Using the composite tool and an historical database of dividend payments, I have created an index that gets the total number of dividend distributions by U.S. companies for every trading day. The composite or indice name is "_DIVIDENDS_TOTAL". On February 18, 2011 for example, there were 21 dividend distributions, while...
No notes
|
Composite
Medium
|
|
|
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...
No notes
|
Downloader
Medium
|
|
|
NOTE: Updated 01/25/2014. See Note 3 below. Thanks to Zoidberg, many thanks.
This EOD(end of day data, no intraday data) downloader can be used to download all data sets from the Quandl.com website. They have more than 8 million global data sets available, so get busy!
Visit http://www.quandl.com/country-index for complete listing for...
No notes
|
Downloader
Medium
|
|
|
QS language model of 2012 Keller "Flexible asset allocation" paper:
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2193735
The model ranks the following assets by momentum, correlation and volatility, rotates monthly, equal weight:
...
No notes
|
Trading System
Medium
Private
|
|
|
This ticker list contains 3615 symbols of companies listed in the Bombay Stock Exchange (BSE). The data contains the symbol name as well as the company title, and it can be used with the following end-of-day downloader: 220.
The Bombay stock exchange is the largest exchange of the 23 stock exchanges...
No notes
|
Symbols
Medium
|
|
|
The Forecast Oscillator is a technical indicator that compares a security close price to its time series forecast. The time series forecast function name is "tsf" (already implemented in QuantShare) and it calculates the projection of the price trend for the next bar.
The Forecast Oscillator and therefore the time series...
No notes
|
Indicator
Medium
|
|
|
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...
No notes
|
Downloader
Advanced
|
|
|
Trend Strength Indicator by Frank Hassler ot engineering-returns.com
I found the TrendStrengthIndicatior trading object on this site. However, I compared it to the results produced by original AmiBroker code published by Frank Hassler and found, that results are quite different. So I rewritten the AmiBroker code to C#. This one generates...
No notes
|
Indicator
Medium
|
|
|
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) >...
No notes
|
Indicator
Medium
|
|
|
The staggered entry and exit strategy allows you to enter a percentage of the total number of shares to buy when the first condition is met. The remaining number of positions is entered only when the second condition is met.
For exits, it will close only a percentage of the total...
No notes
|
Money Manag.
Medium
|
|
|
Correspondence between bars of trading days and their actual dates is sometimes needed in trading. In fact, trading days do not include neither weekends nor some holidays. Besides, the trading period does not correspond to a particular interval of the calendar; it starts and ends dependently on the trader's...
No notes
|
Indicator
Medium
|
|
|
The Abu Dhabi securities exchange is a stock exchange located in Abu Dhabi in the United Arab Emirates - UAE. The current ticker symbols list includes the 67 companies that are listed in this stock exchange. The companies sectors are as follows: Bank and Financial services, Real Estate, Telecommunication, Consumer,...
No notes
|
Symbols
Medium
|
|
|
Using put and call volume from all market participants (Customers, Firms and Market makers), this trading indicator calculates the put/call ratio of each individual U.S. Stock.
357 downloader gets U.S. options put and call volume from the Options Clearing Corporation website. You should install and execute this downloader before using the...
No notes
|
Indicator
Medium
|
|
|
In technical analysis and active trading, the majority of oscillator systems follow almost the same logic. Buy when the oscillator moves above a certain threshold and sell when it moves below a certain threshold. The problem with this approach is that it doesn't take the evolution and the volatility of...
No notes
|
Indicator
Medium
|
|
|
This Bankruptcy Fillings downloader gets data from the Bankruptcy Data Project at Harvard. It downloads bankruptcy filed in the United States by individuals and entities (companies).
I have already created a downloader that gets data for the Chapter 7 bankruptcy filings (187). The current item downloads data for all types of...
No notes
|
Downloader
Medium
|
|
|
The S&P 500 earnings and estimate report shows the consensus expected earnings per share and price earnings ratio of the S&P 500 Index.
The report is released by The Standard & POOR's company.
This item creates and downloads historical data for the following ticker symbols:
^Earnings_Bottomup: Operating earnings per share (bottom up estimations) ...
No notes
|
Downloader
Medium
|
|
|
This item downloads seasonally adjusted 4-Week moving average of Initial Jobless Claims from the U.S. Department of Labor: Bureau of Labor Statistics. The data starts from 1967 to present and is updated weekly. The symbol associated with this time-series is '^Initial_Jobless_Claims'.
The Initial Jobless Claim is an important economic indicator that...
No notes
|
Downloader
Medium
|
|
|
The SMM trading indicator is very similar to the SMA (Simple Moving Average) function, except that instead of returning the average (or mean) price it returns the median price.
A median is conceptually similar to a average except that an average is affected by outliers while a median is not. It...
No notes
|
Indicator
Basic
|
|
|
The Choppiness Index is an oscillator designed to determine if the market is choppy (trading sideways) or not choppy (trading within a trend in either direction). The Choppiness Index is not directionnal. Higher values equal more choppiness, while lower values indicate directional trending.
- the Choppiness Index measures the linearity...
No notes
|
Indicator
Basic
|
|
|
These masks uses some formulas to determine how far is the time-series current value from its high and low of the x preceding bars.
The first mask calculates the distance in percentage between the time-series and its high, while the second use the same calculation but for the low.
The last one...
No notes
|
Rules Mask
Medium
|
|
|
This indicator returns the percent of time a security spent trading above a certain moving average. You just have to specify the lookback period and the moving average period and the indicator will calculate the number of bars where the security traded above its N-bar moving average and divide that...
No notes
|
Indicator
Medium
|
|
|
Do you want to know how an asset performed in the past following a specific pattern or event?
Now, you can with the new trading indicator (PatternPerf) I am presenting here. It is the perfect indicator for creating adaptive strategy. Why? Because on each trading bar, this indicator tells you how...
No notes
|
Indicator
Medium
|
|
|
The expected US Market volatility for the next 30 days is measured by the VIX or the Chicago Board Options Exchange Market Volatility Index.
The VIX measures the implied volatility of the S&P 500 index options. It is a very popular index introduced by Robert Whaley in 1993. The index...
No notes
|
Money Manag.
Medium
|
|
|
The following Forex correlation trading item creates a correlation matrix between several currency pairs.
Correlation is a statistical measure of the relationship between two securities. It tells us whether two currency pairs are moving in the same, opposite or random direction.
Correlation values vary between -100% (Forex pairs move in the same...
No notes
|
Pivot Table
Medium
|
|
|
Download the earning release date and time for US companies. On running this downloader, a new custom database (fund_earnings) with two fields (earning and ispm) is created.
The earning field gets a value of 1 on the date-time the earning is going to be released. The (ispm) field is used by...
No notes
|
Downloader
Medium
|
|
|
After a backtest, this trading system generated an average annual gain of 22.79%. The strategy Sharpe ratio for all period (2001-2011) is 0.77 and only 24.02% of trades were winners. Among the 11 years tested, only four showed a small negative return.
Here are the trading system settings:
- Number of...
No notes
|
Trading System
Medium
|
|
|
This System for Tactical Asset Allocation is inspired by a system of Markos Katsanos published in his book "Intermarket Trading Strategies".
Following aspects of Asset Selection from a wide array of ETFs and its Timing are considered:
-An ETF is selected when the ROC of the MA is positive
-The Regression Slope...
No notes
|
Trading System
Medium
Private
|
|
|
The price pattern drawing tool allows you to select a price range to create a drawing item from prices in that range.
Once created, you can move this drawing item like any other item.
This price pattern drawing tool can useful in several ways:
- You can for example compare recent price movements...
No notes
|
Drawing Tool
Advanced
|
|
|
Download Valuation Confidence Index data starting from October 1989, for institutional and individual investors, from the Yale School of management. The following item creates two symbols (^YALE_VCI_INSTITUTIONAL and ^YALE_VCI_INDIVIDUAL). The first one concerns the Valuation index for institutional investors, while the second concerns the valuation index for individual investors.
I have...
No notes
|
Downloader
Advanced
|
|
|
This EOD strategy uses Fractal Adaptive Moving Average - FRAMA, Buy Sell Simulation Indicator and Percentile - Percent Rank of a Trading Indicator.
Trend is defined as: Frama(50)>Frama(100).
Buy Signal is genereted as: Percent Rank Oscillator of FRAMA(10) ==0.
Sell Signal is generated as: Percent Rank Oscillator of FRAMA(10) == 100. ...
No notes
|
Trading System
Medium
|
|
|
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...
No notes
|
Downloader
Medium
|
|
|
The Monthly Retail data, which is released by the U.S. Census Bureau, contains several time series on retail economic activity in the United States. The data is obtained by the Advance Monthly and Monthly Retail Trade Surveys (MARTS and MRTS).
This object downloads two time series from the MARTS, which are...
No notes
|
Downloader
Medium
|
|
|
This fixed percentage of current equity position sizing method is almost similar to the default position sizing. It allocates a certain percentage of the current portfolio equity to new positions. This percentage is calculated by dividing the current portfolio equity by the total number of positions allowed.
That percentage depends on...
No notes
|
Money Manag.
Medium
|
|
|
best watchlist created ,tested on indian market try it u will get more profts....
No notes
|
Watch List
Medium
|
|
|
This indicator gets a time-series, a day, a month and a year and returns the value of this time-series at the specific date (Date calculated from the provided day, month and year). The indicator name is "ValueOn" and it uses the "ValueWhen" function to return that value.
To specify an unknown...
No notes
|
Indicator
Medium
|
|
|
Inspired by Butler (2012) Adaptive Asset Allocation: A Primer (http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2328254)
"The paper addresses flaws in the traditional application of Modern Portfolio Theory related to Strategic Asset Allocation. Estimates of parameters for portfolio optimization based on long-term observed average values are shown to be inferior to alternative estimates based on observations over...
No notes
|
Trading System
Advanced
Private
|
|
|
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...
No notes
|
Indicator
Medium
|
|
|
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...
No notes
|
Indicator
Medium
|
|
|
This downloader gets splits announcements for U.S. stocks. It creates a custom database (splitsannounced) with the following fields:
Date: Ex-date or the date that the stock price is scheduled to adjust on the exchange
Ratio: The split ratio. Example: 5-4 or 1-2
Payable: The date the stock split will be paid. Example: Sep02
Announced:...
No notes
|
Downloader
Medium
Private
|
|
|
This trading screen uses three fundamental valuation ratios to create a ranking system using the composite function.
The screen consists of calculating the percentile rank of the inverse of each valuation ratio (Based on all U.S. stocks) and then returning the percentile rank of the following measure (0.4 * Percentile Rank...
No notes
|
Screen
Medium
|
|
|
Sort objects
Subscribe to trading items feed
