This list contains 42 trading rules. These rules use the close and open prices to detect simple patterns like:
The close price is higher the close price of yesterday.
The open price is near the low price for the day.
The close price is lower than the low price of the day...
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Rules
Basic
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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
Advanced
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For a reliable trading system this score must be > 1.68. You can use it with any of your trading system during back testing to see how good your strategy is.
This script is based on an Advanced Momey Management and to use it, after downloading, follow the steps given below:
Simulation/backtesting...
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Money Manag.
Medium
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This is a list of 300 stocks that have most heavily traded options volume for the month of May 2016, as compiled by CBOE. Being the most heavily traded also makes them the most liquid, ie: tight bid/ask spreads. This list can be downloaded every month...
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Watch List
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 "bolsamadrid.es" website provides historical end-of-day data of companies listed in the Bolsa de Madrid or the Madrid Stock Exchange. The item I have created downloads the historical end-of-day quotes of all the 157 symbols for a specific start and end date ('From' date and 'To' date).
The list of symbols...
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Downloader
Medium
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The Geometric moving average calculates the geometric mean of the previous N bars of a time series or trading indicator. The simple moving average uses the arithmetic mean, which means that it is calculated by adding the time series' value of the N previous bars and then dividing the result...
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Indicator
Medium
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The ratio of Total Market Cap to US GDP is an economic indicator measure that tells us whether the stock market valuation is overvalued, undervalued or fairly valued. Warren Buffet once said that the percentage of total market cap to US GNP is the "best single measure" for stock market...
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Indicator
Medium
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Developed by P.N. Haurlan, the Haurlan Index is a market breadth indicator with three components. The first one, the short-term component, calculates the 3-bar exponential moving average of the number of advancing stocks on the New York Stock Exchange minus the number of declining stocks on the same exchange.
The intermediate...
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Indicator
Medium
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Dividends are portion of corporate profits that a company decides to redistribute to its shareholders.
Depending on their dividend policy, some companies will pay dividend to their shareholders while others prefer to invest in their future growth.
This downloader gets dividend data from the yahoo finance website. It downloads history of...
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Downloader
Advanced
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This function is an enhancement to the chande_trendscore function added by "The Trader". You can read more about the origin, purpose and behaviour of the function here: 317
This version adds 3 enhancements to the original function.
1) It accepts a symbol as a parameter. This is desirable in conditions...
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Indicator
Medium
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Stock market analysts provide earnings estimates for companies they follow. These estimates are usually provided on a quarterly and yearly basis and for a certain period of time.
Earnings estimates are often revised when something new occurs to the company and analysts think that these changes could affect the future earnings...
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Downloader
Medium
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One way to discover stocks that are in a trading range and may move in one way or another in the coming days is to count the number of close and moving average crossovers over the previous days. For example, a stock that had four crossover during the last 10...
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Indicator
Medium
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The "GetWeekNumber" function returns the week's number for each month. The value will vary from 1 to 5, where "1" indicates the first week of the month and "4 or 5" the last week of the month (depends on the number of days in the month).
This function can be used...
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Indicator
Medium
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As with the 463 item, this downloader gets historical end-of-day data for several markets from Yahoo finance website.
In addition to that, it will also create a custom database "adjust" and store in that database, the adjustment ratio as well as the unadjusted close.
The adjustment ratio will be stored under the...
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Downloader
Medium
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This Indicator contains macd.macd signal and ema
MACD Moving Average Convergence/Divergence
SYNTAX Macd( ARRAY signalperiod)
MACD returns the Moving Average Convergence Divergence indicator. MACD is a momentum oscillator, yet its primary use is to trade trends. MACD has two lines, one called MACD line or fast line and the other MACD signal...
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Indicator
Medium
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This is a Fibonacci Long and Short Trading System based on the Generic Trading System Template I have uploaded a couple of months ago.
It will identify past swing highs and lows and generate a buy or sell signal when a certain Fibonacci retrace level - which can be optimized -...
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Trading System
Medium
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Even in periods where a stock market index such as the S&P 500 rises, many stocks fall sharply. Several reasons could explain this decline: bad news, earnings release below the analysts consensus, big sell orders from institutional traders (micro and small cap stocks are likely to react more to these...
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Trading System
Medium
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The NYSE Index Closes item retrieves historical index closing values from the New York Stock Exchange website.
Eight indices data are downloaded by this item: (Symbols are added automatically to the Quote Database)
^NYSE_COMPOSITE: The NYSE Composite Index measures the performance of all stocks listed on the NYSE, including REITS, ADRs...
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Downloader
Medium
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Formula Name:VROC
Formula Full Name:Rate of Change (Volume)
Formula Description:
Rate of Change Volume (ROCV) is an oscillator applied to volume rather than price and is calculated in the same manner as the Rate of Change (Price) indicator.
...
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Indicator
Medium
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This function returns the current stock's industry position within the QuantShare industry list.
Industry list is automatically added to your database once you get ticker symbols using the "Symbol -> Auto Manage Symbols" feature.
Example:
...
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Indicator
Medium
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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.
Medium
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A list of trading rules using the DeMark's DeMarker indicator. This list consists of 6 QuantShare trading rules and each one of them has 20 variations which bring the total to 120 trading rules.
I have backtested this list again a small portion of US Stock Symbols, and come up with...
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Rules
Medium
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The Auto Support Line draws a support line that starts from the low price of the first bar location to the lowest price value of bars that are comprised between the start and end locations of the support line.
A support line is a line that is drawn below prices; it...
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Drawing Tool
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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The number of oversold stocks is a market timing indicator. It is computed by calculating the number of stocks whose Relative Strength Index value (RSI) is lower than 30. The Relative Strength Index or RSI is a very popular technical analysis indicator developed by J. Welles Wilder and used by...
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Composite
Medium
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This function creates a chart with different plots usefull for asset allocation / rotation systems as an update to 1005 :
1. Pane: Relative performance of assets indexed dynamically to first visible date on chart, e.g. changes when scrolling chart
2. Pane: Trend indicator of different assets based on custom indicator and...
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Indicator
Medium
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The majority of companies spend each year a huge amount of money in research and development or R&D. Research and development refers to a creative activity whose purpose is to improve and increase company and its workers knowledge and then to use this knowledge to improve the existing products/applications or...
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Downloader
Medium
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This isn't really a list of trading rules; instead it is a list of technical indicators time-series. It can be used with the 'Mass rules' feature of QuantShare to create easily several trading rules.
Example: Adding a mass rules mask, for example: mask > sma(mask, 50) will result in the creation...
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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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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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The St. Louis Fed's Financial Stress Index is an economic measure created by the Federal Reserve Bank of St. Louis. The index is constructed using several other economic measures that belong to one of the following categories: Interest Rates, Yield Spreads and Divers Indicators. A total of 18 weekly time-series...
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Downloader
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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When added to a chart, this function generates a beep each time a new bar is created.
This function could be particularly useful when streaming real time data in a chart with a custom periodicity (Tickers per Bar, Range Bar.). It allows you to be quickly notified each time a new...
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Indicator
Medium
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The MARSI Indicator (Also called Moving Average RSI) returns the RSI or relative strength index of a moving average and thus generates a nice smooth RSI line. This line can be used to identify trends as well as to detect good entries.
The interpretation of the MARSI indicator is the same...
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Indicator
Medium
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This indicator measures the volatility by subtracting the highest high over a specific period by the lowest low over the same period. In other words, the volatility here represents the distance between the highest and lowest value over a specific lookback period. You can of course modify the function and...
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Indicator
Medium
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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
Medium
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Two years ago, I have created a stock market news downloader that gets news data for U.S stocks from an RSS feed provided by Google.
This item downloads the last 10 news items and stores them in a custom database whose name is "google_news". You can get this trading item here...
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Downloader
Medium
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