This Generic Trading System Template can be used as a starting point for your own trading system developments. It includes all the simulator settings that can be parameterized as well as examples for ranking, optimization, stop-setting, entry/exit rules and limits.
The template is grouped into settings that are likely to get...
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Trading System
Medium
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Earningswhispers.com is a website that provides earnings guidance and information. Since some time, Earningswhispers.com is making available its earning information and whisper report via RSS. The RSS content contains story headlines and descriptions, as well as the URLs that directly link to the full story on Earningswhispers.com.
This current object downloads...
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Downloader
Medium
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This is an item for UK stock traders that need historical quotes data. The end-of-day historical data is downloaded from Google for 2867 ticker symbols. The symbol list (Stocks that are listed in the London Stock Exchange) can be downloaded at the following location: 216. You can choose the start...
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Downloader
Medium
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This system is a very frequent trading system. The basic is as follows:
1. The system purchases stocks at the limit price based on the previous day.
2. If the trade is executed, the stock will be sold at the limit price of high the following day. If...
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Trading System
Medium
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The "AutoSR" function is a very useful trading indicator that automatically calculates support and resistance lines for any security. It can be used to calculate the last support or resistance lines (Detect chart patterns using the auto support/resistance indicator) or it can be used to calculate the support and...
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Indicator
Advanced
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Here an interesting page that allows EOD download by ISIN codes for several exchanges since 2000. All ISIN symbols incl non-public indices, commodities, etc seem to work.
http://charts.dgap.de/clients/dgap/download_share.php?lang=german&isin=BRIBOVINDM18&start_day=10
&start_month=12&start_year=1992&end_day=10&end_month=06&end_year=2014&exchange=XETRA&go=download
...
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Downloader
Medium
Private
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This indicator tells you whether a security is trending up or down based on ten moving averages (instead of just one). This is accomplished by calculating ten moving averages with different periods (20, 40, 60 ..., and 200) and then comparing them with the close price. For each trading bar,...
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Indicator
Medium
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This daily Forex-System for the EURUSD is inspired by the book "Intermarket Trading Strategies" by Markos Katsaros.
It uses the 10 year US-Bond yields and the Commodity CRB-Index as an Intermarket-filter for the Moving Average Signals and Wilders pSAR as Stop-Loss.
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Trading System
Medium
Private
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The following screen calculates the average one-month return for each stock and compares that value with the one-month return of their corresponding industry. The average industry return is calculated using the "comp" function. More info can be found on our blog posts about this composite function.
In order for this screen...
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Screen
Medium
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This is an item that contains the details of 2069 ticker symbols. All the stock symbols reference companies trading on India stock exchanges.
The India stock market has two main stock exchanges:
- The Bombay/Mumbai Stock Exchange Limited (BSE) is the oldest stock exchange in Asia and lists more companies...
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Symbols
Medium
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You won't believe how easy it is to hedge a portfolio strategy.
A hedge consists of reducing a portfolio risk by taking an offsetting position in a security. If you hold long positions on US stocks, you can hedge your portfolio by taking a short position on an S&P 500 futures...
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Money Manag.
Advanced
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This system is a very frequent trading system. The basic is as follows:
1. The system purchases stocks at the limit price based on the previous day.
2. If the trade is executed, the stock will be sold at the limit price of high the following day. If...
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Trading System
Medium
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The CBOE Equity options volume of a stock A is the total volume of all options whose underlying security is stock A, that trade in the Chicago Board Options Exchange. The volume can be separated into two categories: Volume of Call options and Volume of Put options.
The Monthly Call options...
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Downloader
Advanced
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Summary:
This indicator script is used to measure long term trends.
Calculation:
The cumulative total of the swing index, which attempts to show the real price of the underlying symbol.
Developer: ...
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Watch List
Medium
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This asset allocation strategy is implemented using a money management script that rebalances your portfolio monthly and adjusts the open positions by making sure they are equally weighted.
At the beginning of a new month (Monday), this asset allocation strategy loops through open positions, calculates the ideal size (total equity divided...
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Money Manag.
Medium
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Relative Performance indicator compares the rate of price change (return) of two or several assets and plots the performance of each asset on the chart.
Relative Performance/Strength chart displays percentage changes and compares the return or price changes of different assets or securities. You can use it, for example, to quickly...
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Indicator
Medium
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Here is a list of rules I am using in the trading system GA and PBIL optimizer to find profitable trading patterns and create new trading systems.
The list contains several rules that only use the close price. I usually use this list with other trading rules as trading system entries...
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Rules
Medium
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The Indonesian stock exchange was created after the Jakarta Stock Exchange merged with the Surabaya Stock Exchange in 2007. Before that, the Jakarta stock exchange which was based in Jakarta was the main stock exchange in Indonesia.
This list of ticker symbols lists 312 securities and contains several details about the...
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Symbols
Medium
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This money management script loads dividend data and reinvests these dividends in your trading system using the "AddCash" function available in the "Functions" class of the "OnEndPeriod" event.
Dividend data can be collected using the following downloader:
93
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Money Manag.
Medium
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When added to a trading system, the following money management automatically opens an excel document and exports the equity data when the simulation/backtesting ends.
Before using it, open the money management script using "Tools -> Advanced Money Management Script -> Load".
Select "Global" event, click on "Menu" at the bottom then select...
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Money Manag.
Medium
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This downloader gets last quote prices (realtime shares data) for stocks listed on the Euronext Paris Stock Exchange (Bourse de Paris).
It downloads a list that contains the date, open, share price, today's high and today's low for more than 700 stock symbols (including CAC 40 stocks). The data...
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Downloader
Medium
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Each quarter, companies release their earning numbers in the income statement. The release occurs after or before the market opens.
Earnings are used to calculate several fundamental ratios, including the earnings per share or EPS, which is calculated by dividing the total company's earnings by the number of shares outstanding, and...
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Downloader
Medium
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Alexander Elder's Chandelier Exits trend-following system was first introduced in his book 'Come Into My Trading Room' in 2002. The system intends to provide better stop loss mechanisms by generating exit signals in a trending market. It includes two indicators, one used for up-trends and the other for down-trends.
Indeed, one...
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Indicator
Medium
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This trading object lets you download historical open interest data for several stocks listed on the National Stock Exchange, NSE.
The National Securities Clearing Corporation Limited (NSCCL), which is a clearing and settlement agency for the deals that are executed on the futures and options market , reports daily the market...
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Downloader
Medium
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This trading indicator returns the ratio of S&P 500 index to equity put-call volume. It gets the S&P 500 index (Symbol: ^GSPC using the following downloader 463) and divide it by the put/call ratio, which can be downloaded from 146.
The Equity put-call ratio is a sentiment indicator that measures the...
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Indicator
Medium
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A bull call spread strategy involves buying a call option of an underlying stock and at the same time selling or writing a call option on the same underlying stock and with the same expiration date. The unique difference between these two call options is that the sold call option...
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Downloader
Medium
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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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This function utilizes the historical analyst buy/sell recommendations, downloadable from yahoo by 641, to determine how long it has been since an analyst rating has been provided for a stock. This function can be useful in trading algorithms in determining a confidence value for the rating (the longer its...
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Indicator
Medium
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It is the product of the number of shares outstanding and the stock share price and it vary on a daily-basis (as do the stock price), the market capitalization is a measure of how big or small a company is. It represents the current market value of a company or...
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Downloader
Medium
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The Institute for Supply Management is well known for its ISM Manufacturing Survey. Economic indicators that result from this survey (ISM Manufacturing PMI Index, Manufacturing inventories index, Manufacturing production index...) are available here 189.
The ISM Non-manufacturing report is another report released by the Institute for Supply Management. It is based...
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Downloader
Medium
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The Following Watch list is created for weekly entry,While using this object please see to that you have selected the time frame weekly which gives you better results.
The indicators used in this objects are as follows,
1)Mom( ARRAY close, ARRAY timeperiod).{Momentum}.
2)Apo( ARRAY high, ARRAY fastperiod, ARRAY slowperiod, ENUM movingaveragetype).{Absolute Price Oscillator}. ...
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Watch List
Medium
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This list contains 1950 ticker symbols. These are ticker symbols of stocks that trade in the Australian stock market.
The Australian securities exchange, or the ASX, is the main stock exchange in Australia. It is based in Sydney and it was formed in 1987. The Australian securities exchange...
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Symbols
Medium
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This money management script allows you to add a trailing stop to your trading strategy AFTER a condition is met. For example, the script will allow you to set a 2% trailing stop after RSI(2) > 70.
The script accepts two inputs from the user: the condition to evaluate, and...
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Money Manag.
Medium
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The Guppy Multiple Moving Average is a technical indicator that displays two sets of moving averages. The first set contains six exponential moving averages that use short time frames to monitor the trading activity of short-term traders. The second set contains six exponential moving averages that use long time frames...
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Indicator
Medium
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The S&P 500 - 10-bar moving average return is a market indicator that calculates, each trading day, the 10-bar moving average of each stock that composes the S&P 500 Index. The 10-bar return is then computed for each MA and the results are averaged.
The composite name is "_S&P500_AVGMA". It is...
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Composite
Medium
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The current pivot table returns the average 10-Bar stock performance for each U.S. Exchange (NYSE, NASD, NYSE and OTC). It also returns, in another column, the number of stocks in each one of the previous exchanges. The 10-Bar return calculation is performed using the "perf" trading indicator and it is...
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Pivot Table
Medium
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This fundamental screen looks for stocks with high earnings per share (EPS) value.
Screen Rules:
- Industry average EPS for the stock is positive
- Industry average EPS only includes stocks with a price higher than 2 ...
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Screen
Medium
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The strategy consists of buying additional shares of a stock at a lower price than the first entry price.
It is similar to the "Averaging Down" MM Script but it is specifically built to work with the Connors_Alvarez MDD/MDU strategy.
The script goes through your open positions and if any current price...
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Money Manag.
Medium
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This function parses a symbol custom database and returns a value of one on bars where the database field data contain a specific word.
This function accepts three parameters. The first one is the database name (Example: ' yahoo_news ' if you are using the yahoo news downloader - 88),...
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Indicator
Advanced
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This simple function can be used in Forex trading; it returns for a given symbol whether the specified currency is the base currency or the counter/quote currency.
The function is named "isbase", it accepts the currency name and it returns one if the specified currency is the base currency, minus one...
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Indicator
Medium
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