Applying the linear regression to the 2-Bar Relative strength index series creates an oscillator whose values vary between 0 and 100. The oscillator reaches low values after a decline in the underlying stock and reaches high values after a fast increase.
Linear regression analysis is used to analyze the relationship between...
No notes
|
Trading System
Medium
|
|
|
The National Commodity and Derivatives Exchange, NCDEX, is an online multi commodity exchange located in India; its headquarters are based in Mumbai.
The NCDEX was established on 2009 and it is the largest commodities exchange in India. The exchange is a public limited company regulated by the Forward Markets Commission.
The NCDEX...
No notes
|
Symbols
Medium
|
|
|
This composite calculates the ratio of stocks trading above their upper Bollinger band to stocks trading below their lower Bollinger band.
The number of stocks trading above/below their upper/lower Bollinger band is computed by comparing the close price to the 20-bar "BbandsUpper"/"BbandsLower" function.
A value of 60 tells us that among stocks...
No notes
|
Composite
Medium
|
|
|
The Vortex Oscillator is a technical analysis indicator inspired from J. Welles Wilders directional movement indicator. The oscillator can be used to determine if a security is trending, it can be incorporated into a trend following system or can be used directly to generate buy and sell signals.
The Vortex Oscillator...
No notes
|
Indicator
Medium
|
|
|
This list of symbols contains stocks listed on U.S. OTC Markets (Over-the-counter). Trading in OTC markets is done directly between two traders/investors without any kind of supervision from the exchange. The trading is done electronically.
It contains more than 18000 stocks from different security types (Common Stock, Ordinary Shares, Fund, American...
No notes
|
Symbols
Medium
|
|
|
The New-High/New-Low Spread, sometimes called New-High minus New-Low Oscillator, is a market breadth indicator constructed by taking the difference between the number of stocks listed on the NYSE that are making new 52-week highs minus the number of stocks listed on NYSE that are making 52-week new lows. You can...
No notes
|
Composite
Medium
|
|
|
the data includes from jan 2005 to nov 2016. it includes close, open, high, low prices of CNX Nifty index...
No notes
|
Downloader
Medium
|
|
|
357 is a trading object I have uploaded few months ago. It downloads options put and call volume for each US stock. It gets the data from the Options Clearing Corporation - OCC - website and stores it in a custom database.
The Put Call Volume Comparison Indicator uses this data...
No notes
|
Composite
Medium
|
|
|
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...
No notes
|
Indicator
Advanced
|
|
|
This item downloads daily open interest statistics from the Options Clearing Corporation website. The data is available for the last 5 years and it contains the open interest numbers of puts and calls for equity, index and futures.
Open interest or open contracts, is the number of derivative contracts, such as...
No notes
|
Downloader
Medium
|
|
|
The "LastSplitInDays" function returns the number of days that remains for the next split ex-date for the analyzed stock.
It uses data downloaded using the following item: 1498
The function returns:
A positive value: If the next stock split is in the future. In that case it returns the number of days to...
No notes
|
Indicator
Medium
Private
|
|
|
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 ...
No notes
|
Symbols
Medium
|
|
|
With this simple script you can control your trading via instrument position outside lower Bollinger Band.If is instrument above its lower Boillinger Band trading is enabled , if is instrument below its Bolilinger Band, trading is disabled.
Fields:
BB Lower Period: Boillinger Band period
...
No notes
|
Money Manag.
Medium
|
|
|
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...
No notes
|
Downloader
Medium
|
|
|
This earnings calendar item gets data for current and upcoming earnings for US Stocks. The item downloads the date, time, EPS and Previous Year EPS of each US Stock (Starting from 2010) and stores the data in a custom historical database "earnings_cal". You can access the data later and create...
No notes
|
Downloader
Medium
|
|
|
The NYSE Index Closes item retrieves historical index closing values from the New York Stock Exchange website.
Eight indices data are downloaded by this item: (Symbols are added automatically to the Quote Database)
^NYSE_COMPOSITE: The NYSE Composite Index measures the performance of all stocks listed on the NYSE, including REITS, ADRs...
No notes
|
Downloader
Medium
|
|
|
This script allows backtesting of stock portfolios in different currencies and/or conversion of backtesting results to a different reporting currency. It works - but as it is quite complex, I would like to have it tested by the community under different environments before releasing it finally. This is why I...
No notes
|
Money Manag.
Medium
|
|
|
This trading system analyzes the crossover of two exponential moving averages (period of 5 and 12) to generate buy and sell signals.
The strategy opens a buy position (market order at open of tomorrow) when the 12-bar moving average crosses above the 5-bar moving average and only if the same crossover...
No notes
|
Trading System
Medium
|
|
|
This item downloads extensive fundamental data. It gets quarterly fundamental data for all U.S. stocks and for the past 20 years.
More than 200 fundamental fields are downloaded, including income statement data, balance sheet data (assets, equity and liabilities) and cash flow statement data (from operating, investing, financing activities) and various...
No notes
|
Downloader
Advanced
Private
|
|
|
Money Management script, that reduces invested capital depending of value of selected symbol:
- if close price is above long SMA and above short SMA - script invests 100% capital
- if close price is below long SMA and below short SMA - script invests 0% capital
- if close price is between...
No notes
|
Money Manag.
Basic
Private
|
|
|
This screener script makes it relatively quick and painless to apply splits to securities.
The script uses the QuantShare custom Splits database to display
the splits that have occurred (or are expected to occur) over a user-defined number of bars.
Enter the number of bars to use to identify splits in the...
No notes
|
Screen
Basic
|
|
|
The Fractal Adaptive Moving Average (FRAMA) indicator was introduced by John Ehlers. Based on the assumption that market prices are fractal, this indicator presents a new method of adaptive smoothing. The purpose of this indicator is to eliminate bad whipsaw trades.
A moving average is generally used for trend identification. Attention...
No notes
|
Indicator
Medium
|
|
|
|
|
|
|
A trading rule has always two states. It could be TRUE, when its value is higher than 0 and FALSE otherwise.
An example of a simple trading rule is: stock close price is higher than its 30-Bar simple moving average. On one day, the close price is higher than its 30-Bar...
No notes
|
Indicator
Medium
|
|
|
The TFS MBO indicator is the last component of Bryan Strain's Tend Following System. Similarly to the MACD oscillator, it calculates the difference between two averages - fast and slow. TFS MBO is consequently an oscillator based on the close price whose variation is used to confirm the market tendency.
This...
No notes
|
Indicator
Medium
|
|
|
This script is simulating a trailing stop limit buy/sell order with exact levels.
With the first parameter you can adjust the distance of the limit entry in percent based on the last high (long order) or low (short order) and with an second parameter you can setup the valid time of...
No notes
|
Money Manag.
Medium
|
|
|
The Rex Oscillator is a study that measures market behavior based on the relationship of the close to the open, high and low values of the same bar. The theory behind the Rex Oscillator is that a big difference between the high and close on a bar indicates weakness. Conversely,...
No notes
|
Indicator
Medium
|
|
|
Stocks that outperform the market are more likely to increase in the future that stocks that are lagging and performing worse than the market.
Outperforming stocks carry also higher risk and we should be particularly careful when entering positions in one of these stocks. Many reasons could explain why...
No notes
|
Screen
Medium
|
|
|
The Derivative Moving Average was published in an article in the "Technical Analysis of Stocks and Commodities" magazine, in June 1996. The article was written by Adam White and was entitled "The Derivative Moving Average". It describes a trading strategy that uses a simple moving average for long signals and...
No notes
|
Trading System
Medium
|
|
|
Normally it has been observed that stocks which crosses their all time highs are poised to go for very sharp upside. This watch List will enable you to screen out the stocks which are trading at their all time highs. I have taken period of 980 trading days for calculation....
No notes
|
Watch List
Basic
|
|
|
The CRBQX, CRBIX and CRBAX are three market indices created by Thomson Reuters/Jefferies. The indices include most of the industry global market capitalization.
The CRBQX or the TR/J CRB Global Commodity Equity Index (Symbol name: ^CRBQX) is an equity index designed to track 150 stocks, which are essentially engaged in the...
No notes
|
Downloader
Medium
|
|
|
Margin could be defined as the percentage of initial capital that you can invest. A default margin factor of 1 indicates that you can invest 100% of your capital. A margin factor of 1.5 indicates that you can invest 150% of your initial capital. In this case, 50% of the...
No notes
|
Money Manag.
Medium
|
|
|
Current list of Russell 3000 stocks including ticker, name (description), and exchange....
No notes
|
Symbols
Basic
|
|
|
In order to reduce the average cost per share for a security, traders sometimes apply a technique called Averaging Down (scale trading).
The strategy consists of buying additional shares of a stock at lower prices than the first entry price. For example, a trader buys 1000 shares of Google at...
No notes
|
Money Manag.
Medium
|
|
|
A list of 31 currency pairs is contained in this item. The list contain the major currencies (US Dollar (USD), British Pound (GBP), Euro (EUR), Japanese Yen (JPY) and Swiss Franc (CHF)) as well as several other currencies, like the South African Rand, Norwegian Krone or the Saudi Arabian Riyals.
424...
No notes
|
Symbols
Medium
|
|
|
The Muscat Securities Market, also known as MSM, is the main stock exchange in Oman. It is located in Muscat, the capital and the largest city of Oman, and it was founded in 1988.
The MSM is open from Sunday to Thursday; it is therefore closed on Friday and Saturday. During...
No notes
|
Symbols
Medium
|
|
|
The Williams' Accumulation/Distribution or Williams AD is a technical analysis indicator developed by Larry Richard Williams, who also developed several other trading indicators including the famous Williams %R and the Ultimate Oscillator.
The Williams' Accumulation/Distribution trading indicator was implemented in order to define whether a market is controlled by buyers (known...
No notes
|
Indicator
Medium
|
|
|
This item downloads U.S. Crude Oil and Liquid Fuels Supply, Consumption, and Inventories historical statistics data. The data is retrieved as an Excel file from the Energy Information Administration website (Official Energy Statistics from the U.S. Government), it is then parsed and updated so it can be inserted into the...
No notes
|
Downloader
Medium
|
|
|
The 'calcB' function is used by the standard error bands function to calculate the beta linear regression coefficient. It is multiplied by the sum of the close price over the calculation period multiplied by the current bar and then subtracted from the sum of the square of the close price...
No notes
|
Indicator
Medium
|
|
|
Sort objects
Subscribe to trading items feed
