Summary:
This indicator script is used to measure long term trends.
Calculation:
The cumulative total of the swing index, which attempts to show the real price of the underlying symbol.
Developer: ...
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Watch List
Medium
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This Consumer Credit trading object downloads total consumer credit historical data (for the United States) as well as the amount, in millions of dollars, of two types of credit: Revolving and Nonrevolving credits.
Consumer Credit refers to loans or line of credits that are borrowed by US consumers to buy...
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Downloader
Medium
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The "Announced Stock Earnings" downloader retrieves all stocks whose earning release occurs within the next 60 days.
The downloader stores in a custom database "earningsannounced" the following data:
Date: The announced release date (could be not confirmed)
Etime: Release time (Could be: Before Market Open, Before market open or Time Not supplied)
Estimate: The...
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Downloader
Medium
Private
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This is a survivorship bias-free S&P 500 database downloader. With this downloader you will be able to test your strategies with more realistic expectations.
I have created this script thanks to this blog post: Getting Accurate Backtesting Results: Survivorship bias-free S&P 500.
Original author is Quantshare Team. Thank You QS!
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Downloader
Medium
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The Ivey PMI or Ivey Purchasing Managers Index is a result of a survey sponsored by the Richard Ivey School of Business and the Purchasing Management Association of Canada. The survey involves 175 participants. The purchasing managers are carefully selected among different regions and sectors (public and private) to match...
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Downloader
Medium
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!!! PLEASE ADD A TOKEN OR THIS DOWNLOADER WILL NOT WORK!!!
Tiingo IEX Intraday Downloader for Quantshare...
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Downloader
Medium
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Major World Indices include the main stock index of several countries, including the United States, China, India, Japan, Canada, UK, Germany, and France.
Although it is not mandatory, you can find a list of ticker symbols for the major world indices here: 635. This list contains the index full name in...
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Downloader
Medium
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This download item gets historical intraday data for free for U.S. Stocks. The trading object downloads 1 minute bars for several days and it gets the close, open, high, low and volume fields. Once the data is downloaded you can display intraday charts using any timeframe equal or higher...
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Downloader
Medium
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First introduced in a December 1997 'Stock and Commodities Magazine' article by Stephen I. Klinger, the Klinger Volume Oscillator is a volume-based indicator developed with the intention to be both short-term sensitive and long-term accurate. In fact, KVO measures the sum of in (accumulation) and out (distribution) volumes for a...
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Indicator
Medium
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Maximum Adverse Excursion (MAE) and Maximum Favorable Excursion (MFE) for individual trades are available under the "Trades" and "MAE/MFE" tabs of the trading system report.
The current money management script calculates the MAE and MFE for the whole trading system.
The calculation is based on the highest/lowest portfolio equity compared to...
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Money Manag.
Medium
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This list of symbols includes Indices, Forex and Futures symbols. It can be used with the following end-of-day historical data downloader: 226. The list is composed of 13 indices, 15 forex pairs and 62 futures contracts.
The symbols' list data includes the symbol name, the security name and the security group...
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Symbols
Medium
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This is a simple advanced rule that detects UP and DOWN breakaway gaps.
A Gap occurs when the security low price of the current bar is higher than the high price of the previous bar (GAP UP) or if the security high price of the current bar is lower than the...
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Rules
Advanced
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Based on the number of buy signals, this money management script calculates its 10-Bar moving average and compares it to the 50-Bar moving average. If the former moving average is lower than 0.4 times the latter moving average, then trading is halted during the next 30 trading bars.
The number of...
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Money Manag.
Medium
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The least squares regression line is a line in the form of "y = a + b * x" that best fits a data set (time series).
The least squares regression is the most used modeling technique. It is mainly used to predict the future value of the analyzed time series.
Example: ...
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Indicator
Advanced
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The Derivative Moving Average was published in an article in the "Technical Analysis of Stocks and Commodities" magazine, in June 1996. The article was written by Adam White and was entitled "The Derivative Moving Average". It describes a trading strategy that uses a simple moving average for long signals and...
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Trading System
Medium
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The 'calcB' function is used by the standard error bands function to calculate the beta linear regression coefficient. It is multiplied by the sum of the close price over the calculation period multiplied by the current bar and then subtracted from the sum of the square of the close price...
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Indicator
Medium
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The current pivot table returns the average 10-Bar stock performance for each U.S. Exchange (NYSE, NASD, NYSE and OTC). It also returns, in another column, the number of stocks in each one of the previous exchanges. The 10-Bar return calculation is performed using the "perf" trading indicator and it is...
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Pivot Table
Medium
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The head and shoulders pattern is a reversal pattern that generally occurs in uptrends. The pattern contains three peaks - the left shoulder, the head and the right shoulder. It is called Head and Shoulders because the pattern visually looks similar to that of a head with two shoulders. The...
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Downloader
Medium
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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 simple indicator converts a number of seconds (Intraday) to the equivalent number of bars given the analyzed data.
For example, let us say you want to calculate the return of a stock in the last hour.
If you are working on a one-minute chart, you can type:
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Indicator
Basic
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The TFS volume oscillator is the second component of Bryan Strain's Trending Following System. This indicator is used, together with the TFS Tether line and the TFS MBO, to generate buy signals.
TFS VO uses the open, close and volume time-series, as well as a time frame. Generally, a period of...
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Indicator
Medium
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The McClellan Oscillator is a very popular market breadth indicator often used by traders to gauge the general market sentiment. This indicator is derived from the Advance-Decline Line, which is simply the difference between the number of stocks that closed higher minus the number of stocks that closed lower.
The McClellan...
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Downloader
Medium
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Unlike the majority of stock market risk and volatility measures (such as the Standard deviation), the Ulcer Index was designed, by Peter Martin in 1987, to calculate the volatility in the downward direction only. This technical analysis indicator (Ulcer Index) was first introduced in a 1989's book called "The Investors...
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Indicator
Medium
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The supertrend indicator as known from different publications.
Variables: Period and Factor...
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Indicator
Medium
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This object allows you to highlight an area in your trading chart. After you download it and add it to the bookmark panel, double click on "HighlightArea" button and click twice on a chart. Before the first click, select the beginning of the area of the chart you would like...
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Drawing Tool
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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By adding this money management to your trading system, you can prevent the backtester from purchasing any security that was previously bought in the past N days if its most recent return is lower than the specified threshold.
As an example, let us say that your trading system bought GOOG and...
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Money Manag.
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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Standard Deviation Ratio or SDR is a technical analysis indicator based on two standard deviations; one using a longer period that the other.
The SDR is measured by taking the ratio of the short-term standard deviation (function: SDDEV) to the long-term standard deviation. The ratio tends to stay below level 1;...
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Indicator
Medium
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Here is an indicator I am using to detect potential turning points in the S&P 500 Index. The technical indicator is the addition of the percent rank of the AAII Bullish Index and the percent rank of the S&P 500. The lower the indicator value is the more likely there...
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Indicator
Medium
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The following watchlist is created on the basis of two factors.
1)Hilbert Transform - Trend vs Cycle Mode.
2)Relative Strength Index(RSI).
The Hilbert Transform is a technique used to generate inphase and quadrature components...
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Watch List
Medium
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The channel drawing tool draws two parallel lines used to mark a trend channel (Another name for channel tool might be trend channel tool).
It works as follows: Draw a line from one low to the next low. A trend line will be drawn, then move the mouse to the upper...
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Drawing Tool
Medium
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An ETF is an investment fund and it is traded like stocks on stock exchanges. An ETF is an investment tool that allows traders to easily profit from market exposure and diversification. In fact, the ETF provides the diversification many traders and investors need but cannot afford (usually because of...
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Downloader
Medium
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The next chart display different treasury yield curves for different maturities:
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Indicator
Advanced
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The equity symbols function returns the relative value of a group of securities. It gets a list of securities separated by semi-colons.
This indicator (EquitySymbols) can be used for example to calculate the relative performance of a stock against a group of other stocks.
Formula: (Right click on a chart then "Edit...
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Indicator
Medium
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Using historical data for the Long to Short position ratios, this composite item creates an index that calculates the average of the ratio of long positions to short positions of the Majors (Pairs of currencies that involve the U.S. Dollar).
The index is based on data downloaded by the following item:...
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Composite
Medium
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This trading indicator calculates the percentage of bars, during a given period, in which the provided stock trading rule is higher than zero.
The function has two parameters: the trading rule which value will be checked and the lookback period.
If the function returns a value of 100%, this means that...
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Indicator
Medium
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This function uses short selling data to create a short indicator that determines whether short traders are stronger or weaker. This is done by calculating for each trading bar, the difference between short sell volume that occurred above and below a specific stock price.
Here is how the calculation process occurs....
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Indicator
Medium
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The trading system is composed of two trading rules. The first one is triggered when a stock share price closes below its 20-Bar Bollinger Lower Band. The second one is a market-timing rule that prevents the trading system from entering new orders when the market is declining. A market decline...
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Trading System
Medium
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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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