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 Gold-Silver Ratio measures the number of ounces of silver it takes to buy one ounce of gold. The Gold-Silver Ratio current value is near 62; it used to be 51 in 2007 and 12.5 in 323 BC.
The Gold Silver ratio is not well known for the average trader; however...
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Downloader
Medium
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Using the simulator you can easily create and combine two different trading strategies, one long strategy and one short strategy.
However, if you want to create two long trading strategies, you will have to create your own money management script or use this object.
This money management script allows you to...
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Money Manag.
Advanced
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If your portfolio or trading system performance decreases below a specific threshold then this money management script will automatically stop (pause) your strategy (by not taking more positions) for a specified number of trading bars. The stop threshold and the number of trading bars are two money management variables than...
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Money Manag.
Advanced
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This function loops through each trading bar and update any zero value with Nan
The function could be useful in many situation. Here is how it is used in this how-to lesson:
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Indicator
Basic
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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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In finance, Revenue is mainly composed of the total amount of money received by the company for the services and/or goods provided to its clients during a defined period of time. It can also include money received from other companies from interest, dividends and royalties.
Total revenue can be found at...
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Downloader
Medium
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The Kuwait Stock Exchange is one of the largest stock exchanges in the Persian Gulf region. In fact, it is the second biggest stock exchange in the Middle East of Asia, just after the Saudi Stock Exchange. The exchange is located in the State of Kuwait, and it was created...
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Symbols
Medium
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The price display indicator shows the price level of the selected bar or the last bar if no bar is selected.
This indicator displays also the one-bar return of the active security. The price and return are displayed in green when the price increases and in red when the price decreases.
You...
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Indicator
Basic
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This script adds two columns, entry price and exit price, in the "Trade -> Realized trades" table of the simulation report. Entry price refers to the execution price of the buy or short order and the exit price refers to the execution price of the sell or cover order. For...
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Money Manag.
Advanced
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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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Normally it has been observed that stocks which crosses below their all time lows are poised to go for very sharp downside or will underperform during the market fall. This watch List will enable you to screen out the stocks which are trading at their all time lows. I have...
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Watch List
Basic
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The Information ratio also called Appraisal ratio is a ratio of a portfolio (or asset) returns above the returns of an index (or benchmark) to the volatility of the returns.
The IR (Information Ratio) is similar to the Sharpe ratio since it is used to measure risk-adjusted returns. The difference is...
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Indicator
Medium
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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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Downloader
Medium
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This new "Outperform" indicator calculates the percentage of trading periods where a stock or an ETF outperforms a benchmark.
The indicator first gets the benchmark symbol. It then takes "period" and "count" as parameters. The "period" is the number of trading bars used to compare the currently analyzed security with the...
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Indicator
Medium
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Among the Germany's eight securities exchanges, the Frankfurt Stock Exchange is by far the largest one. It accounts for more than 85% of the trading volume in Germany and 35% of the stocks trading volume in Europe. It is also the third large securities exchange place in the world after...
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Symbols
Medium
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This item downloads historical quotes data for the index option symbols listed in the international securities exchange (LSE). The symbol filter is ready and you just need to press the download button to get the lasted quotes data. But before that, you have to download the list of option indexes...
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Downloader
Medium
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Here is a simple Long-Short Forex strategy based on the moving average and the relative strength index indicators. The strategy buys a currency pair if its 5-Period RSI value is greater than 50 and if the price crosses over its 5-Bar SMA and makes at least 20 pips (Difference between...
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Trading System
Medium
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This is a simple hammer screen. It searches for a body equals to 1/3 of the daily (high low) range, It also searches for an upper shadow which is equal or smaller than 1/11 of the daily range (high low). The screener filters out stocks with average volume smaller...
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Watch List
Medium
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This indicator makes a prediction for the returns of the current bar based upon averaging the returns of the NumClosest (parameter) candlestick patterns that were most similar to the current bar's pattern in the Lookback (parameter) period. "Similarity" here is the squared euclidean distance between vectors describing the two...
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Indicator
Advanced
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This Reverse Engineer RSI (RSI PREDICTOR) helps you to know what stock price must be reached in order to trigger a particular RSI value. For example, if I want to buy a stock or ETF on the close today if the RSI(2) is below 50. How do I know...
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Indicator
Medium
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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 R² is mainly used to analyze how well...
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Indicator
Medium
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The Hong Kong Stock Exchange is the stock exchange of Hong Kong. It is owned by the Hong Kong Exchanges and Clearing Limited and it lists more than one thousand companies. The Hong Kong Stock Exchange or HKEX, is the Asia's third largest stock exchange (based on market capitalization) just...
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Symbols
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 "MinDaysEvents" calculates the number of minimum days between two events/data entries in a custom database.
Example:
Say you have a custom database that stores fundamental data. The field "EPS" stores the earnings per share field.
If for any reason you want to know the minimum number of days between two EPS entries...
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Indicator
Advanced
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This strategy is based on earnings surprise data and it consists of the following trading rules:
Buy Rules:
- Today's Earnings surprise is higher than 5%, which means the actual EPS is 5% higher than EPS consensus (expected earnings per share by analysts).
- Previous earnings-per-share is positive (previous quarter EPS) ...
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Trading System
Advanced
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A.K.A. Very Long Term (VLT) Momentum indicator (using monthly timeframes)
Named for Edwin Sedgewick Coppock - this indicator was developed as a way to find the upturns from major stock market bottoms.
He based his settings on how long it takes a person to grieve, and to get over the...
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Indicator
Basic
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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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The Bollinger bands squeeze is a volatility indicator that tries to determine periods of low or high volatility in a price series. This technical indicator signals only the timing, not the direction of the trade, and for this reason, it must be used in conjunction with other technical or fundamental...
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Indicator
Medium
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The double top, double bottom, multiple top and multiple bottom are four chart patterns. These reversal patterns are generally formed after an uptrend for the double top and multiple top or a downtrend for the double bottom and multiple bottom.
As said previously, a double-top pattern occurs at the peaks after...
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Downloader
Medium
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This is a Fibonacci Long and Short Trading System based on the Generic Trading System Template I have uploaded a couple of months ago.
It will identify past swing highs and lows and generate a buy or sell signal when a certain Fibonacci retrace level - which can be optimized -...
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Trading System
Medium
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It was created by Hans Hannula and presented in 1994 in one edition of the Technical Analysis of Stocks & Commodities magazine. It primarily goal is to determine price efficiency over a specific period of time and to tell us whether a security is trending or not. The indicator values...
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Indicator
Medium
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This trading system tries to reproduce the Global Market Rotation Strategy (GMR) developed by Frank Grossmann (http://www.logical-invest.com/)
The strategy switches, on a monthly basis, between 6 different ETFs:
EEM (iShares MSCI Emerging Markets Indx (ETF))
EPP (iShares MSCI Pacific ex-Japan Idx (ETF))
IEV (iShares S+P Europe 350 Index (ETF)) ...
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Trading System
Medium
Private
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This function allows you to thicken candlestick bars based on a specific rule.
Let us say for example, you want to thicken candlesticks when the price is above the 30-bar moving average. For this, you just have to type the following line in your chart formula:
a = Thicken(close > sma(30),...
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Indicator
Medium
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This downloader gets 10 years of annual fundamentals from Morningstar's free fundamental ratios.
New features:
* It now works with non-USD financial statements.
* Balance sheet items such as Cash & Equivalents are converted from % of total assets to a dollar (or other currency) figure. ...
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Downloader
Advanced
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Shortable stocks refer to stocks that can be shorted, that is, traders are able to sell these stocks even if they don't own them. Usually, stock shares are borrowed from a broker and sold to another buyer. When the trader want to buy back stock shares (cover its position), these...
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Downloader
Medium
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This item no longer works.
You can use the following downloader instead: 463 ...
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Downloader
Medium
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The NYSE Index Closes item retrieves historical index closing values from the New York Stock Exchange website.
Eight indices data are downloaded by this item: (Symbols are added automatically to the Quote Database)
^NYSE_COMPOSITE: The NYSE Composite Index measures the performance of all stocks listed on the NYSE, including REITS, ADRs...
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Downloader
Medium
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This staggered entry money management strategy lets you enter a certain number of shares when the buy rule is met and the rest of the shares when the position increases by a specific percentage.
For example, we can define the following strategy:
Enter long 60% of shares when the stock crosses its...
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Money Manag.
Advanced
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