This is a long only trading system that uses two Bollinger bands indicators with different look back periods.
Bollinger Bands is a technical analysis tool created by John Bollinger and it consists of two lines (upper and lower lines) that form an envelope around the price series or any other time...
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Trading System
Medium
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This is another economic calendar downloader item for Forex traders. The benefit of using this one over (202) is that the current item is much faster in downloading the data. The data is stored into a custom database 'economic_cal ' with the following fields: the event date, the event or...
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Downloader
Medium
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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...
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Composite
Medium
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This item downloads valuation fundamental data for US stocks. It downloads 13 valuation ratios and stores them into a custom historical database whose name is 'fund_valuation'. This item should be run once per week in order to add additional ratios data and build an historical fundamental database. To get more...
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Downloader
Advanced
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The current download item gets non-continuous daily futures quotes from the following download location: www.accesstrading.com. The quotes can be downloaded starting from the end of 2007. This is because a change in the URL that points to the CSV content was made in the late 2007. The data provided by...
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Downloader
Medium
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During a non-trending period, the price of an asset usually crosses above and below its moving average several times in a short period. The power of the bulls is almost equal to that of the bears. The more crossovers occurring between the price and the moving average the more the...
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Trading System
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
Medium
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Here is a simple Long-Short Forex strategy based on the moving average and the relative strength index indicators. The strategy buys a currency pair if its 5-Period RSI value is greater than 50 and if the price crosses over its 5-Bar SMA and makes at least 20 pips (Difference between...
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Trading System
Medium
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The Lunar phase indicator calculates lunar cycles and highlights occurrences of new moon and full moon phases on a chart.
A new moon happens when the moon/lunar phase indicator returns 1 and a full moon happens when the lunar phase indicator returns -1.
Example of usage:
...
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Indicator
Medium
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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
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This money management script adds a logic to prevent a position from being closed if it isn't active for at least a specific number of bars.
As an example, if you specify the minimum trade bars to 10 then any position that is about to be closed but was not bought...
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Money Manag.
Medium
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Standard deviation is a well-known measure of volatility of an investment or an asset. The volatility measures the dispersion of a set of data from its mean, it does not tell us about the direction of the market or the asset.
The volatility of a stock is calculated by taking...
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Composite
Medium
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AccuTrack Indicator: This is the QuantShare version of the AmiBroker script for the Investor's FastTrack AccuTrack indicator. Note this the AmiBroker version is not a perfect duplication of the actual Investor's FastTrack version which goes from -100 to +100. However, it is a very close approximation. This version uses a...
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Indicator
Medium
Private
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The MSR is a support and resistance indicator developed by David Varadi and introduced in his website cssanalytics.wordpress.com.
This technical indicator tries to measure the support and resistance levels by calculating the middle price over a short/intermediate time frame. Data is normalized using the Percent rank indicator, which can be downloaded...
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Indicator
Medium
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The American Association of Individual Investors, AAII, is a non-profit organization founded in 1978 and located in Chicago. AAII conducts, every week, a pool to determine the overall stock market sentiment of their members over the next six months. Members should tell what they think the market will be in...
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Downloader
Medium
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A list of trading rules using the DeMark's DeMarker indicator. This list consists of 6 QuantShare trading rules and each one of them has 20 variations which bring the total to 120 trading rules.
I have backtested this list again a small portion of US Stock Symbols, and come up with...
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Rules
Medium
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This is the Yang and Zhang extension of the Garman and Klass historical volatility estimator.
The equation was modified to include the logarithm of the open price divided by the preceding close price. As a result, this function uses the open, high, low and close prices to estimate volatility.
This modification allows...
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Indicator
Advanced
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This dynamic watchlist lists all shares that are on the current symbol list, that have crossed the simple moving average during the last 100 days. For mid-term trend followers this could be a signal for buying stocks from this particular list)...
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Watch List
Basic
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Based off of a buy/sell signals mostly using the signals report.
When updating please date your update and make it person specific so we don't destroy the original.
Absolute goal is CAGR >20% with drawdown
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Trading System
Medium
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Put and Call volume data from options transactions are classified into three categories. This classification is based on the participant and it contains the following categories: Consumer, Firm and Market Maker.
Traditional Put/Call ratio calculation uses the volume of puts and calls from all these categories, while certain ratios uses only...
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Composite
Advanced
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Structural Arbitrage
This strategy was implemented to verify some ideas of Harry Long I read on Seeking Alpha. It exploits different prices of long duration bonds and VIX ETFs, which can both be used as substitutions for equity hedging.
Here is the article on Seeking Alpha: http://seekingalpha.com/article/2276573-the-quant-strategy-that-returned-36-percent-ytd-with-etps#comments_header ...
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Trading System
Basic
Private
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This Splits Calendar item gets historical stock splits data for U.S. Stocks starting from 2000 to present. It stores the data in a custom historical database (Splits) that contains fours fields:
- Date: This field contains the Split Ex-Date or the date the stock/share price changes to reflect the split.
-...
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Downloader
Medium
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The distress index is an indicator created by the Foundation for Economic Education (FEE) and it is derived from a handful of statistics. Based on statistics such as unemployment, Customer Price Index (CPI), Gross Domestic Products (GDP), Total Capacity Utilization (TCU) and Household Financial Obligations as a percent of Disposable...
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Downloader
Medium
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This function returns the number of calendar days between two dates.
For example, if you want to know the number of calendar days (not trading days) between the current bar and the previous bar, just type:
a = daysBetweendates(date(), RefString(date(), 1));
plot(a, "");
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Indicator
Basic
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SocialPicks is a community for stock traders and investors to share investment ideas, rate stocks and track other users' investment decisions and performance. Each investor can express his opinion regarding a particular stock; he can then decide whether his is bullish (initiate a buy) or bearish (initiate a sell) on...
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Downloader
Medium
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NYSE Up/Down Volume Ratio is often used as a barometer for stocks trading on all U.S. Exchanges even though it is calculated based on stocks listed on the New York Stock Exchange. NYSE Up/Down ratio represents the volume of NYSE stocks that are advancing divided by the volume of...
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Downloader
Medium
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PERCENTRANK of High, Low and Close values translated from Amibroker.
Amibroker Code:
function PercentRankHLC(Data1, Data2, Data3, Periods)
{ ...
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Indicator
Medium
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Here is a download item that will allow you to retrieve daily historical continuous contract data for CME Eurodollar futures. It gets non-adjusted price based on spot-month continuous contract calculations.
Eurodollar futures are interest-rate derivatives based on the LIBRO. These 3-Month Eurodollar futures are traded on the CME or Chicago Mercantile...
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Downloader
Advanced
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This Downloader downloads fundamental data from Morningstar's free service. 82 different elements are captured into a "morningstar_fundaments" database. Typically 10 years of data are available. The data points provided are:
Financials
Revenue USD Mil
...
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Downloader
Medium
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This function returns the current stock's industry position within the QuantShare industry list.
Industry list is automatically added to your database once you get ticker symbols using the "Symbol -> Auto Manage Symbols" feature.
Example:
...
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Indicator
Medium
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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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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
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Camarilla Pivot Points can be displayed on a chart using this drawing tool. By moving the mouse cursor over a chart, this item shows the pivot point, 4 support lines and 4 resistance lines for the selected bar.
The support and resistance pivot points created by the camarilla equation uses the...
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Drawing Tool
Medium
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This EPS Growth object downloads fundamental ratios that are related to EPS or Earnings Per Share growth.
It downloads seven EPS ratios:
Five Year Historical EPS Growth: The first item is the average annualized EPS growth over the last 5 years.
...
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Downloader
Medium
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Yesterday, I have created a download item that creates an index called the 724. The same guys who created this indicator also created another one called the Permabear sentiment index. Permabear refers to people who are always pessimistic and negative about the future direction of the economy and markets. The...
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Downloader
Medium
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The majority of stock exchanges report what is called Advancing, Declining and Unchanged volume.
The advancing volume is the total volume of all the advancing issues.
The declining volume is the total volume of all the declining issues.
The unchanged volume is the total volume of all the issues whose price...
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Downloader
Advanced
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Use this screen on any set of stock quotes. The idea is to find low priced stocks (price between 1 and 5) that experience a growth of volume and the volume is higher than the average volume for the last 50 days. The last criteria is that the close must...
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Screen
Medium
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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...
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Composite
Medium
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When there is more short selling volume than long volume, traders expect a decrease in the price of the stock and when there is more long volume than short selling volume, traders expect an increase in the price of the stock. However, things could happen differently from what traders expect.
The...
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Indicator
Medium
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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
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