This item calculates the SCTR (Stock Charts Technical Ranking). Please see the link for description. https://school.stockcharts.com/doku.php?id=technical_indicators:sctr
cFunctions.SetForwardAndBackwardBars(200, 0);
String str = "EMA200_ = ((Close - ema(200))/ema(200)) * 30;" + ...
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The flat market indicator is a technical analysis indicator that can help you identify possible congestions in your asset's prices.
Congestion is a situation where no significant change in asset's price happens. It also sometimes indicates areas where heavy trading volume occurred in the past. Congestion periods are sometimes followed by...
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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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A REIT is a company that invests in real estate and distributes at least 90% of its income to its investors/shareholders. REITs are involved into financing real estate or income-producing real estate such as shopping centers, offices, hotels and apartments. As with other companies, REITs are listed on stock exchanges...
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Downloader
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The Coppock indicator, developed by Edwin Coppock, is used as a technical analysis tool to detect the beginning of bullish periods. Initially confined to the Dow Jones Industrial Average, it is also appropriate for use with other indices.
The Coppock indicator, also called Coppock curve, is generally used by long-term...
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The Sortino ratio is a popular measure of the risk of an asset, investment, portfolio or strategy. Its formula resembles the one that describes the Sharpe ratio with a small variation that consists of penalizing only negative returns.
Sortino ratio uses the downside standard deviation instead of the classic standard deviation....
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This downloader gets intraday data for more than 200 assets from the currency, index and futures market. The data is available for the last seven trading days and it is downloaded in 5-minutes time frame format.
- Forex:
...
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This is a small list of trading rules that uses trend indicators to detect trending securities (bullish). The list contains several rules that use the following indicators: Moving average, Directional movement index, Average directional index (ADX), Aroon indicator and Percentage price oscillator (PPO).
Example:
cross(close, sma(25))
Interpretation: Generates a signal when the...
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Rules
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This item downloads stock news data for the Hong Kong Stock Exchange. It gets data by symbol, for all Hong Kong listed stocks, from Yahoo news RSS feed and saves it in "yahoo_news" database.
News data can be plotted on charts and used to create trading rules and strategies.
To display...
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Downloader
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After merging with the Paris Stock Exchange and the Brussels Stock Exchange to form the Euronext in 22 September 2000 (Euronext merged with NYSE in 2007 to form the NYSE Euronext), The Amsterdam Stock Exchange name changed to become the Euronext Amsterdam.
The Amsterdam Stock Exchange is considered to be the...
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Symbols
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Sentiment indicator from Dennis McNicholl's 2002 Book "Taming Complexity in Trading; Beating the Dow 3 to 1"
It uses statistical techniques to make the stock series stationary and then works on looking at the confidence intervals of the moving standard deviation of the smoothed transformed series.
It is best as a very...
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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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This Average Year over Year indicator will calculate the average close price (or any other time series) movement over the preceding N-years.
For any particular date, it will take the preceding N-year values and calculate the average one-bar return of these values.
Note that this indicator can work with daily, weekly and...
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Indicator
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Based on the number of buy signals, this money management script calculates its 10-Bar moving average and compares it to the 50-Bar moving average. If the former moving average is lower than 0.4 times the latter moving average, then trading is halted during the next 30 trading bars.
The number of...
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Money Manag.
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This Singapore Historical Data item retrieves EOD quotes for all companies that are listed on the Singapore Stock Exchange. The list of ticker symbols can be downloaded here: 237.
You can choose to download data for the last 5 days (week) or 5 years. In the "TimePeriod" tab of this SGX...
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Downloader
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The Safezone indicator, introduced by Alexander Elder in 2002, is used as a stop order against signal reversal in trending markets.
The Safezone stop intends to create a better trailing stop by eliminating the noise component of a trend and by creating a safer stop. It calculates two lines depending...
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The AAII Bull Ratio is a sentiment indicator created using the famous AAII sentiment survey. A survey, in which, the American Association of Individual Investors (AAII) asks, every week, its members about their view on the direction of the stock market in the near term. Using the percentage of members...
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Composite
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TFS is a trend-following system introduced by Bryan Strain in "How to get with the trend and out at the end" in the Stock & Commodities magazine in 2000. It consists of a set of three indicators, used together to generate entries. We here focus on the TFS tether line...
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Few weeks ago, I have uploaded two trading items that download data from Google trends to create sentiment indicators.
The 726 is constructed by adding Google trends volume of four pessimistic and popular traders (Roubini, Nassim Taleb, Peter Schiff and Marc Faber). The 724 represents Google trends volume of Nouriel...
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Downloader
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The 2 percent rule is a simple risk management strategy that controls the maximum amount you can lose for each invested asset.
The rule here is very simple: Never risk more than two percent of your total capital on any single stock. If you end up having 10 consecutive losses, that...
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Money Manag.
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To help the QuantShare community make use of the 565 function and to illustrate the application of Rules Manager, we have created a Price Channel Position rule list.
The Price Channel is designed to measure where price is within the range of the channel look back period, expressed as a percentage...
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Rules
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This item downloads historical end-of-day data for Bombay Stock Exchange companies. The historical data goes back to 2000 for some symbols. The item downloads quotes very fast because it does not get data for each symbol separately but instead get compiled data for each month. You can specify the start...
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Downloader
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The number of listed companies refers to the total number of companies that have shares listed on a given exchange at a specific period. This includes domestic (Incorporated in the same country as the exchange) and foreign (Incorporated in a different country than the exchange) companies and excludes funds and...
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This has been suggested and provided on the Quantshare forum but not uploaded as an indicator/ function (that I can find) Credit: Allan Nathan.
Default is for month (21) and annualized value.
Historical Volatility reflects the past price movements of the underlying. Historical volatility is also referred to as the asset's actual...
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Indicator
Basic
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Moving Average Derivative
This Indicator shows the value of the slope (Derivative) of the Moving Average with X days.
The slope is calculated in % increase.
A negative slope means the Moving Average is decreasing, so a bearish signal to the the stock.
...
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Indicator
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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
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Double / triple smoothened EMA with flexible alpha to be used in Sector Surfer, AAA and FAA paper models
1455
1454
1453...
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Indicator
Medium
Private
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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
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This staggered entry money management strategy lets you enter a certain number of shares when the buy rule is met and the rest of the shares when the position increases by a specific percentage.
For example, we can define the following strategy:
Enter long 60% of shares when the stock crosses its...
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Money Manag.
Advanced
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The federal funds effective rate is the weighted average of rates on trades between brokers. As a simple example, if a borrowing bank A pays 5% to a lending bank B to borrow funds and on the same day a bank C pays 4.5% to a lending bank E to...
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Downloader
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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
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Hong Kong EOD data item allows you to get free historical end-of-day data for all stocks and Etfs listed on Hong Kong Stock Exchanges.
Hong Kong Stock Market:
- The list of ticker symbols for HK stocks is available here: 259
- The list of ticker symbols for HK Etfs is available here:...
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Downloader
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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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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
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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 ...
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Symbols
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The following download item retrieves historical EOD data for the Singapore Exchange (SGX). It gets data very quickly (by date) for the last 22 market days and for all securities (Stocks, ADRs, Company Warrants, ETFs and ETNs).
To get older data, please use the following downloader: 1171. You can also use...
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Downloader
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There is a special candle that has no real body to speak of and is called the doji. The close of this candle is at exactly the same price as the close. Doji formations help confirm reversals. There are different names and nuances associated with certain dojis, such as the...
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Watch List
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This function can be used to calculate Upside/Downside standard deviation or any other custom standard deviation.
As an example, let us say you want to calculate standard deviation of returns but just returns that occurred while a particular stock was trading below its long-term or 250-bar moving average. That particular standard...
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Indicator
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This composite calculates daily standard deviation of one-bar rate of return for all securities. It also calculates the average one-bar rate of return for all securities. The average or mean value is stored in the "volume" field; it is multiplied by 10000 because the "volume" field accepts only integer values...
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Composite
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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...
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Composite
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