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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Downloader
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Disposable Personal Income is an economic measure of the total amount of money that is available to the population or households to use and spend after all taxes have been paid.
The Disposable Personal Income is a key economical indicator and is often used to monitor and gauge the state of...
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Downloader
Medium
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A stock is considered to be a threshold security when it has an aggregate fail to deliver position for five consecutive settlement days at a registered clearing agency that total 10 000 shares or more and when this volume is at least equal to 0.5% of the stock total shares...
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Downloader
Medium
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The Tokyo stock exchange, the Osaka securities exchange and the Nagoya stock exchange are the main three exchanges in the Japan stock market.
The Tokyo stock exchange or the TSE is the bigger one; it has more than 2000 listed companies with a combined market capitalization of more than 4 trillion...
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Symbols
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Percent Rank Indicator measures the percentage of bars whose values are below the current bar value in the past N-bars. A value of 100% indicates that the current value is the highest for the given lookback period, while a value of 0% indicates that the current value is the lowest...
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Composite
Medium
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In the 1980s, John Bollinger created a technical analysis indicator called the Bollinger Bands. It consists of three bands: the middle band, the upper band and the lower band.
The middle band is an N-Period SMA (Simple moving average). The lower band is the middle band minus X times an N-period...
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Composite
Medium
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This item downloads Ownership data for US stocks. The data is downloaded from the finviz website and a total of nine ownership ratios are retrieved. The fundamental ratios are stored into the following database 'fund_ownsership', which is a custom historical database.
Each time you run the downloader, a pre-script that I...
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Downloader
Medium
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This rules analyzer metric script produces several metrics, one for each year in the analysis period. Its task is simple, it calculates the 'Output per bar' value, the same way QuantShare calculates it, but instead of producing one 'Output per bar' metric for all the trading period, it produces a...
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Rule Metrics
Medium
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With three simple moving averages and a list of stocks that compose a market, group, index or sector, the Moving Average Trends is a market breadth indicator that results from a simple calculation on a group of stocks.
First of all, for each stock, the market indicator calculates a short, intermediate...
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Composite
Medium
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The Borsa Italiana S.p.A is the main stock exchange in the Italian stock market. It is based in Milan and was acquired by the London Stock Exchange. Besides stocks, Borsa Italiana also manages Italy's derivatives markets and its fixed income market.
This current list contains 301 ticker symbols, mainly stocks listed...
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Symbols
Medium
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The double top, double bottom, multiple top and multiple bottom are four chart patterns. These reversal patterns are generally formed after an uptrend for the double top and multiple top or a downtrend for the double bottom and multiple bottom.
As said previously, a double-top pattern occurs at the peaks after...
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Downloader
Medium
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The OCC, which stands for Options Clearing Corporation, is the world largest equity derivatives clearing organization. The OCC was founded in 1973 and it is under the jurisdiction of the CFTC, Commodity Futures Trading Commission and the SEC, Securities and Exchange Commission.
One of the OCC role is to clear transactions...
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Downloader
Advanced
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The item retrieves historical end-of-day data, including close, high, low and open prices, for 31 currency pairs. A list of available forex pairs can be found here 423.
Steps to follow:
- Go to 423 and install this list of symbols. This will add 31 currency pairs to your symbols database. This...
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Downloader
Medium
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There are two ways to download EOD quotes. Downloading data by symbol (one request for each symbol) or downloading data by date (one request for each trading day).
If you are downloading data for few stocks, the first solution should be more appropriate for you. However, if like me you are...
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Downloader
Medium
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This item downloads historical announcements that occurred during NSE-listed companies board meetings.
Board meeting refers to the meeting of a company's board of directors (President, Vice President, Secretary, Treasurer...). The goal of this meeting is to make decisions and choices regarding the strategy and the future of the company.
Companies...
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Downloader
Medium
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Watchlist detects historical data that have potential splits, issues in prices, and missing volume.
You may modify/add/remove condition of rules and symbol select criteria per your needs.
After you have result dataset, refresh data of symbols with potential issue by right clicking and selecting "Download Data for Selected Symbol"....
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Watch List
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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Example: a=AvgCorrelation("SPY,TLT,EEM",100) ;
This function computes the average cross- correlations of the assets in the list. It sums up the correlations of all possible pairs and divides by the number of pairs.
It can help to visualize how correlated more than 2 assets are. Or it can be used in a system...
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Indicator
Medium
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This composite indicator calculates the total short volume of all US stocks. That is, the short selling volume of all companies listed in U.S. exchanges. The composite plug-in calculates this data for every trading bar and associates the result with the symbol '_ ShortVolume'.
The current composite uses the data provided...
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Composite
Medium
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This item contains ticker symbols of companies that trade in the Germany stock market. The main exchanges in Germany are:
Frankfurt Stock Exchange
Berlin Stock Exchange
Bremen Stock Exchange
Düsseldorf Exchange ...
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Symbols
Medium
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The Williams' VIX Fix (WVF) is an indicator meant to roughly approximate the VIX. It can be useful in situations where there is no implied volatility index for the instrument we want to trade. The WVF is simply a measure of the distance between today's close and the 22-day highest...
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Indicator
Basic
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S&P 500 index constituents as of 1/21/2011 .
The list can be used for creating watchlists, calculating composites etc.
In this list the Name3 field contains "S&P 500" .
Index constituents do change from time to time, and if one wants to keep the list accurate it should be updated with index changes....
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Symbols
Basic
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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
Medium
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The Chart Pattern Indicator is a market tool developed by Thomas Bulkowski and updated on its website thepatternsite.com.
The Chart Pattern Indicator calculates the ratio of the total number of bullish patterns to the total number of bullish and bearish patterns for approximately 500 U.S. stocks. The result is expressed as...
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Downloader
Medium
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This table displays the number of symbols in the watchlists you specify.
It has two columns:
Watchlist: Specify the watchlist name here
Nb Symbols: Gets the number of symbols in the specified watchlist
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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
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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The Rex Oscillator is a study that measures market behavior based on the relationship of the close to the open, high and low values of the same bar. The theory behind the Rex Oscillator is that a big difference between the high and close on a bar indicates weakness. Conversely,...
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Indicator
Medium
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This is an expansion and on the original which diplayed prices rather than returns. I did this 2 years ago and forgot to share.. :(
Added: Equity Cumulative, Benchmark Cumulative, and Equity OverUnder(Equity Cumulative - BM Cumulative)
----------Original--------- ...
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Money Manag.
Basic
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This item allows you to create a Survivorship-bias-free historical database by downloading historical quotes for delisted US companies.
Delisted stocks are companies that are no longer available for trading. A stock can be delisted from an exchange for several reasons: It no longer meets the exchange requirements, it chooses to go...
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Downloader
Advanced
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Welles Wilder Jr introduced in his book 'New Concepts in Technical Trading Systems' several trading indicators including the Relative Strength Index (RSI), parabolic stops and the Average Directional Index (ADX).
He also introduced an indicator, based on the True Range (TR), which estimates the volatility of an asset or market volatility....
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Indicator
Medium
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By adding this money management to your trading system, you can prevent the backtester from purchasing any security that was previously bought in the past N days if its most recent return is lower than the specified threshold.
As an example, let us say that your trading system bought GOOG and...
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Money Manag.
Medium
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Get real-time alerts from Media sentiment. This service provides different kinds of alerts concerning US stocks. These alerts are issued for stocks that are likely to experience a big move in the near future. They are generated when a company management releases its earning news report. Media sentiment analyzes this...
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Downloader
Medium
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The Average Output per Month is a script metric for the rules analyzer plug-in. It loops through all the generated positions and calculates the average output value for each month. It then averages these values to produce a unique metric, which is the average output per month.
The advantage of using...
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Rule Metrics
Medium
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Intraday data for major stock markets downloads historical one-minute intraday data for the current day (real-time for some exchanges) as well as several days in the past. It can download data for more than 25 stock exchanges including the Australian Stock Exchange, Bombay Stock Exchange, Canadian Venture Exchange, Toronto...
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Downloader
Medium
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The Chande's Range Action Verification Index (RAVI) indicator was developed by Tushar Chande. As the ADX indicator, the RAVI is used to identify whether a market or security is trending. The RAVI indicator is calculated using moving averages of different lengths. The first one is a short moving average with...
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Indicator
Medium
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This is a trend following trading strategy that trades S&P 500 stocks.
The S&P 500 trend following system uses the following rules:
- Daily data for S&P 500 stocks
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Trading System
Medium
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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
Medium
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This is a swing indicator that may be used during backtesting to reference swing data.
Format is: swingsim(close, threshold, type, ago);
Threshold = movement required in points to constitute a valid swing
Types are the swing metric that is to be returned, valid types include: ...
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Indicator
Medium
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The screen returns the correlation of each stock with its industry for the last 250 and 30 trading days.
It displays five columns:
- Symbol: The stock symbol name
- Close: The close price at the screen date
- Return: The one-bar return of the stock ...
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Screen
Medium
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