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 "LastEarningsInDays" function returns, for the analyzed stock, the number of days that remains before the next release date.
This function is capable of returning the number of days starting from the last stock's date or starting from today.
Examples: ...
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Indicator
Medium
Private
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The Force index is an index developed by Dr Alexander Elder. It measures the strength of bulls and bears in the market. The formula uses both close prices and volume data. It is calculated by subtracting the yesterday close price from today (current bar) close price, then multiplying the result...
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Indicator
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The current downloader downloads Market Capitalization data for the US Stock market companies that trade in the New York stock exchange (NYSE), NASDAQ and OTC.
A stock market capitalization could be considered as the company's net worth.
It is calculated by multiplying the company stock price by the number of shares outstanding.
If...
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Downloader
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This item downloads the Industrial Production Index historical data from the Board of Governors of the Federal Reserve System. The Industrial Production Index or IPI is an economic indicator. It is available in the G.17 Industrial Production and Capacity Utilization Release. It measures the production output in the U.S. industrial...
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Downloader
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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
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This downloader creates a symbol (^BANKHOLIDAY) as well as a custom database (bank_holidays). It then downloads a file that contains a list of bank holidays dates until 2020.
In fact, the data contains more than the bank holiday dates, it contains the date of each holiday, the holiday name, the holiday...
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Downloader
Advanced
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It is well known fact that a stock that is strong relatively to other stock continue to be stronger. Here is a watch list that filter for strong stocks and list those stocks that breakout from 4 weeks high. Many consider four week cycle as an important cycle in stock...
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Watch List
Medium
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Say you have a strategy that invests in 5 ETFs and you would like to set manually the weight of each security. By default QuantShare allocates an equal amount of money to each position so if you have 5 allowed positions in your trading system, each ETF will get 20%...
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Money Manag.
Medium
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The Borsa Italiana S.p.A is the main stock exchange in the Italian stock market. It is based in Milan and was acquired by the London Stock Exchange. Besides stocks, Borsa Italiana also manages Italy's derivatives markets and its fixed income market.
This current list contains 301 ticker symbols, mainly stocks listed...
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Symbols
Medium
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Usually stocks respond positively to an earnings surprise. Sometimes they are up more than 10 or 20 percent and sometimes just a few percent; it all depends on the stock and more importantly on the earnings surprise number.
This screen searches for stocks that have two consecutive and positive earnings surprises....
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Screen
Medium
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This item downloads several trading volume numbers released daily by the New York Stock Exchange. A total of 10 numbers are downloaded from the exchange website and are associated with different ticker symbols. These NYSE Statistics are updated and released daily.
NYSE volume can divided into several groups or categories. For...
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Downloader
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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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Inspired by Butler (2012) Adaptive Asset Allocation: A Primer (http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2328254)
"The paper addresses flaws in the traditional application of Modern Portfolio Theory related to Strategic Asset Allocation. Estimates of parameters for portfolio optimization based on long-term observed average values are shown to be inferior to alternative estimates based on observations over...
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Trading System
Advanced
Private
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This function allows you to transform numbers from the following format (example: 1000000) to the following one (1,000,000). The value returned is a string (text).
Here is an example that allows you to plot volume separated by commas:
First remove the default "Plot(volume.." line your formula (Right click on a chart then...
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Indicator
Basic
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The price to book ratio is a fundamental measure to value stocks by comparing a company's book value to its market price.
The book value, which is the portion of the company that is held by shareholders, is calculated by subtracting the total liabilities of the company to its total...
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Downloader
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Recorded and released by the Federal Reserve, the Money Stock Measures Report comprises the seasonally adjusted and unadjusted M1 and M2.
Money stock or money supply refers to the total volume of money existing in an economy at a specific point in time. This includes demand deposits and currency in circulation.
M1...
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Downloader
Medium
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Known as Dr. Doom, because he is always pessimistic regarding the market and economy, Nouriel Roubini is an American professor of economics at Stern School of Business. He is born is 1959 and is also the chairman of an economic consultancy firm: Roubini Global Economics.
In an interesting post at insidermonkey.com,...
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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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Price of a share moves as a wave contracting and expanding alternately .So,the expansion in price always follow a contraction in price and it is a great point for an entry.An easy way to find it is to use three moving average that contract very close.
When the stock break out...
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Watch List
Medium
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This function is an enhancement to the chande_trendscore function added by "The Trader". You can read more about the origin, purpose and behaviour of the function here: 317
This version adds 3 enhancements to the original function.
1) It accepts a symbol as a parameter. This is desirable in conditions...
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Indicator
Medium
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If you have two trading strategies and would like to measure the performance and profit of a trading system that combine these two strategies then this money management script can help you achieve this.
Each strategy, whether it is applied to stocks, FOREX, futures or options, is given an initial equity...
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Money Manag.
Advanced
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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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The correlation filter money management strategy analyzes each incoming order and measures its correlation with each opened position in your portfolio. If the correlation between the new order symbol and a portfolio symbol is higher than a specific threshold (definable and optimizable in money management inputs) then the order is...
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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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The "Close price above cursor" drawing tool is the first of a series of drawing tools that I am going to share to explain you how to create your own custom drawing tools.
This object simply displays the security close price above the mouse cursor when you move your mouse over...
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Drawing Tool
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Each U.S. Company belongs to a specific industry. The Standard Industrial Classification, SIC, was created in 1937; it uses SIC codes to categorize business activities. It was replaced by the NAICS, which is the acronym for North American Industry Classification System, a new business classification created by the United States,...
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Downloader
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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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This function is an alternative to the "PREV" function of Metastock.
In Metastock, the "PREV" function is a constant used to reference the previous value of the same formula.
For example, if you want to calculate this: ...
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Indicator
Medium
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This downloader gets analyst comments from an RSS feed at the streetinsider.com and insert the extracted data into your local database. The 'analyst_comments' database that will be created contains two columns, the date and the title. The title column will contain the analyst comments for a particular stock, and the...
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Downloader
Medium
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Standard & Poor's, S&P, is well known for several stock market indexes. It releases the S&P 500 for the US market (391), the S&P/MIB for the Italian market, the S&P CNX Nifty for the Indian market (386), the S&P/ASX 200 for the Australian market and the S&P/TSX for the Canadian...
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Downloader
Medium
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A collar is an options strategy that combines three positions. The options trader can establish a collar strategy by buying shares of a stock then buying a put option and selling (writing) a call option on that stock. The trader should purchase one put and write one call for every...
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Downloader
Advanced
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After downloading the list of symbols (312) of the manufacturers' survey diffusion indexes, you can use this object to download seasonally adjusted time-series data (historical data). The data is available from May 1968 (The date the first time the survey was conducted) to present.
The data is retrieved from the Federal...
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Downloader
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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 item loads and saves a list of all US holidays. The data is retrieved from the (ice.com) website. The market closes on these US holiday dates and thus the list can be helpful if you need to conduct some analysis on the how the market behaves near these dates.
The...
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Downloader
Medium
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Traders interested in the Kuwait Stock Market can use this item to download historical end-of-day data of companies listed in the Kuwait Stock Exchange. The list of symbols can be downloaded at the following location (262). Although this list is not mandatory (In fact the downloader automatically adds new symbols),...
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Downloader
Medium
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This is a list of trading rules or metrics to be used in a stock/ETF rotational system. The list contains 15 metrics or measures.
Example of metrics:
Sharpe(close, 30) // Sharpe measure of the individual stock or ETF
Hhv(high, 30) / high // Ratio of 30-day highest high to current high ...
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Rules
Medium
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Investing in ETFs incurs some costs for the investors who besides commissions, spreads and other market related costs must also pay for the fund expenses which include portfolio management, administration and other various costs.
Depending on the exchange traded funds you are investing in, funds costs can greatly vary. Note that...
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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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I have already uploaded a trading object to get optionable information for US Stocks. The item is located here 487. It gets also exchange, market, sector and the indices the stock belongs to.
This trading object gets data from another website; it marks stocks that are optionable by settings their corresponding...
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Downloader
Medium
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