The Yahoo fundamental downloader gets four fundamental items for more than 4000 U.S. Stocks. It retrieves stock's market capitalization, return on equity, return on assets and finally the forward PE.
The market capitalization as you probably already know is the market price of the company and it results from the multiplication...
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The daily price index is a measure of the inflation of a specific country and it is created by the Billion Prices Project.
The Billion Prices Project is an academic initiative that gathers prices from several online retailers on a daily basis and then uses this data to perform...
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Here is a UK economic data item that downloads economic time series from the Office for National Statistics website.
It can be used to download almost any economic indicator for the United Kingdom economy.
Currently it is set to download the Average Earnings Index for the whole UK economy. The Average Earnings...
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This rule mask demonstrates and provides a template of how to combine the 565 and 566 functions to automatically create buckets off of any time series.
This rule mask converts a time series into bucket values. The resulting values will range between 0 and the one less than the Number...
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Rules Mask
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The advancing and declining volume or the total volume of stocks that advanced and the total volume of stocks that declined every day can be used to create several market breadth indicators. One of these indicators is called the Up/Down Volume Spread. The indicator formula is simple; it is the...
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Composite
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Based on the Chaos Theory, the Fractal Market Hypothesis is an alternative to the Efficient Market Hypothesis. It assumes that each trader may interpret trading information in different ways and at different times (The Efficient Market Hypothesis assumes that all information is reflected in prices), that investors are not rational...
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Insiders are individuals that have access to non-public information about a company; they are usually directors, key employees, large shareholders... Their activity (Buy and sell transactions), which is made available to the SEC within few days, is watched and followed by individuals and institutional investors.
A high selling volume made...
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Downloader
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The object gets a list of companies that are either upgraded or downgraded by analysts for the current trading day. Analysts working for brokerage firms track the performance of thousands of U.S. companies. An analyst upgrades a company if he/she thinks that the company stock price is underpriced, and downgrades...
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This trading system consists of purchasing S&P 500 or any other market index on some particular months that are known to be profitable (average over long periods).
The strategy enters S&P 500 on March, April, October, November and December. It buys the first day of these months and exits the position...
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Trading System
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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
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Here is an indicator I am using to detect potential turning points in the S&P 500 Index. The technical indicator is the addition of the percent rank of the AAII Bullish Index and the percent rank of the S&P 500. The lower the indicator value is the more likely there...
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Indicator
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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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The plurality index is a market breadth indicator based on the number of advancing and declining issues. These numbers must be downloaded first before using this indicator: 159. Note that the plurality index uses two ticker symbols created by the previous downloader: ^ADVANCE-ISSUES-NYSE and ^DECLINE-ISSUES-NYSE.
The plurality index is always positive...
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Fixed Bucket Calculation
In financial modeling, "normalizing" data is critical to evaluating a time series in a smooth and consistent manner. What constitutes a high versus what is a low value? Properly characterizing values is important to determine valid "signals". It rarely a good idea to...
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Currently there are more than 1480 Foreign Institutional Investors registered to the Securities & Exchange Board of India, SEBI, an organization whose role is to regulate the stock market in India. The SEBI is the Indian equivalent of the SEC or Securities Exchange Commission in the United States of America.
An...
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Downloader
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The idea behind the volatility quality index is to discern bad and good volatility in order to create a better volatility indicator that can identify better trade opportunities.
This trading indicator is based on the true range and it is calculated using the latter indicator plus the open, close, high and...
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The Margin Trading data for the National Stock Exchange (India) is downloaded from the NSE website (http://www.nseindia.com/archives/archives.htm). It includes the quantity and the amount financed by members/dealers of the NSE under the Margin Trading Facility for all securities listed in the exchange.
Members of the exchange report this data to the...
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Downloader
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If you have a trading system that is not fully invested 100% of the time and you want to invest that cash into a security like a bond fund or a money market fund then you can use this money management script to do that for you.
Steps:
- Download this money...
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Money Manag.
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Variable Index Dynamic Average (VIDYA) is a special moving average which was developed by Tushar Chande. The complete details about this technical indicator can be found in %u201CThe New Technical Trader by Tushar Chande and Stanley Kroll%u201D.
VIDYA is essentially a dynamic exponential moving average wherein the market volatility is...
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The correlation filter money management strategy analyzes each incoming order and measures its correlation with each opened position in your portfolio. If the correlation between the new order symbol and a portfolio symbol is higher than a specific threshold (definable and optimizable in money management inputs) then the order is...
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Money Manag.
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The 'Choose' function is a small piece of code that returns a vector given an index. The function accepts six parameters, the first one is the index and it is used to select one the next five parameters. The others parameters accept any numeric vectors.
Example:
a = rsi(14);
b = rsi(14) >...
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If - while swing-trading - you want to buy e.g. when a higher swing high occurs after a higher swing low then you could set up your trading system as follows:
buy = sp(10, -1) > 0 && sp(10, 0) > sp(10, 2) && sp(10,1) > sp(10,3);
What does it mean?
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This item retrieves a list of options, for the US markets, from a Covered Call Screener. The Screener displays each day, the potential candidates for a covered call strategy, with several measures, like the percentage of Return on Exercise, or the Probability of Max Return.
The first time you start the...
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Downloader
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The Google Investing Index is a measure that tracks google search engine queries related to the market-related keywords such as stock, gold, stock market, etf, exchange traded funds, oil...
This item downloads the Google Investing Index from Google servers and associates the data with the following ticker: ^GOOGLEINDEX
You can of course...
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Downloader
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Intrade is a market prediction website where users predict whether a specific event will occur or not. In fact, Intrade is an exchange that facilitates the matching of orders from its customers. Intrade users trade events instead of securities. Each event has a close, open, high, low and a volume...
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Downloader
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Aggregate fundamental data for industries could be very useful in a top-down analysis style. It can be of course be used in several ways and would allow you for example to create industry-specific rules in your trading or ranking system.
By running this item daily, you would be able to gather...
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Downloader
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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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Download historical earnings release date and approximate time for all markets supported by Yahoo, beginning with current quarter and going back several years. This should be useful when backtesting equity strategies which either focus on entering positions during earnings (buy the rumor, sell the news, etc), or those that want...
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Downloader
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The Chile stock market is relatively small compared to others American stock exchanges.
The Santiago Stock Exchange is the Chile's main stock exchange. This exchange lists stocks, bonds, stock options, futures as well as gold and silver coins.
This list contains the details of companies listed on the Santiago stock exchange; the...
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Symbols
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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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The Reward/Risk drawing tool would allow you to click somewhere on a chart to define a trade entry price, stop price and a target price. It then displays the stop and distance from the entry price as well as the Reward/Risk ratio.
A value of 1 means that the based...
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Drawing Tool
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Australian stock market traders who are interested in building a fundamental database can use this item to download historical fundamental data. The data is retrieved from (ascii-data.com) website; it is available from December 2003 to July 2009. July was the last release; I don't know the reason why the website...
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Downloader
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The Keltner Channel Breakout is a trading strategy that creates short signals when the close price breaks above the high band/line of the Keltner channel.
This trading system is short only. It enters short orders when the close price of a security crosses above the high band of the 40-Bar...
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Trading System
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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...
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Money Manag.
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This function calculates the number of days until a contract expires. It works with all symbols that have a date in the 'Expiration Date' field. I am using it with these US options symbols (306, 307).
The function takes no arguments and it just uses the date it finds in the...
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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
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With that downloader you can get very accurate EOD and Intraday Data from equities, futures and forex.
This downloader is using the free API function getQuote() from Barchart.
You can found a detail description here: https://www.barchart.com/ondemand/api/getQuote
...
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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
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The federal funds rate is the interest rate at which banks in the United States lend their balances at the Federal Reserve to other institutions. Banks give each other loans based on this interest rate. The federal funds target rate is one of the tools of the Federal Reserve to...
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Downloader
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