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Negative trend breakout list (SMA100-based)
by Jan, uploaded several months ago

This dynamic watchlist lists all shares that are on the current symbol list, that have crossed south the simple moving average during the last 100 days. For mid-term trend followers this could be a signal for going short on stocks from this particular list....
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 Watch List 
Medium
Google Trends Sentiment Indices
by Zoidberg, uploaded several months ago

This downloader is an update and extension of Tom Huggens' Permabear Sentiment Index downloader (Object 726: http://www.quantshare.com/item-726-permabear-sentiment-index) and related downloaders,
and is based on that as well as code/discussion etc from Stack Overflow (maybe especially http://stackoverflow.com/questions/4986758/oauth-google-trends-download-csv-file) and possibly other sources (C# doc., etc).

The general idea is that we can download weekly...

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 Downloader 
Medium
Geometric Moving Average Indicator
by Brian Brown, uploaded several months ago

The Geometric moving average calculates the geometric mean of the previous N bars of a time series or trading indicator. The simple moving average uses the arithmetic mean, which means that it is calculated by adding the time series' value of the N previous bars and then dividing the result...
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 Indicator 
Medium
Trading System based on the Previous Week SPY Return
by Patrick Fonce, uploaded several months ago

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
Annual Performance of Major Indices
by Dave W., uploaded several months ago

When you are evaluating stock trading systems, it is helpful to see how your system performed each year in comparison to major stock indexes. So, if my trading system had a 10% return in 2006, it would be good to know if that return represents over or under performance compared...
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Medium
Percent Rank Market Indicator
by Brian Brown, uploaded several months ago

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
PIPS conversion formula in Forex trading
by Brian Brown, uploaded several months ago

In Forex trading, a PIP is the smallest price increment that can be made by a currency. PIP refers to "percentage in point" and it is very important in Forex as it is the basis for calculating profit and loss and measuring spreads (bid/ask differences).

Usually the value of a PIP...

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 Indicator 
Medium
TTF - The Trend Trigger Factor Indicator
by clonex, uploaded several months ago

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
Mahesh Moving Average
by QuantShare, uploaded several months ago

Mahesh Moving Average, MMA, is a technical analysis indicator that unlike the other types of moving averages (Example: Simple moving average and Weighted moving average) uses the historical price and volume data in its calculation. Traditional moving averages calculate a bar's value using the close, volume and other time-series data...
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 Indicator 
Medium
Put/Call Ratio for Individual Stocks
by QuantShare, uploaded several months ago

Using put and call volume from all market participants (Customers, Firms and Market makers), this trading indicator calculates the put/call ratio of each individual U.S. Stock.

357 downloader gets U.S. options put and call volume from the Options Clearing Corporation website. You should install and execute this downloader before using the...

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 Indicator 
Medium
Up Momemntum at Standard Deviation 0000
by srishail, uploaded several months ago

The interpretation of the screen Momentum at stander deviation is ,this screens the quote swhich are in fast uptrend for swing trade .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...
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 Screen 
Medium
Ehlers Decycler Oscillator
by QuantShare, uploaded several months ago

The Ehlers Decycler Oscillator is a trading indicator developed by John F. Ehlers.

The goal of this oscillator is to eliminate very low-frequency components from the Ehlers 1660 by using the half-period Ehlers Highpass filter and transforming the output into the oscillator.

...

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 Indicator 
Advanced
Trend Strength Index
by swalk10, uploaded several months ago

Frank Hassler introduced this measurement. It was discussed on Frank's Blog Engineering Returns http://engineering-returns.com/2010/06/28/aapl-ts/, and it was highlighted and researched by David Varadi of CSS Analytics in his blog http://cssanalytics.wordpress.com/2010/06/28/trend-strength-index-tsi/, and subsequent posts.

David uses the following summary of TSI: "The TSI is an intermediate-term absolute (versus relative ) measure...

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 Indicator 
Basic
Zweig
by Amritendu Maji, uploaded several months ago

This is the Zweig Indicator. You can change the percentage values or optimize them based on the market you are looking at. For US stock markets, 4% seem to work.

After a buy signal, generate the next sell signal upon a 4% or greater decline from...

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 Indicator 
Medium
Fibonacci retracement: Golden ratio
by bug man, uploaded several months ago

This function calculates the Fibonacci retracement 61.8% level, also referred to as 'the golden mean' or 'the golden ratio'. It uses simple vector-based functions to do this. The function accepts one parameter which is the lookback period to use to define the highest and lowest close prices.
Fibonacci retracement is a...

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 Indicator 
Medium
VolDex Implied Volatility Index - Historical Data
by QuantShare, uploaded several months ago

VolDex (symbol: VOLI) is a new index that measures the real-time implied volatility of the SPY (SPDR 500 ETF) by using only at-the-money SPY options (unlike the VIX, developed by CBOE, who uses all SPY options in its calculation).

The index calculates the implied volatility of at-the-money SPY put options of...

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 Downloader 
Basic
CBOE S&P 500 BuyWrite Index
by Tom Huggens, uploaded several months ago

This item downloads the CBEO S&P 500 BuyWrite Index, BXM, historical data. The BMX historical data available in the Chicago Board Options Exchange website contains only the close price numbers. This downloader gets also the open, high and low data.
The CBEO S&P 500 BuyWrite Index is a benchmark index, developed...

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 Downloader 
Medium
Big Up Gap
by Peter Gum, uploaded several months ago

Detect 'excessive' recent up gap. A 'true' indication is returned when the close is above the previous high by a specified amount over the specifed recent number of bars.

The detection gap and the lookback period are parameters. In addition, the code can be treated as a 'stepping-off point' for making...

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 Indicator 
Basic
Week of Month
by QuantShare, uploaded several months ago

The "GetWeekNumber" function returns the week's number for each month. The value will vary from 1 to 5, where "1" indicates the first week of the month and "4 or 5" the last week of the month (depends on the number of days in the month).

This function can be used...

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 Indicator 
Medium
Dynamic Momentum Index
by Brian Brown, uploaded several months ago

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
Swing Index Indicator
by The trader, uploaded several months ago

The swing index uses the current and past prices to determine the market direction and change in direction. It gives a numerical value that is between +100 and -100. This indicator is primarily used in the commodity and Forex markets, but it can also be applied to stocks.

The formula includes...

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 Indicator 
Medium
BSE historical data by date
by QuantShare, uploaded several months ago

Recently I have created an EOD quotes downloader for NSE (National Stock Exchange) listed companies that downloads data by date. This time, I have made the same but for the BSE (Bombay Stock Exchange).
As with the NSE downloader, the data comes directly from the exchange website (in this case bseindia.com)...

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 Downloader 
Medium
Information Ratio - Appraisal ratio
by Brian Brown, uploaded several months ago

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
Economic events surprise
by QuantShare, uploaded several months ago

Those who have downloaded and are using one of the historical calendar events downloader for forex pairs (202 or 211 or 212) may find this function very useful.
The function accepts two inputs: A symbol name (the one that contains the historical calendar events) and an event name.

It reads the...

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 Indicator 
Medium
Beta
by Stefan Kroscen, uploaded several months ago

The beta is a common metric used in evaluating stocks.

From money-zine:

"Perhaps the single most important measure of stock risk or volatility is a stock's beta. It's one of those at-a-glance measures that can provide serious stock analysts with insights into the movements of a particular stock relative...

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 Indicator 
Medium
Price to Sales Ratio for US Stocks
by Brian Brown, uploaded several months ago

Sometimes called PSR or P/S ratio, Price-to-sales ratio is a stock valuation metric that many analysts consider to be more reliable than the P/E or Price-to-earnings ratio.
The price to sales ratio can be calculated by dividing the stock price by the revenue per share or by dividing the market capitalization...

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 Downloader 
Medium
Standard Deviation of Monthly/Yearly Returns
by MikeMM, uploaded several months ago

This money management script calculates monthly and yearly standard deviation based on monthly and yearly returns.

It calculates monthly/yearly returns, calculates the standard deviation from these returns then adds two metrics in the simulation report table at the top.

If you are looking for a trading system that has consistent performance over...

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 Money Manag. 
Advanced
Adaptive BuyInd MR_Mom Strategy
by clonex, uploaded several months ago

Strategy uses 120 function to simulate simlple mean reversion strategy: RSI(3)55;

Annual return is nothing excellent 9,18% with 5% DD in last 14 years. Goal was...

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 Trading System 
Medium
 Private 
Multi TimeFrame RSI
by clonex, uploaded several months ago

Intraday RSI multitimeframe rules based based on intraday data.
There are 4 basic rules:

2 HOURS RSI >x

...

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 Rules 
Basic
Auto Support and Resistance Indicator
by QuantShare, uploaded several months ago

This trading indicator is based on the QuantShare "AutoSR" function, which is a function that automatically calculates support and resistance levels based on a given set of parameters.

The difference between the build-in "AutoSR" function and the current one ("SRSeries") is that the former calculates support and resistance levels based on...

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 Indicator 
Advanced
GDP at Market Prices - Gross Domestic Product - Euro Zone
by The trader, uploaded several months ago

The European Central Bank releases several economic indicators for the Euro Area; these indicators include the Inflation Rate, Monetary aggregate M3, Unit labor costs, Labor productivity, Current account balance as a percentage of the GDP, Currency in circulation, Gross outstanding debt, unemployment level and GDP at market prices.

The last economic...

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 Downloader 
Medium
Self-Adjusting RSI Indicator
by Caleb, uploaded several months ago

The Self-Adjusting RSI indicator was developed by David Sepiashvili. It describes two techniques to adjust the oversold and overbought levels of the relative strength index indicator. It will create dynamic overbought/oversold zones that aim to improve your strategies performance by reducing false signals that may be generated when using the...
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 Indicator 
Basic
FAO Food Price Index
by QuantShare, uploaded several months ago

The FAO or the Food and agriculture organization of the United Nations is an agency that works toward defeating hunger.

The FAO releases a report called the Monthly Food Price Index. The monthly report contains the following indices: Food Price Index, Meat Index, Dairy Index, Cereals Index, Oils & Fats Index...

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 Downloader 
Medium
Sector Rotation Model - SRM
by bug man, uploaded several months ago

The sector rotation model or SRM is a trading indicator described by Giorgos Siligardos in an article in the traders' magazine.

The sector rotation model is based on several sectors represented by the following exchange traded funds:
XLY: Consumer Discret Select Sector SPDR
XLF: Financial Select Sector SPDR ...

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 Indicator 
Medium
FOMC meeting dates
by The trader, uploaded several months ago

The Federal Open Market Committee or FOMC consists of twelve voting members and is responsible for setting the monetary policy of the USA. The monetary principal goals are the economic growth, stable prices and full employment.
The monetary policy is set by specifying the short-term objective for open market operations.

There...

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 Indicator 
Medium
iShares Exchange-Traded Funds - ETF Fees and Expenses
by The trader, uploaded several months ago

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
Percent Oversold to Overbought Stocks - Market Breadh Indicator
by Brian Brown, uploaded several months ago

A stock is said to be overbought if it moved up too far and oversold if it moved down too far.

When the stock or market is overbought, the technical analyst and trader will likely sell its position(s) and if the stock or market is oversold, he/she will likely buy...

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 Composite 
Medium
Decreasing the Trailing Stop Level every Trading Bar
by QuantShare, uploaded several months ago

When you set up a trailing stop for your strategy, you have the ability to define a fixed threshold or a variable one that depends on a custom formula. However, you cannot specify a trailing stop level that depends on the position or trade settings (Example: position return, number of...
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 Money Manag. 
Medium
Rank Industries based on the average Relative Strength Index
by Caleb, uploaded several months ago

To calculate the average 14-bar relative strength index of each U.S. industry, I have used the composite function and grouped stocks by the value returned by the "industry()" function. This function returns the industry name of a stock. By passing it to the composite function, the average calculation will not...
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 Screen 
Medium
TD Sequential Indicator
by Vangelis M., uploaded several months ago

This function implements Thomas DeMark's TD Sequential Indicator. There are many different versions of this indicator with different rules and many nuances. Not all are implemented here. For more detail you should add to the code.

This function accepts two arguments, a number and a string.

TDSequential(0,"") - Returns the count...

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 Indicator 
Medium
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Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.