Adaptive trading strategies usually rely on one or several specific metrics to dynamically update some settings such as the percentage of capital invested. This money management script can transform any simple or complex trading system to an adaptive or auto-adjusted strategy.
When applying this money management script to a trading system,...
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Money Manag.
Medium
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Yahoo finance website offers traders historical quotes data for more than 50 stock exchanges. This includes the main stock exchanges in the United States and several European and Asiatic stock exchanges.
This trading object lets you download historical quotes for all companies listed on these exchanges. It is almost the same...
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Downloader
Medium
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A Gap occurs when the price of a stock or any other security moves up or down with few trading in between. Gap Up is defined as a stock price with a today's low that is higher than yesterday's high and the opposite for the Gap Down; stock price with...
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Indicator
Medium
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This downloader gets EOD quotes data from Yahoo for all options listed in US exchanges. Only the last quote is downloaded and so in order to create an historical quotes database, this item should be run on a daily basis. For screening purpose, you will only need the last quotes...
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Downloader
Advanced
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This screens the quotes which are in continuous up trend .This screen i did on indian quotes which has given me very good results. Soon i am sharing the chart layout of the same which is fexible just you change the parameters as per your need. I HAVE CREATED LOT...
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Screen
Medium
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This item downloads the margin debt, the free credit cash accounts and the credit balances in margin accounts data from the New York Exchange website.
The NYSE releases these numbers every month and the data spans from 1959 to present.
The NYSE margin debt is the amount of borrowed money to...
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Downloader
Medium
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This item contains a list of symbols for the following indexes:
Ocean Tomo 300 Patent Index
Ocean Tomo Patent Growth Index
Ocean Tomo Patent Value Index
Claymore/Ocean Tomo Patent ETF ...
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Symbols
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 list contains 42 trading rules. These rules use the close and open prices to detect simple patterns like:
The close price is higher the close price of yesterday.
The open price is near the low price for the day.
The close price is lower than the low price of the day...
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Rules
Basic
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The Buy Sell Simulation Indicator is a technical analysis tool that allows you to transform any buy and sell rules into a measure of the performance of a trading strategy that buys a stock given the buy rules you have specified and sells it given your sell rules.
The buy sell...
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Indicator
Medium
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Instead of downloading data like any other downloader, this item allows you to export any indicator data for any securities and for a specific period.
All you have to do is install this item, open it in the downloader manager (Download -> Download Manager) then:
- Select "Start & End Dates" tab...
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Downloader
Advanced
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This list of symbols contains 419 Danish ETF%u2019s from the Copenhagen stock exchange. The list was created April 2012.
The list contains ticker names in the field Name, Yahoo ticker names in field Name1 and Netfonds ticker names in field Name2. Field Name3 holds the preferred data supplier and can be...
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Symbols
Medium
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This Stock News item gets articles that are about US stocks from the Stockblotter website. It downloads and parses an RSS feed for each ticker symbol and then updates and inserts the data in a new database whose name is "stockblotter_news". The database contains the following fields:
Title: The article title....
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Downloader
Medium
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The Rogers-Satchell function is a volatility estimator that outperforms other estimators when the underlying follows a geometric Brownian motion (GBM) with a drift (historical data mean returns different from zero).
As a result, it provides a better volatility estimation when the underlying is trending.
However, this Rogers-Satchell estimator does not account for...
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Indicator
Advanced
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This is a simple moving average crossover. This is intended to find long trends in the system. This should be combined with fundamantal analysis as that will ensure you are investing in solid companies and you are trying to find a good entry point and exiting before the...
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Trading System
Basic
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This custom trading indicator gets a time-series or condition and starts returning "1" on the first occurrence of "true" signal. It keeps returning "1" until there are no longer "true" signals in the future (in the provided time-series or condition). In other words, it returns "true" or "1" between the...
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Indicator
Medium
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The Long/Short Term Moving Average uses several moving averages with different periods to account for long, medium and short term trends. It results from the average of ten different simple moving averages with different lookback periods.
Given a start and end period (Example: 30 and 300), the long/short term moving average...
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Indicator
Medium
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The NSE Nifty, S&P CNX Nifty or Nifty 50, is the main index of the National Stock Exchange of India. It contains the 50 largest companies that are listed on the NSE. These companies account for 22 sectors of the Indian economy.
This item downloads the S&P CNX Nifty Index, as...
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Downloader
Medium
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This trading indicator has the same parameters as the 829 item I have shared yesterday. However, instead of getting a time-series value at a specific bar, this indicator calculates, for the specified price series/indicator, the sum of all bars that occurred before a given time.
For example, the following formula (YTimeSum(volume,...
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Indicator
Medium
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The cash rate is the interest rate at which banks lend money to each other. This overnight money market interest rate should follow the cash rate target decided by a central bank and this can be achieved using different operations in order to influence the supply of money of the...
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Downloader
Medium
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This item will allow you to download any U.S economic series from the FRED (Federal reserve bank of St. Louis) website.
The downloader is quite easy to use. Once it is downloaded and installed in QuantShare, open it then select the "Ids" tab on the right. There you need to enter...
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Downloader
Medium
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Let us say you have a trading system that contains three trading rules, imagine if you have a indicator that acts like a backtester or simulator; it analyzes each trading rule before it is applied to a stock or a security and tells you whether this rule was profitable for...
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Indicator
Advanced
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Put and Call volume data from options transactions are classified into three categories. This classification is based on the participant and it contains the following categories: Consumer, Firm and Market Maker.
Traditional Put/Call ratio calculation uses the volume of puts and calls from all these categories, while certain ratios uses only...
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Composite
Advanced
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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 function "IsNewBar" detects whether the current bar is a new bar or not (new tick in an existing bar).
If a new tick creates a new bar (Example: 1-min bar) then this functions returns 1, otherwise it returns 0.
The function should be applied with real time data.
...
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Indicator
Medium
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Get measures of the foreign exchange value of the dollar from the Federal Reserve website. The dollar index is a measure of the performance of the US Dollar against a basket of currencies. The weights used to calculate the US dollar index change over time and are revised at least...
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Downloader
Medium
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This downloader imports EODData.com (end of day only) formatted text files from your hard drive. EODData.com allows free end of day data downloads for a number of exchanges as long as you register (see: http://www.eoddata.com/download.aspx). If you pay for a premium membership, they also provide you with a proprietary downloader...
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Downloader
Medium
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Murrey Math Lines indicator creates eight different lines (pivot lines) on a chart to locate potential support and resistance areas. This trading indicator helps you find the best points to buy, short, sell and cover positions.
The function, whose name is "MurreyMath", requires a lookback period that will be used...
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Indicator
Medium
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With three simple moving averages and a list of stocks that compose a market, group, index or sector, the Moving Average Trends is a market breadth indicator that results from a simple calculation on a group of stocks.
First of all, for each stock, the market indicator calculates a short, intermediate...
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Composite
Medium
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This ticker list contains 3615 symbols of companies listed in the Bombay Stock Exchange (BSE). The data contains the symbol name as well as the company title, and it can be used with the following end-of-day downloader: 220.
The Bombay stock exchange is the largest exchange of the 23 stock exchanges...
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Symbols
Medium
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The Stock Market Momentum Indicator is a proprietary stock market indicator created by the Commodity Research Bureau (crb). It is mainly used to determine the general direction of the market. Based on S&P 500 stock prices, this indicator analyzes some stocks and calculates the ratio of the percentage of those...
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Downloader
Medium
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The Chande's Range Action Verification Index (RAVI) indicator was developed by Tushar Chande. As the ADX indicator, the RAVI is used to identify whether a market or security is trending. The RAVI indicator is calculated using moving averages of different lengths. The first one is a short moving average with...
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Indicator
Medium
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The Monthly Retail data, which is released by the U.S. Census Bureau, contains several time series on retail economic activity in the United States. The data is obtained by the Advance Monthly and Monthly Retail Trade Surveys (MARTS and MRTS).
This object downloads two time series from the MARTS, which are...
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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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buy sell signal is very good for trading. down load it...
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Trading System
Medium
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The value at risk is a risk measure based on the probability distribution of security's prices or portfolio's market value. Unlike other measures such as the volatility, the value at risk measure cares about the direction of the portfolio or security.
The current value at risk function calculates a percentage that...
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Indicator
Advanced
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Mean-variance optimization (the implementation of Markowitz's modern portfolio theory) basically allows one to find the optimal weights of assets in a portfolio that maximizes expected return given a level of risk/variance, or equivalently, minimize risk/variance given a level of expected return. The biggest ingredient in mean-variance optimization is the covariance...
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Trading System
Medium
Private
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Insider trading data are data reported by company insiders to the Securities and Exchange Commission (SEC). It could be a director who sold some shares in the company stock, or a CEO who bought 1000 shares of the company he works for.
Insider trading data could be downloaded from the SEC...
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Downloader
Medium
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Percent Rank Indicator measures the percentage of bars whose values are below the current bar value in the past N-bars. A value of 100% indicates that the current value is the highest for the given lookback period, while a value of 0% indicates that the current value is the lowest...
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Composite
Medium
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