A bull call spread strategy involves buying a call option of an underlying stock and at the same time selling or writing a call option on the same underlying stock and with the same expiration date. The unique difference between these two call options is that the sold call option...
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Downloader
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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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This function automatically draws lines for non-closed gaps; - both gap down and gap up. It takes one parameter named "LookingBack" that indicates the numbers of bars to backward scan, e.g. 100 means that the function scans 100 bars backward from last bar. If the parameters is set to zero,...
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Indicator
Medium
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The Gann trend indicator tries to address the need for investors and traders to define mechanically the trend of a financial instrument.
The Gann trend indicator is implemented by tracking trend changes as defined by two up or two down closes. The indicator returns 1 when it detects an uptrend and...
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Indicator
Basic
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The "SetNaN" function updates the first N-values of a time-series and replaces them with "NaN" (Not a number).
A "NaN" value is not drawn on a chart and it always return false when used in a trading rule.
For example, let us create a "NaN" array:
a = ref(close, 10000000000);
...
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Indicator
Basic
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By measuring and averaging intercorrelation between different assets, you can create a market sentiment indicator and add it in your trading arsenal.
The sentiment indicator you are about to download calculates the average intercorrelation between two or more securities. In mathematical terms, it takes a security, calculates the 10-bar correlation with...
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Indicator
Advanced
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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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Indicator
Medium
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A financial time series often moves in what can be thought of as a channel. Determining where a price or indicator is relative to that channel can be a powerful signal or indicator.
This function takes two inputs: The first, the data array (time series) which could be...
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Indicator
Medium
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Cutlers' RSI is a variation of the original relative strength index developed by Welles Wilder.
This variation uses a simple moving average instead of an exponential average (in the original formula).
As with the classic RSI, the Cutler RSI is a momentum oscillator that is mainly used to indentify overbought and oversold...
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Indicator
Basic
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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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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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Indicator
Medium
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This Splits Calendar item gets historical stock splits data for U.S. Stocks starting from 2000 to present. It stores the data in a custom historical database (Splits) that contains fours fields:
- Date: This field contains the Split Ex-Date or the date the stock/share price changes to reflect the split.
-...
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Downloader
Medium
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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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Few weeks ago, I have uploaded two trading items that download data from Google trends to create sentiment indicators.
The 726 is constructed by adding Google trends volume of four pessimistic and popular traders (Roubini, Nassim Taleb, Peter Schiff and Marc Faber). The 724 represents Google trends volume of Nouriel...
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Downloader
Medium
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This is a list of 'Google Domestic Trends' indexes:
(Download historical data for these indexes using the following item: 168)
- GOOGLEINDEX_US:ADVERT
This Google Advertising & Marketing Index tracks searches related to (marketing, advertising, commercials...)
...
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Symbols
Medium
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This item downloads daily volatility data for several currency pairs including the majors and popular crosses.
The volatility in measured in pips and it corresponds to the daily movement of a $100.000 Forex pair contract. It is calculated by taking the average of the high and low prices of the...
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Downloader
Medium
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Short sale data reported by NYSE (New York Stock Exchange) Arca to a consolidated tape with the market identifier 'P' is available at the NYSE website (http://www.nyxdata.com/page/875).
This data includes the aggregate share volume of short sale transactions (short selling trading volume) that occurred during regular trading hours (between 9:30 am...
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Downloader
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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The average maximum drawdown is a rules analyzer metric described in the following post: The average maximum drawdown metric . It calculates the maximum drawdown (the maximum an output can lose) of each symbol or security output and then averages the result.
If you are analyzing for example a list...
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Rule Metrics
Medium
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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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If you have a stop rule and you want to disable it under certain circumstances then this script may help you achieve this.
By adding this money management script to your trading system, you are going to change the stop default behavior.
In order for your original stop rule to be...
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Money Manag.
Advanced
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This function plots economic releases on a Forex chart. It requires the following downloader 212, which gets economic calendar date and stores it in a custom database. This function then reads the data and plots an arrow and the name of the economic release on the bar where it occurred....
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Indicator
Medium
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This download item get EOD Data for stocks listed on the Muscat Securities Market.
To get stock symbols from the Muscat Securities Market,
- Select "Symbol -> Auto Manage Symbols"
- Search and check "Muscat Securities Market" ...
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Downloader
Medium
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The following indicator calculates the percentage change between the actual and forecasted economic event.
As an example, let us say you want to calculate the percentage change of the actual vs estimate numbers for the USD consumer Credit and then see its impact on the underlying currency pair.
You can do so...
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Indicator
Advanced
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The expected US Market volatility for the next 30 days is measured by the VIX or the Chicago Board Options Exchange Market Volatility Index.
The VIX measures the implied volatility of the S&P 500 index options. It is a very popular index introduced by Robert Whaley in 1993. The index...
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Money Manag.
Medium
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The Bursa Malaysia is a stock exchange based on Malaysia. It was formerly known as the Kuala Lumpur Stock Exchange, but in 2004, this exchange becomes a demutualised exchange and it was renamed to Bursa Malaysia. Bursa Malaysia is a fully integrated exchange; it offers trading, clearing, settlement and depository...
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Symbols
Medium
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The following Forex correlation trading item creates a correlation matrix between several currency pairs.
Correlation is a statistical measure of the relationship between two securities. It tells us whether two currency pairs are moving in the same, opposite or random direction.
Correlation values vary between -100% (Forex pairs move in the same...
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Pivot Table
Medium
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After merging with the Paris Stock Exchange and the Brussels Stock Exchange to form the Euronext in 22 September 2000 (Euronext merged with NYSE in 2007 to form the NYSE Euronext), The Amsterdam Stock Exchange name changed to become the Euronext Amsterdam.
The Amsterdam Stock Exchange is considered to be the...
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Symbols
Medium
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Volume near price is a technical indicator that returns the total volume near the current price level that occurred in previous periods. For each period, the indicator calculates the total volume of the previous N period where the close price was between the current price and a threshold value (+-)....
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Indicator
Medium
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The MSR is a support and resistance indicator developed by David Varadi and introduced in his website cssanalytics.wordpress.com.
This technical indicator tries to measure the support and resistance levels by calculating the middle price over a short/intermediate time frame. Data is normalized using the Percent rank indicator, which can be downloaded...
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Indicator
Medium
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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
Medium
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Here is a list of rules I am using in the trading system GA and PBIL optimizer to find profitable trading patterns and create new trading systems.
The list contains several rules that only use the close price. I usually use this list with other trading rules as trading system entries...
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Rules
Medium
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Normally it has been observed that stocks which crosses their all time highs are poised to go for very sharp upside. This watch List will enable you to screen out the stocks which are trading at their all time highs. I have taken period of 980 trading days for calculation....
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Watch List
Basic
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The price pattern drawing tool allows you to select a price range to create a drawing item from prices in that range.
Once created, you can move this drawing item like any other item.
This price pattern drawing tool can useful in several ways:
- You can for example compare recent price movements...
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Drawing Tool
Advanced
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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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In order to keep your symbol database up-to-date, here is a trading item that automatically updates the exchange name of your US Stocks. The item downloads three symbols list; each list contains stocks that are listed in a specific exchange (NYSE, NASDAQ and AMEX). After a list is downloaded, each...
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Downloader
Medium
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The 2 percent rule is a simple risk management strategy that controls the maximum amount you can lose for each invested asset.
The rule here is very simple: Never risk more than two percent of your total capital on any single stock. If you end up having 10 consecutive losses, that...
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Money Manag.
Basic
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The Irish stock exchange is the primary stock exchange in Ireland. It is based in Dublin and is owned by stock-broking firms. This ticker symbols list contains companies that are listed in the Irish stock exchange. A total of 64 symbols are available.
The list also contains the following companies' data:...
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Symbols
Medium
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Intrade is a market prediction website where users predict whether a specific event will occur or not. In fact, Intrade is an exchange that facilitates the matching of orders from its customers. Intrade users trade events instead of securities. Each event has a close, open, high, low and a volume...
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Downloader
Advanced
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This item gets main BSE indices as well as sectoral indices from the Bombay Stock Exchange. It downloads EOD data for 23 indices including the SENSEX (The Bombay Stock Exchange Sensitivity Index is a value-weighted index that includes 30 stocks), MidCap, SmlCap (A stock index that tracks the performance of...
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Downloader
Medium
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