The percentage of stocks trading above their pivot point is a breadth indicator that measures the overall market sentiment.
It calculates the total number of stocks trading above their tomorrow's pivot point level and divides that value by the number of stocks trading below their tomorrow's pivot point level.
The formula of...
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Composite
Medium
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An exchange-traded fund or ETF is a financial instrument that trades like a stock. An ETF represents a basket of assets like stocks, future, currencies...
This item contains the list of ETFs listed on the US stock exchanges.
The list contains 1383 symbols and contains the full name of the exchange-traded...
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Symbols
Medium
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The R-Squared or R2 is a statistical measure that shows the percentage of movements of one time-series that can be explained by movements of another time-series. The R-squared values range from 0 to 1 or 0 to 100 if expressed in percentage. A value of 100 indicates that all movements...
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Indicator
Medium
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Definition:
VIX futures are often priced differently depending on the expiration date. VIX term structure is a plot of the futures values for different expiration dates.
When the near-term VIX futures contract is priced lower than later VIX futures, we say that the VIX futures curve is in contango. The opposite, backwardation,...
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Downloader
Advanced
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TFS is a trend-following system introduced by Bryan Strain in "How to get with the trend and out at the end" in the Stock & Commodities magazine in 2000. It consists of a set of three indicators, used together to generate entries. We here focus on the TFS tether line...
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Indicator
Medium
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Swedish STIBOR - Historical Data, 1987-01-02 - today.
STIBOR stands for Stockholm Interbank Offered Rate, the interest rate banks pay when borrowing money from one another. STIBOR Fixing is the average (with the exception of the highest and lowest quotes) of the interest rates listed at 11:05 a.m. The 3M STIBOR...
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Downloader
Basic
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The Aruoba-Diebold-Scotti (ADS) business conditions index is a market indicator that uses several economic indicators to track business conditions. The indicator is updated each time one of these economic indicators is released.
The indictors used to construct the ADS Index are:
Personal income less transfer payments
Industrial Production ...
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Downloader
Medium
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The Large Block Ratio is a market sentiment indicator that shows the relationship between large block trades (or trades of more than 10,000 shares) and the total traded volume on the New York Stock Exchange.
This indicator will tell you how active the large institutional traders in the market.
Because the ratio...
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Indicator
Advanced
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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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NOTE: Updated 01/25/2014. See Note 3 below. Thanks to Zoidberg, many thanks.
This EOD(end of day data, no intraday data) downloader can be used to download all data sets from the Quandl.com website. They have more than 8 million global data sets available, so get busy!
Visit http://www.quandl.com/country-index for complete listing for...
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Downloader
Medium
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This EOD strategy uses Fractal Adaptive Moving Average - FRAMA, Buy Sell Simulation Indicator and Percentile - Percent Rank of a Trading Indicator.
Trend is defined as: Frama(50)>Frama(100).
Buy Signal is genereted as: Percent Rank Oscillator of FRAMA(10) ==0.
Sell Signal is generated as: Percent Rank Oscillator of FRAMA(10) == 100. ...
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Trading System
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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Each quarter, companies are required to report a financial statement, called Income statement. This report shows the company's revenue, expenses, costs and income for a specific period.
Income statement is also referred to as earnings statement, operating statements or profit and loss statement - P&L.
Unlike balance sheet (418) which represents a...
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Downloader
Medium
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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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In technical analysis and active trading, the majority of oscillator systems follow almost the same logic. Buy when the oscillator moves above a certain threshold and sell when it moves below a certain threshold. The problem with this approach is that it doesn't take the evolution and the volatility of...
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Indicator
Medium
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This item creates an equal-weighted index given a basket of assets and a reference date. The close, open, high, low and volume fields of the index or composite are constructed based on the weight of each asset on the reference date.
By default, the reference date is set to the beginning...
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Composite
Medium
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A well known bullish formation and continuation pattern called the ascending triangle occurs during an uptrend and is constituted of two trend lines where the first one is a resistance line (horizontal line) and the second one connects two or more troughs.
In technical analysis, the ascending triangle formation is visually...
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Indicator
Medium
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This function calculates the number of bars that have passed since a data within a custom database.
You can find another function that calculates the number of bars to a data within a custom database here:
1585
...
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Indicator
Medium
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Here is a modified version of the Triple Momentum Strategy described by Gerald Appel in his "Technical Analysis: Power Tools for Active Investors." book. Gerald Appel is also known for creating several trading indicators including the popular Moving Average Convergence Divergence (MACD).
The triple momentum indicator/level is simply the sum of...
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Trading System
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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Implements traditional fixed fraction position sizing (fixed percentage risk per trade). In this case, risk = (entry price - stop) * nbshares. If you have an account of $100,000, @ 1.5% risk, the first trade risk will be $1500. $1500 is not the same as margin used...
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Money Manag.
Medium
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The Forex long/short historical position ratios downloader gets the percentage of long positions for a specific currency pairs on the Oanda platform.
The data is stored in a custom database "fx_lp_ratio" and can be accessed by any QuantShare plug-in using the following formula:
a = GetData("fx_lp_ratio", "ratio");
...
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Downloader
Advanced
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The TD Range Projections or the Tom Demark Range Projections is an indicator used in technical analysis and developed by Tom Demark. This indicator tries to project and predict the next bar's high and low values (range).
The calculation of the range or the high and low values of the next...
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Indicator
Medium
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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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Demonstrates use of the Indicator Switcher function and the Symbol switch in the same strategy
Can be used to test via optimize any combination of indicators and symbols
Note: Download & Update the "SymbolIndex" function for folder location of your symbols list for this strategy in addition to normal update of symbols...
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Trading System
Medium
Private
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Known as the MSM, the Muscat Securities Market is located in Muscat and is the main exchange in Oman. It was established on 21 June 1988 by a Royal Decree.
The stock exchange lists more than 120 companies from different sectors (The major sectors are Banks and investment, Industry and Services).
This...
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Downloader
Medium
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This item doesn't contain any downloader, but it contains a script, in the Post-Script, that filters quotes from bad high and low prices. The filtering method consists of guessing which bars had bad intraday ticks that result in big spikes in an historical chart. (The candlestick bar has long shadows)....
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Downloader
Medium
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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
Medium
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The scale-in trading strategy was described in the following blog post: Money Management: Scale-in Trading Strategy
It is an example that shows you how to use money management events to create an advanced strategy that splits an initial order into two parts, executes the first one then checks for a...
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Money Manag.
Medium
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This screen tries to find low priced stocks that have experienced substantial run up in one day with a volume substantially higher than average for the last periods. you'd be looking to go long on the open of the next day. the screen also shows the magnitude of the move...
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Screen
Medium
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This screen displays stocks that had an exceptional volume increase and that are more likely to move in one way or another during the next sessions.
Using the composite function (comp), this screen returns the top 20 stocks that had the highest increase in today's volume compared to the volume of...
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Screen
Medium
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Symbol names for the Israeli Stock Exchage (TASE). All symbols have suffix .TA to be compatible with the Yahoo finance EOD downloaders...
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Symbols
Medium
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The VWAP or volume-weighted average price measures the average traded price of a stock over a trading period. It is the ratio of the asset price to total volume traded over a particular period.
This VWAP indicator should be applied to intraday data. It sums the product of the price and...
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Indicator
Advanced
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This indicator measures the volatility by subtracting the highest high over a specific period by the lowest low over the same period. In other words, the volatility here represents the distance between the highest and lowest value over a specific lookback period. You can of course modify the function and...
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Indicator
Medium
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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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After adding this money management script to your trading system, you will be able to display the benchmark return in the simulation report table and the benchmark time-series in simulation graphs. This allows you to compare your strategy equity or rate of return against a benchmark such as a market...
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Money Manag.
Medium
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This trading system ranks the 10-bar rate of return of iShares ETFs that represent the top US industries then buys the ETF that have the lowest return. When the ranking system returns another ETF then the strategy sells the previously purchased exchanged traded fund and buys the first ranked one.
The...
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Trading System
Medium
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Here is how this technical analysis indicator works:
- Calculates support and resistance for each trading bar (support and resistance are calculated based on the period you provide and using the "AutoSR" function of QuantShare)
- Detects whether a security breaks its support or resistance
- Returns the percentage of increase (one bar)...
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Indicator
Advanced
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This downloader gets intraday data for more than 200 assets from the currency, index and futures market. The data is available for the last seven trading days and it is downloaded in 5-minutes time frame format.
- Forex:
...
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Downloader
Medium
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