This trading system analyzes the crossover of two exponential moving averages (period of 5 and 12) to generate buy and sell signals.
The strategy opens a buy position (market order at open of tomorrow) when the 12-bar moving average crosses above the 5-bar moving average and only if the same crossover...
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Trading System
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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This item downloads unadjusted historical stock market data for several markets. The data comes from the Yahoo servers.
The open interest field stores the stock adjustment factor.
You can use the following item to get adjusted historical daily data:
463
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Downloader
Basic
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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...
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Indicator
Medium
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Traders have developed several position sizing techniques and systems. Here are for example the fixed bet size (493) and the fixed percentage of equity (499) scripts.
Another popular position sizing system, often using in trading, is the one that uses volatility to adjust the number of shares to buy or short...
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Money Manag.
Advanced
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buy sell signal is very good for trading. down load it...
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Trading System
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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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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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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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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This metric is calculated in two steps:
- For each symbol, position returns are transformed then multiplied. The resulting value is the growth rate of the strategy equity for a particular symbol.
- The growth rates (for each symbol) are averaged.
The first step calculates the trading rule real performance for each...
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Rule Metrics
Medium
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The "LastSplitInDays" function returns the number of days that remains for the next split ex-date for the analyzed stock.
It uses data downloaded using the following item: 1498
The function returns:
A positive value: If the next stock split is in the future. In that case it returns the number of days to...
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Indicator
Medium
Private
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The opening range breakout is a trading indicator that returns true when a stock, an ETF or any other asset breaks the high or low of the first hours or minutes of a trading session (opening range).
You define a number of minutes and the indicator plots the high and low...
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Indicator
Medium
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The list contains stocks that are traded in Paris Stock Exchange.
Besides the symbols, are included in this list: industries, stocks' full name and some other details.
This list contains 765 symbols....
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Symbols
Medium
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The federal funds rate is the interest rate at which banks in the United States lend their balances at the Federal Reserve to other institutions. Banks give each other loans based on this interest rate. The federal funds target rate is one of the tools of the Federal Reserve to...
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Downloader
Medium
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High Moving Average and 2 low ROC strategy....
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Trading System
Medium
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This item downloads historical insider data for US Stocks. The data goes back to January 2007 and it is updated monthly. It downloads all the transactions filled and reported to the SEC by insiders.
Individuals, such as officers, key employees, directors, and large shareholders, who may have access to non-public...
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Downloader
Advanced
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This function would allow you to highlight certain periods on your chart. You can for example use it to highlight recession periods or any other important events.
The function accepts a list of dates separated by commas. The list should define the start and end of each period to highlight.
As an...
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Indicator
Medium
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This Simulator strategy is based on a system described by Larry Connors and Cezar Alvarez in their book "High Probability ETF Trading: 7 Professional Strategies To Improve Your ETF Trading ". The strategy's name is "Multiple Days Up/Multiple Days Down" or MDU/MDD.
This strategy was originally run on these ETFs:
DIA,EEM,EFA,EWH,EWJ,EWT,EWZ,FXI,GLD,ILF,IWM,IYR,QQQQ,SPY,XHB,XLB,XLE,XLF,XLI,XLV
...
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Trading System
Medium
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This function is an enhancement to the chande_trendscore function added by "The Trader". You can read more about the origin, purpose and behaviour of the function here: 317
This version adds 3 enhancements to the original function.
1) It accepts a symbol as a parameter. This is desirable in conditions...
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Indicator
Medium
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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...
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Composite
Medium
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This function is an example that shows you how to use the "plotprofile" function of QuantShare.
Each month, it splits the stock's high/low range into ten buckets then counts the number of times the analyzed stock has closed within that bucket. The higher the bucket value, the more the stock closed...
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Indicator
Advanced
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Here is another item that lets you download historical quotes data for Indices, Forex and Futures securities. I have uploaded a list of symbols that contains Indices, Forex and Futures symbols at the following location: 225.
The item downloads an archive (zip) file for each security, extracts the content, parses the...
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Downloader
Medium
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This function calculates the Fibonacci retracement 61.8% level, also referred to as 'the golden mean' or 'the golden ratio'. It uses simple vector-based functions to do this. The function accepts one parameter which is the lookback period to use to define the highest and lowest close prices.
Fibonacci retracement is a...
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Indicator
Medium
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The damping index, created by Curtis McKallip Jr., is a technical analysis indicator that indentifies bars where the highs and lows are getting close and closer.
In order to do so, it calculates a simple moving average of the difference between the high and low prices using a period of 5...
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Indicator
Medium
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It is well known fact that a stock that is strong relatively to other stock continue to be stronger. Here is a watch list that filter for strong stocks and list those stocks that breakout from 4 weeks high. Many consider four week cycle as an important cycle in stock...
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Watch List
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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DiDi Index is based on simple (arithmetic) moving averages. In order to calculate simple (arithmetic) moving average, we add the closing price of the currency pair for a number of time periods and then divide this sum by the number of time periods. Thus, short term moving averages respond instantly...
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Indicator
Basic
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The Advance Decline Volume Ratio, which is also called the Up/Down Volume Ratio, is a market breadth indicator that calculates the ratio of advancing volume to declining volume. The advance-decline volume data can be downloaded using the following item: 151. You can also get the advance decline issues from here:...
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Composite
Medium
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Broker Ratings & Recommendations object downloads several metrics about broker recommendations for US stocks.
Database Name: "Broker_Rating"
Fields: ...
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Downloader
Medium
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The "Toronto Stock Exchange" item includes symbols of companies that are listed in the TSX, as well as the S&P TSX Composite index. The Toronto Stock Exchange, TSX, is the largest stock exchange in Canada and is the third largest in North America (by market capitalization). It is based in...
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Symbols
Medium
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The Chart Pattern Indicator is a market tool developed by Thomas Bulkowski and updated on its website thepatternsite.com.
The Chart Pattern Indicator calculates the ratio of the total number of bullish patterns to the total number of bullish and bearish patterns for approximately 500 U.S. stocks. The result is expressed as...
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Downloader
Medium
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This item downloads historical end-of-day quotes for companies listed in the Hong Kong Stock Exchange (HKEX). The HKEX is a stock exchange based in Hong Kong, China. It is owned by the Hong Kong Exchanges and Clearing Ltd after the merger of the Hong Kong Futures Exchange and the Hong...
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Downloader
Medium
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Two years ago, I have created a stock market news downloader that gets news data for U.S stocks from an RSS feed provided by Google.
This item downloads the last 10 news items and stores them in a custom database whose name is "google_news". You can get this trading item here...
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Downloader
Medium
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A basic task in statistical analysis of a probability distribution consists of measuring its peakedness and asymmetry. Kurtosis measures peakedness of a distribution, while Skew measures asymmetry.
Kurtosis function is available here: 1045.
A normal distribution is symmetric, that is it looks the same to the right and the left of the...
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Indicator
Medium
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Download Forex historical data for 10 pairs.
You need to add the following symbols in order to use this downloader.
CHFJPY
EURCHF ...
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Downloader
Advanced
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This is the Maximum Intraday System Drawdown money management script.
...
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Money Manag.
Medium
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The European Central Bank releases several economic indicators for the Euro Area; these indicators include the Inflation Rate, Monetary aggregate M3, Unit labor costs, Labor productivity, Current account balance as a percentage of the GDP, Currency in circulation, Gross outstanding debt, unemployment level and GDP at market prices.
The last economic...
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Downloader
Medium
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This is a list of volatility-related indexes. The indexes are calculated by the Chicago board options exchange and are measures of the market expectation of the near-term volatility of the underlying securities.
These indexes track implicit volatility and their prices are calculated using the implicit volatility of the underlying security options...
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Symbols
Basic
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This Indicator contains macd.macd signal and ema
MACD Moving Average Convergence/Divergence
SYNTAX Macd( ARRAY signalperiod)
MACD returns the Moving Average Convergence Divergence indicator. MACD is a momentum oscillator, yet its primary use is to trade trends. MACD has two lines, one called MACD line or fast line and the other MACD signal...
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Indicator
Medium
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