Based on the number of stocks making new 52-week highs and the number of stocks making new 52-week lows, the High Low Index is a popular market breadth indicator that shows the number of new highs relative to the sum of new highs and lows.
The High Low Index is also...
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Composite
Medium
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Small cap refers to publicly traded companies whose market capitalization value is under $1 billion dollar. Small cap stocks have on average outperformed large cap and medium cap stocks over the past decades. The main reason for this is that they are usually companies that have lots of room to...
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Composite
Medium
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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...
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Indicator
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 St. Louis Fed's Financial Stress Index is an economic measure created by the Federal Reserve Bank of St. Louis. The index is constructed using several other economic measures that belong to one of the following categories: Interest Rates, Yield Spreads and Divers Indicators. A total of 18 weekly time-series...
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Downloader
Medium
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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
Medium
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This list contains ticker symbols of companies that trade in the China stock market.
These symbols are listed in the following exchanges:
Shanghai Stock Exchange
Shenzhen Stock Exchange
Hong Kong Stock Exchange ...
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Symbols
Medium
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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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This downloader is for ingesting the free version of the SimFin+ quarterly balance sheet bulk data.
You can get the data here: https://simfin.com/data/bulk
The downloader assumes that you have downloaded and unzipped the .csv file to this location: c:\temp\us-balance-quarterly.csv
...
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Downloader
Medium
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This download item gets one-minute intraday data for S&P CNX Nifty Index Futures. The data is available for the last five trading days.
The S&P CNX Nifty Index Futures is a futures on Index instrument where the underlying security is the S&P CNX Nifty. Historical data for the underlying index can...
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Downloader
Medium
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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...
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Money Manag.
Basic
Private
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This is the Maximum Intraday System Drawdown money management script.
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Money Manag.
Medium
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As with the coefficient of variation, the index of dispersion is a ratio that is used to measure the dispersion of a probability distribution. It tells us whether prices or technical indicator values are dispersed or clustered compared to a standard statistical model.
Index of dispersion, also called dispersion index or...
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Indicator
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 indicator checks a specific condition using different time frames. First of all, it will check if your condition is met in the daily period. After that it will verify the condition using weekly period then monthly period.
For example, if you type:
a = IsMet3("rsi(14) > 80"); ...
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Indicator
Advanced
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The National Stock Exchange of India website reports Short Selling volume for NSE-listed companies. The data spans from 2008 to present. The current item downloads this short selling data and stores it into a custom database. The database (nse_shortselling) is automatically created the first time you download the data. It...
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Downloader
Medium
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This list of symbols contains major U.S. indices. The indices fall into one of the following categories: Down Jones, New York Stock Exchange, NASDAQ, S&P, Other US, Treasury and Commodities. For example, the Dow Jones category contains four indexes: Down Jones Composite Average, whose symbol name is ^DJA, Down Jones...
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Symbols
Medium
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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
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This is for Gap up openings and gives th gap up opening and the high of the previous day ...
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Screen
Medium
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This item will allow you to download any U.S economic series from the FRED (Federal reserve bank of St. Louis) website.
The downloader is quite easy to use. Once it is downloaded and installed in QuantShare, open it then select the "Ids" tab on the right. There you need to enter...
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Downloader
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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Forexrate RSS feed is a downloader that load forex RSS feed news from the forexrate.co.uk website and insert the data into 'forexrate_rss' database.
The RSS feed items are not associated with any currency pair. The downloader will create a symbol 'forexrate_rss' and assign the downloaded forex news to it.
To be able...
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Downloader
Medium
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I have searched the internet and can't find any single source of analyst upgrades and downgrades data that can be downloaded.
Either the data is in html or you have to subscribe to a paid service in order to download the data.
Hopefully I found a website, streetinsider.com, who offers the data...
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Downloader
Medium
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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
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A company that is concerned about fluctuations in interest rates can reduce or limit its exposure to these interest rates by using a financial instrument (derivative) called Interest Rate Swap. It consists of an agreement between two parties where two streams of future interest payments are exchanged.
Interest rate swaps...
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Downloader
Medium
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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
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------------------------------------------------------------------------
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This item no longer works.
You can use the following downloader instead: 463 ...
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Downloader
Medium
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The ZLEMA indicator or zero lag exponential moving average is a technical analysis indicator originally created by Ric Way and John Ehlers.
The goal of the indicator is to try to eliminate the inherent lag of all trend following indicators which average prices over time such as the simple or exponential...
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Indicator
Basic
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Some days ago I have shared a way to create adaptive trading systems using a simple money management script: 587. The script consists of updating the percentage of capital invested of a strategy depending on the percentage of winning trades (Those with a return superior than zero). If the percentage...
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Money Manag.
Medium
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The "IndustryIndex" function should be used with the following downloader (452), to return the industry index given the stock's industry.
Industry names that are used by QuantShare and by the above downloader are different and this function helps us correspond or associate the different industry names.
...
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Indicator
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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The SMM trading indicator is very similar to the SMA (Simple Moving Average) function, except that instead of returning the average (or mean) price it returns the median price.
A median is conceptually similar to a average except that an average is affected by outliers while a median is not. It...
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Indicator
Basic
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This item downloads historical end-of-day data for shares and other securities listed on the Deutsche Börse XETRA....
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Downloader
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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What is the ConnorsRSI?
It consists of three components:
a. Short term Relative Strength, i.e., RSI(3).
b. Counting consecutive up and down days (streaks) and "normalizing" the data using RSI(streak,2). The result is a bounded, 0-100 indicator. ...
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Indicator
Medium
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The Fed Watch RSS feed contains news about the Federal Reserve. Some traders, particularly bond and stock traders follow Federal Reserve Activity and try to quickly detect any sign of a potential increase or decrease in the Fed target rate.
Here are some examples of Fed news that appeared on July...
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Downloader
Medium
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Sometimes one wants to review/evaluate a certain stop loss by assessing its distances from the last bar in ATR multiples (Average true range). That is what this drawing tool was created for.
When using it, it draws lines for each ATR multiple. So one can see, how much is the distance...
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Drawing Tool
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 drawdown measures the decline of a time-series from an historical peak; generally the drawdown is used to analyze portfolio equities.
The maximum drawdown will then let you know how much money a portfolio has lost (or the maximum portfolio value decline) during the investing/backtesting period and therefore the drawdown...
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Indicator
Medium
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The True Strength Index (TSI) is a momentum indicator developed by William
Blau, published in "Momentum, Direction and Divergence" (Wiley 1995). It is designed to determine both the trend and overbought-oversold conditions. The TSI is applicable to intraday time frames as well as longer-term horizons.
The TSI uses a one...
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Indicator
Medium
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