The MARSI Indicator (Also called Moving Average RSI) returns the RSI or relative strength index of a moving average and thus generates a nice smooth RSI line. This line can be used to identify trends as well as to detect good entries.
The interpretation of the MARSI indicator is the same...
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Indicator
Medium
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Screener for Short Term Bullish signal for NSE Stocks. Position can be taken on the basis of daily pivot table at support 1. Exit can be taken at 10% profit....
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Screen
Medium
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For more information about CAPS Ratings, please the following URL: http://caps.fool.com/help.aspx
Historical CAPS Ratings data for the period of your choice are downloaded by this item. The data is stored in a custom database (CAPS) and can be accessed to create composites, screens, rules, simulations, neural network models...
As an example, you...
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Downloader
Medium
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The SuperStockScreener.com website has created a ranking system that gives a score of one to five to stocks listed on U.S. exchanges, including the NYSE and NASDAQ.
The ranking system assigns a value of one to stocks that are likely to beat the market with less volatility (Strong buy recommendation). A...
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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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Almost one month ago, I have created and uploaded a trading object that downloads industry names for stocks listed on US exchanges and updates the industry field of each stock in your database.
The same trading item gets also sector data but do not use it. This is why I...
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Downloader
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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This indicator used by Fibonacci traders calculates the balance point of the current week and plot it on the next week as a fixed horizontal line. The fixed balance point is the weekly high, low and close, summed then divided by three.
You can read more about this indicator and others...
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Indicator
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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There is a special candle that has no real body to speak of and is called the doji. The close of this candle is at exactly the same price as the close. Doji formations help confirm reversals. There are different names and nuances associated with certain dojis, such as the...
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Watch List
Basic
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Here is an example of how to use fast Fourier transform in QuantShare.
This function calculates the amplitude of the different FFT bins and plots each one on a chart using each time a different color.
How it works:
- The function "FFtAmpPlot" gets a time series (For example, the close time series)...
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Indicator
Advanced
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The damping index, created by Curtis McKallip Jr., is a technical analysis indicator that indentifies bars where the highs and lows are getting close and closer.
In order to do so, it calculates a simple moving average of the difference between the high and low prices using a period of 5...
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Indicator
Medium
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Percent Bollinger Bands is a technical analysis indicator derived from the Bollinger Bands indicator, which was developed by John Bollinger. Bollinger Bands consists of three bands, the lower band, the middle band and the upper band. The middle band is an N-bar simple moving average (SMA), the lower band is...
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Indicator
Medium
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I have developed this script to upload the data in the custom database "fundamental". This is a very easy script that downloads the data that I am interested in. This has only the field cash on hand. Typically, I expect companies that have cash on hand to...
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Downloader
Basic
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The Price at a specific Intraday Time item is a function that works with intraday data and that returns the price, open, high, low, volume or any technical indicator value of a security/stock at a specific time during a trading day. The indicator gets a time-series, an hour and a...
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Indicator
Medium
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The Volatility Ratio is a technical analysis indicator used to detect wide-ranging days, days with an unusual distance between the high and low prices.
The Volatility Ratio is based on the True Range (TR) indicator and it is computed by dividing the current true range value by the N-Bar exponential moving...
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Indicator
Medium
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This example will show you some of the power and the flexibility of the Grid tool.
Download, install this item then display it using "Tools -> Grid -> Open Grid".
This item doesn't use real time data. I have created it to show you how you can access, manipulate and display QuantShare...
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Advanced
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The Trend Trigger Factor Indicator is similar to the RSI Indicator. This indicator was originally used to trade and and analyze price movements in the stock exchange and commodities market.The TTF is used as a trend identification indicator. It uses an n number of price periods to calculate the direction...
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Indicator
Medium
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The Qualitative Quantitative Estimation indicator is calculated based on a combination of the smoothed relative strength index (Moving average of RSI) and the average true range (ATR is used as a volatility based trailing stop) indicators. The QQE or Qualitative Quantitative Estimation indicator is particularly useful for volatile assets (stocks,...
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Indicator
Advanced
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Many swing traders believe that the best entry point is when the close pice is between sma(close,10) and sma(close,20).It is here that short term correction end and current trend resume its current up movement.The filter that sma(10) >sma(20) ensure that current trend is up.
A filter of weekly time frame is...
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Screen
Medium
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Returns True on the 1st trading day of the month....
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Indicator
Basic
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This has been suggested and provided on the Quantshare forum but not uploaded as an indicator/ function (that I can find) Credit: Allan Nathan.
Default is for month (21) and annualized value.
Historical Volatility reflects the past price movements of the underlying. Historical volatility is also referred to as the asset's actual...
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Indicator
Basic
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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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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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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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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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If you want to calculate the return of a time series (example: stock's price) since a specific event or condition occurred then you can download this function and use it as follows:
Example 1: Stock return since the beginning of the year
cond = year() != ref(year(), 1); ...
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Indicator
Medium
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This trading system reproduces the Global Sector Rotation (GSRS) Investment Strategy developed by Frank Grossmann
http://www.logical-invest.com
http://www.logical-invest.com/strategy/global-sector-rotation-low-volatility
http://www.logical-invest.com/strategy/global-sector-rotation-aggressive
...
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Trading System
Medium
Private
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Based on the different iShares ETFs Dow Jones industries, this trading system buys the ETF that is ranked number one based on the ratio between the small-term and long-term moving averages (trending up).
On each rebalance day, the strategy ranks all ETFs based on their moving averages ratio. It then...
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Trading System
Medium
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The "IndustryEquity" indicator returns the industry price series of the active stock. It does so by building the ticker symbol of the stock's industry using the "IndustryIndex" function. More info on this function can be found here: 1215.
After that, it requests industry close series and return that price series.
Example of...
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Indicator
Medium
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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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The Choppiness Index is an oscillator designed to determine if the market is choppy (trading sideways) or not choppy (trading within a trend in either direction). The Choppiness Index is not directionnal. Higher values equal more choppiness, while lower values indicate directional trending.
- the Choppiness Index measures the linearity...
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Indicator
Basic
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I have already uploaded several items to get advance decline issues from several US exchanges. For example, the 159 gets the number of advancing, declining and unchanged issues from the New York Stock Exchange, American Stock Exchange and NASDAQ.
This CBOE Options Advance Decline will get the number of options issues...
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Downloader
Medium
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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
Medium
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This function creates a chart with different plots usefull for asset allocation / rotation systems as an update to 1005 :
1. Pane: Relative performance of assets indexed dynamically to first visible date on chart, e.g. changes when scrolling chart
2. Pane: Trend indicator of different assets based on custom indicator and...
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Indicator
Medium
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This strategy enters a position in the S&P 500 Index (SPY or ^GSPC) when previous week return is negative (Return is calculated based on Monday open price and Friday close price), the trade is closed at the end of the week on Friday. No stop rules are defined.
The trading system...
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Trading System
Medium
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The Following Watch list is created for weekly entry,While using this object please see to that you have selected the time frame weekly which gives you better results.
The indicators used in this objects are as follows,
1)Mom( ARRAY close, ARRAY timeperiod).{Momentum}.
2)Apo( ARRAY high, ARRAY fastperiod, ARRAY slowperiod, ENUM movingaveragetype).{Absolute Price Oscillator}. ...
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Watch List
Medium
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The Dynamic Momentum Index or DMI is a technical analysis indicator used to determine overbought and oversold conditions of a particular security. Unlike other overbought/oversold indicators like the Relative Strength Index (RSI), the Dynamic Momentum Index does not use a fixed time period. Instead, the time period, used by this...
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Indicator
Medium
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A list of trading rules using the DeMark's DeMarker indicator. This list consists of 6 QuantShare trading rules and each one of them has 20 variations which bring the total to 120 trading rules.
I have backtested this list again a small portion of US Stock Symbols, and come up with...
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Rules
Medium
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This is a custom formula that calculates the put and call prices of European style options.
This Black-Scholes Option Pricing Model function accepts six parameters.
The first parameter is used to specify whether we want to calculate a put or a call, set 'p' for put and 'c' for call.
The others parameters...
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Indicator
Medium
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