In addition to the AAII Sentiment Survey, the American Association of Individual Investors releases another very interesting report called AAII Individual Investor Asset Allocation Survey. The report is released after a survey conducted every month; in this survey individual investors are asked about their current holdings. The report shows the...
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Even in periods where a stock market index such as the S&P 500 rises, many stocks fall sharply. Several reasons could explain this decline: bad news, earnings release below the analysts consensus, big sell orders from institutional traders (micro and small cap stocks are likely to react more to these...
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Trading System
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After the NASDAQ, Boston stock exchange and the New York stock, here is an item that gets National stock exchange short selling data. The data is available at the exchange website (http://www.nsx.com).
The National Stock Exchange is an exchange based in Chicago, Illinois. It was founded in 1885 in Cincinnati (Ohio)...
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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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Based on the position of the security close price compared to its moving average (MA), this technical analysis indicator returns a value comprised between one and three.
A value of one indicates that the current close price is trading 5% lower than its simple moving average.
A value of three indicates that...
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Indicator
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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
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The custom range function calculates the high/low range for specific security and time frame.
For example, in a daily chart, it can used to calculate the previous weekly high/low range:
a = CustomRange("", 7);
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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 getQuote() from Barchart.
You can found a detail description here: https://www.barchart.com/ondemand/api/getQuote
...
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Downloader
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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
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The Guppy Multiple Moving Average is a technical analysis trading indicator developed by Daryl Guppy and explained in his Trend Trading book. The Guppy MMA uses multiple exponential moving averages to determine whether outlook of short-term traders agrees with the outlook of longer-term traders or investors and thus identifies change...
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Tax implications of your trading should always be taken into account. And in order to do so, I have just created a new money management script that will allow you to measure your trading strategy performance by accounting Taxes.
Depending on your country, you would pay a different tax on each...
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Money Manag.
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This is a list of symbols of all IMF commodity series. The list includes 63 symbols and it was retrieved from the IMF, International Monetary Fund website (www.imf.org). The commodity indices and series belong to one of the following categories: Food, Beverages, Agricultural raw materials, Metals and Energy.
The following object...
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Symbols
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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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The trend deviation indicator or TD is the ratio of the close price to its N-Bar simple moving average.
An increasing absolute value signals a divergence or an increase in the difference between the close price and its moving average, while a decreasing absolute value indicates that the close price is...
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The Exit Postition Based on Profitability money management script is used to exit an open position if X% profit has not been achieved after Y number of bars.
The values for the profit threshold (X) and the number of bars (Y) are configurable using the money management variable inputs screen....
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Money Manag.
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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...
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Every trading system you develop must be thoroughly tested to ensure that it is robust enough to continue outperforming the market in the future. One of these tests consists of changing the simulation or backtest start date and verifying that this doesn't affect the strategy performance. By changing the start...
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Money Manag.
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This downloader is an update and extension of Tom Huggens' Permabear Sentiment Index downloader (Object 726: http://www.quantshare.com/item-726-permabear-sentiment-index) and related downloaders,
and is based on that as well as code/discussion etc from Stack Overflow (maybe especially http://stackoverflow.com/questions/4986758/oauth-google-trends-download-csv-file) and possibly other sources (C# doc., etc).
The general idea is that we can download weekly...
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Downloader
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Every day, several stocks are impacted by major news. These news can substantially move higher or lower the stock price of the company it is about.
Every day, a list of stocks that are hit by major news is available on the Finviz website. This list of ticker symbols is downloaded...
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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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The Hull Moving Average (HMA/HullMovingAvg) is a Moving Average/Study created by Allan Hull and described in his book Active Investing.
When adding the indicator to a chart, buy and sell signals are generated (represented by line color changes and buy/sell arrows) base upon a change in line slope (Positive Slope...
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Indicator
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Here is a money management script that can be applied to any trading system to prevent it from buying positions that didn't perform well in the past. This money management item simply tracks new positions in the "OnNewPosition" event and then decides whether to allow the position to be bought...
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Money Manag.
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This trading system tries to reproduce the 'Sleep Well' Bond Rotation Strategy developed by Frank Grossmann (http://www.logical-invest.com/)
The strategy switches, on a monthly basis, between 5 different ETFs, either on a Top1 or Top2 approach:
. AGG - iShares Core Total US Bond (4-5yr) ...
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Trading System
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Private
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The idea behind the volatility quality index is to discern bad and good volatility in order to create a better volatility indicator that can identify better trade opportunities.
This trading indicator is based on the true range and it is calculated using the latter indicator plus the open, close, high and...
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Indicator
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A stock is outperforming an index over a specific period if its rate of return for this period is higher than the rate of return of the index.
A high percentage of stocks outperforming the S&P 500 index could be considered as a bullish indicator for the market. The higher the...
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Composite
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Trend is friend and making an entry at low risk point in trending share minimizes the risk. Here is a watch list that filter for trending stocks and ensure that weekly trend is also up. I have used following equation to find the trending stock,being ROC is still a effective...
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Watch List
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This function calculates the number of bars, value, sum, average and rate of return of a specified vector and using reference points. For example, if you use the rate of return indicator (ROC), the function accepts as input a vector and a lookback period (number of bars). If we choose...
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The Safezone indicator, introduced by Alexander Elder in 2002, is used as a stop order against signal reversal in trending markets.
The Safezone stop intends to create a better trailing stop by eliminating the noise component of a trend and by creating a safer stop. It calculates two lines depending...
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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
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This is a modifie version of NSE Derivative downloader.It download option quotes in the form like NIFTY16OCT8900CE which is used by many trding platorms in India
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Downloader
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This Downloader allows you to download historical data from MT4 database.
There are 3 critical installation steps:
1) You must have Demo/Real MT4 Account ...
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Downloader
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In statistics, the coefficient of determination represents the strength of the relationship or the portion of common variation in two time-series or variables. It is a statistical measure of how well the regression line approximates the real values.
The coefficient of determination or RČ is mainly used to analyze how well...
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Indicator
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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
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This function implements Thomas DeMark's TD Sequential Indicator. There are many different versions of this indicator with different rules and many nuances. Not all are implemented here. For more detail you should add to the code.
This function accepts two arguments, a number and a string.
TDSequential(0,"") - Returns the count...
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The Abu Dhabi securities exchange is a stock exchange located in Abu Dhabi in the United Arab Emirates - UAE. The current ticker symbols list includes the 67 companies that are listed in this stock exchange. The companies sectors are as follows: Bank and Financial services, Real Estate, Telecommunication, Consumer,...
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Symbols
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The Cumulative Volume Index is a breadth indicator that uses the advance and decline volume data (volume of advancing stocks and volume of declining stocks) downloaded by 151.
Advancing volume refers to the total volume traded for securities that advanced or closed above their opening price. Declining volume refers...
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Composite
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"GetField" is a function that gets a word among a list of words given an index provided as parameter to the function.
The function is mainly used in quantitative trading to optimize News driven trading systems and it works as follows:
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The "Money Flows - Buying Weakness" is a list of companies whose stocks are trading lower and have the largest inflow of money for last trading day. This list of stocks is released by the Wall Street Journal.
This object downloads this list and then stores the data in a database,...
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Downloader
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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
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