The Wilder Volatility Index Trading System is a strategy introduced and developed by J. Welles Wilder in the "New Concepts in Technical Trading Systems" book.
The trading strategy is a long/short system that buys a stock or a security when a bull/long signal is generated, then exits and shorts the security...
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Trading System
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In QuantShare, you can simulate a strategy that buys on Margin by editing the trading system, selecting the "Settings" tab, clicking on "Capital" then updating the "Margin Factor" field.
When trading U.S. stocks, you can for example set this value to 2 or you can set it to a higher number...
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Money Manag.
Advanced
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The CNX 100 index consists of 100 diversified stocks. The index represents more than 70% of the free float market capitalization and it covers 35 sectors of the economy.
The index base date is Jan 1, 2003; the base value is 1000 points.
CNX 100 used to be calculated using a market...
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Downloader
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Current drawdown refers to the percentage of decline (long positions) or increase (short positions) from the highest value (long positions) or lowest value (short positions) of the price series since the position was taken.
The current drawdown technical indicator can be applied to any time-series; it is not limited to the...
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Indicator
Medium
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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
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This downloader gets EOD quotes data from Yahoo for all options listed in US exchanges. Only the last quote is downloaded and so in order to create an historical quotes database, this item should be run on a daily basis. For screening purpose, you will only need the last quotes...
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Downloader
Advanced
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This watchlist i have created for swing trade .This will filter the stock for short term entry wher you have to keep track of stock momentum every day.
I have used the following indicator for this one.
''MacdExtSignal( ARRAY fastperiod, ENUM fastmovingaveragetype, ARRAY slowperiod, ENUM slowmovingaveragetype, ARRAY signalperiod, ENUM signalmovingaveragetype)'' ...
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Watch List
Medium
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This mask transforms one rule into 5 rules. It adds to your rules a volatility constraint.
Let's for example say that your rule is: close > sma(close, 20).
The mask will generate 5 rules from the above rule:
Rule 1: Original rule + security volatility must be lower than 10%. ...
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Rules Mask
Advanced
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Here an interesting page that allows EOD download by ISIN codes for several exchanges since 2000. All ISIN symbols incl non-public indices, commodities, etc seem to work.
http://charts.dgap.de/clients/dgap/download_share.php?lang=german&isin=BRIBOVINDM18&start_day=10
&start_month=12&start_year=1992&end_day=10&end_month=06&end_year=2014&exchange=XETRA&go=download
...
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Downloader
Medium
Private
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The National Commodity and Derivatives Exchange, NCDEX, is an online multi commodity exchange located in India; its headquarters are based in Mumbai.
The NCDEX was established on 2009 and it is the largest commodities exchange in India. The exchange is a public limited company regulated by the Forward Markets Commission.
The NCDEX...
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Symbols
Medium
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This is a simple advanced rule that detects UP and DOWN breakaway gaps.
A Gap occurs when the security low price of the current bar is higher than the high price of the previous bar (GAP UP) or if the security high price of the current bar is lower than the...
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Rules
Advanced
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This is the Zweig Indicator. You can change the percentage values or optimize them based on the market you are looking at. For US stock markets, 4% seem to work.
After a buy signal, generate the next sell signal upon a 4% or greater decline from...
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Indicator
Medium
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This daily Forex-System for the EURUSD is inspired by the book "Intermarket Trading Strategies" by Markos Katsaros.
It uses the 10 year US-Bond yields and the Commodity CRB-Index as an Intermarket-filter for the Moving Average Signals and Wilders pSAR as Stop-Loss.
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Trading System
Medium
Private
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The "SymbolInformation" function displays symbol's information on a chart.
It displays the company or security title, the stock's industry, the stock's sector and the stock's exchange (NYSE, NASDAQ, AMEX...)
In order for this function to work properly, the full name, industry, sector and market fields of your stocks must be filled.
These fields...
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Indicator
Medium
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Another technical analysis tool that is based on the standard Bollinger Bands indicator is the Fibonacci Bollinger Bands. It is almost the same as the standard Bollinger Bands with the difference that instead of using the standard deviation to calculate the volatility of the asset, the Fibonacci Bollinger Bands uses...
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Indicator
Medium
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A simple ranking system that combines multiple relative strength index time-series with different length.
For those who don't know what the relative strength index is. The RSI first was developed by J. Welles Wilder; it compares a stock's recent gains to its recent losses and output a number between 0 and...
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Ranking System
Medium
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This function accepts a list of rules and an index as parameters and returns a rule for the specified index.
The Market trading rules function can be very useful when applied in an optimization or backtesting process. Imagine you have a trading system and you would like to test different exit...
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Indicator
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Returns a sub- string from a larger string that contains comma separated string values, at the nth comma position (starting at 0)
ex1:
tickerList="IBM,AAPL,SPY,TLT";
strCommaExtract(tickerList,3) returns "TLT"
...
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Indicator
Basic
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Introduced by John Andersen in a September 1996 article appearing in the 'Stock and Commodities' magazine, Standard Error Bands is an envelope whose bands are obtained by the calculation of the beta and alpha coefficients of linear regression. Standard Error Bands are used to measure the strength of a trend,...
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Indicator
Medium
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The Wilder's Smoothing is a technical analysis indicator created by J. Welles Wilder, Jr. and is part of the Wilder's RSI indicator implementation. Like any other moving average, this indicator smoothes price movements to help you identify and spot bullish and bearish trends.
The Wilder's smoothing formula is very similar to...
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Indicator
Medium
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The location of the closing price within the day's range is a surprisingly powerful predictor of next-day returns for equity indices. The closing price in relation to the day's range:Internal Bar Strength is simply calculated as such:
((close-low)/(high-low))*100
It takes values between 0 and 100 and simply indicates at which point...
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Indicator
Medium
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I have already uploaded a trading object to get optionable information for US Stocks. The item is located here 487. It gets also exchange, market, sector and the indices the stock belongs to.
This trading object gets data from another website; it marks stocks that are optionable by settings their corresponding...
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Downloader
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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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This function allows you to store a variable value globally so that it can be referenced later by any QuantShare tool.
Since variables between a trading system and money management script cannot be shared (The former uses QS language and the latter uses CSharp/C#), you can for example store a trading...
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Indicator
Advanced
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The RTS Index or RTSI is an index that tracks the performance of the 50 largest stocks that are listed on the Russian Trading System, a stock exchange located in Moscow.
The RTS Index is calculated in US Dollars; it is a capitalization-weighted index and it has restrictive rules that prevent...
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Symbols
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This list contains 1950 ticker symbols. These are ticker symbols of stocks that trade in the Australian stock market.
The Australian securities exchange, or the ASX, is the main stock exchange in Australia. It is based in Sydney and it was formed in 1987. The Australian securities exchange...
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Symbols
Medium
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Standard deviation is a well-known measure of volatility of an investment or an asset. The volatility measures the dispersion of a set of data from its mean, it does not tell us about the direction of the market or the asset.
The volatility of a stock is calculated by taking...
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Composite
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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 function allows you to transform numbers from the following format (example: 1000000) to the following one (1,000,000). The value returned is a string (text).
Here is an example that allows you to plot volume separated by commas:
First remove the default "Plot(volume.." line your formula (Right click on a chart then...
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Indicator
Basic
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This rules analyzer metric calculates the average output of each analyzed rule and on a per-symbol basis. The standard average output adds up the outputs generated by all the positions for all securities then divides this value by the number of positions.
The current metric adds up the outputs separately for...
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Rule Metrics
Advanced
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This function uses short selling data to create a short indicator that determines whether short traders are stronger or weaker. This is done by calculating for each trading bar, the difference between short sell volume that occurred above and below a specific stock price.
Here is how the calculation process occurs....
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Indicator
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Here is a description of the Margins and Turnover ratios and numbers (fundamental data) downloaded by this object:
Net Margin: Expressed as a percentage, the Net Margin is calculated by dividing the net income for the previous 12 months by the sales for the previous 12 months. This ratio measures how...
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Downloader
Medium
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Get stocks that belong to the top 20 stocks with the highest rate of change (return) over the last 10 days and top 20 stocks with the highest rate of change over the same period, 10 bars ago.
Symbols Filter: All symbols
Filter: Stock closing above 10$
Rule1: Stock must belong to the...
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Screen
Medium
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Rules that capture the following patterns:
Stock falls from a high to a low within x bars, the high and low of the last y bars
Stock rises from a low to a high within x bars, the high and low of the last y bars
Plotting these rules on a chart help...
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Rules
Medium
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The Bourse de Tunis or Bourse des Valeurs Mobilières de Tunis is the main and unique stock exchange in Tunisia. It is based in Tunis and it was founded in 1969.
In 15 November 1995, a reform in the Tunisian internal market was introduced with tax cuts on corporations, improved taxation...
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Symbols
Medium
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The InSync Index is a consensus oscillator created in 1995 by Norm North. A consensus oscillator is an indicator that generates an output using the value of many other trading indicators.
The InSync Index is calculated by summing several technical analysis indicators including the Bollinger Bands, Moving average convergence/divergence, Commodity channel...
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Indicator
Medium
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The drawdown line is a drawing tool that plots a horizontal line and displays the drawdown at that price. The drawdown is calculated based on the line level and the highest high visible on the chart.
As an example, say you are displaying the chart of the IWM exchange traded...
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Drawing Tool
Basic
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Here is a trend line that displays the line slope angle which is the angle in degrees from the horizon. This drawing tool is similar to any trendline tool used in technical analysis; select it then click on the chart to create the first anchor point or line extremity then...
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Drawing Tool
Medium
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This function computes the correlation of daily returns of a stock to the daily returns of a portfolio of stocks.
If we hold a portfolio of AAPL and IBM and we want to check the correlation of GE to our portfolio for the past 100 days, we would use:
corel=CorellationToPortfolio("GE","AAPL,IBM",100);...
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Indicator
Advanced
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This ranking system based on RSI(3). The value of RSI(3) is subtracted from 100 so that lower RSI(3) values are given a higher ranking.
Larry Connors' has published some good, quantitative work showing short-term RSI() values (e.g., RSI 2, 3, 4) are good predictors of a stocks performance over the following...
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Ranking System
Basic
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