking for a trading system that has consistent performance over...
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Money Manag.
Advanced
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This watchlist allows selection of any symbol from the watchlist grid - nothing is filtered out. I have found it more convenient to locate symbols from the watchlist panel rather than from the drop down lists on the Quantshare toolbar. Right clicking a symbol in the watch list displays the...
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Watch List
Basic
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Inventory to Sales Ratio or I/S ratio is the ratio of companies' inventory to companies' sales. It measures the percentage of inventory companies, operating in the United States, have on hand to support their current amount of sales. This economic indicator is released in the Monthly Wholesale Trade Report, which...
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Downloader
Medium
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This is a replacement for the RandomValues() function.
This function uses the MersenneTwister random number generator in lieu of the .NET system pseudo random number generator to generate random numbers that change every bar. There are many well documented problems with the native .NET implementation but the biggests is too many...
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Indicator
Medium
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The FAO or the Food and agriculture organization of the United Nations is an agency that works toward defeating hunger.
The FAO releases a report called the Monthly Food Price Index. The monthly report contains the following indices: Food Price Index, Meat Index, Dairy Index, Cereals Index, Oils & Fats Index...
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Downloader
Medium
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The following screen calculates the average one-month return for each stock and compares that value with the one-month return of their corresponding industry. The average industry return is calculated using the "comp" function. More info can be found on our blog posts about this composite function.
In order for this screen...
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Screen
Medium
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This indicator measures the volatility by subtracting the highest high over a specific period by the lowest low over the same period. In other words, the volatility here represents the distance between the highest and lowest value over a specific lookback period. You can of course modify the function and...
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Indicator
Medium
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This simple function can be used in Forex trading; it returns for a given symbol whether the specified currency is the base currency or the counter/quote currency.
The function is named "isbase", it accepts the currency name and it returns one if the specified currency is the base currency, minus one...
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Indicator
Medium
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This function parses a symbol custom database and returns a value of one on bars where the database field data contain a specific word.
This function accepts three parameters. The first one is the database name (Example: ' yahoo_news ' if you are using the yahoo news downloader - 88),...
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Indicator
Advanced
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Corporate Actions regarding companies listed on the National Stock Exchange are released every day on the NSE website and are downloaded by the current item.
A Corporate action is an event that occurs to a company. This event could affect the company's stock as well as the company's shareholders, employees, customers...
There...
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Downloader
Medium
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This list of trading rules contains seven rules based on price channel indicators (Bollinger Bands, Donchian Channels, Keltner Channel, Volatility Channels, Standard Error Bands, Adaptive Price Channel and Moving Average Envelopes).
Each rule contains five variations where each variation uses a different lookback period. In price channels, the lookback period is...
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Rules
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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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...
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Indicator
Advanced
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If you add a stock's volume to a cumulative value when the stock's price goes up, subtract volume from the same cumulative value if the stock's price goes down and repeat this step for every trading bar then you will end up with the first and most popular technical analysis...
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Composite
Medium
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An earnings surprise is when a company reports an earnings number that is not expected by analysts. In other words, an earnings surprise occurs when the earnings per share (EPS) is not in-line with the consensus estimates. The earnings may exceed, be in-line or below the consensus estimates. Usually, an...
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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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The beta is a common metric used in evaluating stocks.
From money-zine:
"Perhaps the single most important measure of stock risk or volatility is a stock's beta. It's one of those at-a-glance measures that can provide serious stock analysts with insights into the movements of a particular stock relative...
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Indicator
Medium
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There are several ways to measure and compare the strength of different industries. A unique way to do this is to calculate the number All-Star Trader picks for each one of these industries and compare the different values.
All-Star Trader Picks refers to the number of picks an U.S. Stock is...
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Screen
Medium
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This component gets historical OHLCV data for all stocks and ETFs listed on the LSE (London Stock Exchange).
The downloader accepts ticker symbols with and without a suffix. If a suffix is found (SLVR.L for example) then it will remove it and pass the new ticker symbol (SLVR) to the next...
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Downloader
Medium
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The New-High/New-Low Spread, sometimes called New-High minus New-Low Oscillator, is a market breadth indicator constructed by taking the difference between the number of stocks listed on the NYSE that are making new 52-week highs minus the number of stocks listed on NYSE that are making 52-week new lows. You can...
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Composite
Medium
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Historical EDO quotes for stocks listed on Euronext Lisbon, formerly known as the Lisbon Stock Exchange, are provided by Euronext. The data is available for download in the NYSE Euronext website. The download item requires a list of ticker symbols for Lisbon Stocks that contains the Euronext Code in the...
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Downloader
Medium
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