This is a real-time grid/table that displays close and RSI14 values (1-min period) for a list of securities.
You can update any symbol by double clicking on its name (first column).
You can add a new symbol by rigth clicking on the table then selecting "Add Row".
You can learn how to create...
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Unlike the 683, which gets daily picks only from all-Star Motley fool users, the number of outperform and underperform picks for U.S. Stocks downloaded by this item are obtained from all Motley fool users.
The number of daily picks is saved in a historical database called "ascaps".
The number of bullish...
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Downloader
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This is a simple tactical asset allocation strategy (TAA strategy) based just on the relative strength indicator.
The strategy invests in 10 ETFs:
EDV (Vanguard Extended Duration ETF)
EEM (iShares MSCI Emerging Markets Index (ETF))
...
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Trading System
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This Simulator strategy is based on a system described by Larry Connors and Cezar Alvarez in their book "High Probability ETF Trading: 7 Professional Strategies To Improve Your ETF Trading ". The strategy's name is "Multiple Days Up/Multiple Days Down" or MDU/MDD.
This strategy was originally run on these ETFs:
DIA,EEM,EFA,EWH,EWJ,EWT,EWZ,FXI,GLD,ILF,IWM,IYR,QQQQ,SPY,XHB,XLB,XLE,XLF,XLI,XLV
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Trading System
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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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The Fed Watch RSS feed contains news about the Federal Reserve. Some traders, particularly bond and stock traders follow Federal Reserve Activity and try to quickly detect any sign of a potential increase or decrease in the Fed target rate.
Here are some examples of Fed news that appeared on July...
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Downloader
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The advance indicator counts the number of advancing stocks in a specific market, while the decline indicator counts the number of stocks that are declining.
This item downloads the number of advancing and declining issues of the following markets: New York Stock Exchange (NYSE), American Stock Exchange (Amex) and National Association...
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Downloader
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There are several ways to measure and compare the strength of different industries. A unique way to do this is to calculate the number All-Star Trader picks for each one of these industries and compare the different values.
All-Star Trader Picks refers to the number of picks an U.S. Stock is...
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Screen
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Dr. Van Tharp's System Quality Number (SQN) metric.
SQN measures the relationship between the mean (expectancy) and the standard deviation of the R-multiple distribution generated by a trading system. It also makes an adjustment for the number of trades involved. Dr. Tharp has determined that the better the SQN, the easier...
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Rule Metrics
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Based on the number of stocks making new 52-week highs and the number of stocks making new 52-week lows, the High Low Index is a popular market breadth indicator that shows the number of new highs relative to the sum of new highs and lows.
The High Low Index is also...
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Composite
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Structural Arbitrage
This strategy was implemented to verify some ideas of Harry Long I read on Seeking Alpha. It exploits different prices of long duration bonds and VIX ETFs, which can both be used as substitutions for equity hedging.
Here is the article on Seeking Alpha: http://seekingalpha.com/article/2276573-the-quant-strategy-that-returned-36-percent-ytd-with-etps#comments_header ...
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Trading System
Basic
Private
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A basic task in statistical analysis of a probability distribution consists of measuring its peakedness and asymmetry. Kurtosis measures peakedness of a distribution, while Skew measures asymmetry.
Kurtosis function is available here: 1045.
A normal distribution is symmetric, that is it looks the same to the right and the left of the...
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Indicator
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This trading system can be used in the AI optimizer tool of QuantShare to generate millions of different and diverse trading systems.
It is a combination of a stock picking and stock rotational systems and uses two different trading rules to get the stock picking rules and stock rational metrics.
The trading...
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Trading System
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One of the major problems of moving averages such as the simple moving average is its lack of quick response to price. The higher the lookback period of the moving average, the slower the response to price movements. Other moving averages, such as the exponential moving average (more weight is...
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Indicator
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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
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This is a modified version of the following downloader - 211. In the original version, the data were grouped by country, so events for each country were saved in a symbol with the same name as the country. The current version saves the data and associates it with the appropriate...
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Downloader
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This is a trading system based on level breakout. The system detects the levels of the last peaks and troughs and decides to enter or exit a position when the price breaks these levels. A buy signal is generated when the close price crosses above the last peak and a...
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Trading System
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The list contains stocks that are traded in Paris Stock Exchange.
Besides the symbols, are included in this list: industries, stocks' full name and some other details.
This list contains 765 symbols....
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Symbols
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An exchange-traded fund (ETF) is a financial instrument traded on a stock exchange, much like stocks. An ETF holds assets such as stocks, futures, or bonds and trades at approximately the same price as the net asset value of its underlying assets over the course of the trading day....
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Symbols
Basic
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This Fractal dimension indicator is based on fractal analysis and Chaos theory and it was developed by John Ehlers and Ric Way. This trading indicator was introduced in the article "Fractal Dimension As A Market Mode Sensor" in the Stocks & Commodities magazine and it is a modified version of...
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Indicator
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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...
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Symbols
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The Accumulation/Distribution or A/D indicator tries to determine whether the current security is controlled by buyers (accumulation) or by sellers (distribution). It acts as a leading indicator and it is calculated by summing over a specific number of bars, a formula that uses the close, high, low and volume prices....
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Indicator
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Here is another trading indicator that uses the short selling data. The function or indicator determines whether short or long volume is dominating in the last N-period. It uses the short selling ratio to calculate the excess volume (Volume below or above 50%) and then sums up the result over...
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Indicator
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This function would allow you to highlight certain periods on your chart. You can for example use it to highlight recession periods or any other important events.
The function accepts a list of dates separated by commas. The list should define the start and end of each period to highlight.
As an...
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Indicator
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An exchange-traded fund or ETF is a financial instrument that trades like a stock. An ETF represents a basket of assets like stocks, future, currencies...
This item contains the list of ETFs listed on the US stock exchanges.
The list contains 1383 symbols and contains the full name of the exchange-traded...
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Symbols
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The Bear Put Spread and the 431 are called debit spread option strategies. In a debit spread strategy, a trader purchases an option with a higher premium and sells another option for the same underlying security with a lower premium. The strategy results in a net debit (Premium of the...
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Downloader
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Nicholas Darvas in his book "How I Made $2,000,000 In the Stock Market", published in 1986, created the Darvas Box Theory.
Nicholas Darvas explains in this book that the Darvas box theory is a momentum strategy that should be used with short-term timeframes (less than one year).
The Darvas box...
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Indicator
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This trading system tries to reproduce the Global Market Rotation Strategy (GMR) developed by Frank Grossmann (http://www.logical-invest.com/)
The strategy switches, on a monthly basis, between 6 different ETFs:
EEM (iShares MSCI Emerging Markets Indx (ETF))
EPP (iShares MSCI Pacific ex-Japan Idx (ETF))
IEV (iShares S+P Europe 350 Index (ETF)) ...
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Trading System
Medium
Private
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AMM model following the logic of Sector Surfer (www.sumgrowth.com)
Basically rotates each month into the Top1 (only one held), and uses autocorrelation market filter on SP500
- Uses special trend function SSEma / SSEma1 which is double smoothened EMA 1456 ...
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Trading System
Medium
Private
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The Vertical Horizontal Filter, introduced by Adam White, is an indicator used to identify trending and ranging markets. In fact, similarly to the popular ADX indicator, the VHF estimates the raise / fall price acceleration, and thus attempts to predict whether we are going to deal with a trending or...
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Indicator
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The money supply or stock, in economics, is the total amount of money available at a particular point in time. Money includes the currency in circulation as well as demand deposits. The variation or changes in the money supply has multiple effects on the economy, for example the price level...
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Downloader
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This item downloads historical EOD data of U.S. industry indexes. It downloads the last two years daily history for 92 industries.
Ticker symbol for these industries are created and inserted in your database during the downloading process. Ticker format is as follows: ^Industry_[Industry name]. The data contains the closing prices and...
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Downloader
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Tweet Sentiment Analysis is a website (tweetsentiments.com) that analyses tweets for a given keyword. It uses Support Vector Machines algorithm and a natural language processing tool (NLP) to determine whether a tweet's sentiment is positive, negative or neutral. Support Vector Machines is a learning algorithm that is mainly used in...
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Downloader
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This script allows backtesting of stock portfolios in different currencies and/or conversion of backtesting results to a different reporting currency. It works - but as it is quite complex, I would like to have it tested by the community under different environments before releasing it finally. This is why I...
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Money Manag.
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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 Accumulation Swing index, introduced in the New Concepts In "Technical Trading Systems" book by Welles Wilder, is an oscillator based on the SI or swing index, which is a technical indicator that compares the current asset prices (close, open, high and low) to the previous bar prices. The swing...
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Indicator
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This bull system is based upon increasing momentum occuring in the direction where the price is above the moving average. The rate of change indicator is used as the momentum indicator. Two sets of moving averages are used to indicate trend. First, the exponential moving average for...
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Rules
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Traders have developed several position sizing techniques and systems. Here are for example the fixed bet size (493) and the fixed percentage of equity (499) scripts.
Another popular position sizing system, often using in trading, is the one that uses volatility to adjust the number of shares to buy or short...
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Money Manag.
Advanced
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The Reverse Collar is a hedge strategy that protects a position from a decline. The downside of using this protection is that the potential profits of the position on the upside are reduced.
As with the 378, this strategy involves buying and selling puts and calls with the same expiration date...
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Downloader
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