The Cyber Cycle function originated from John Ehler's book "Cybernetic Analysis for Stocks and Futures". It is basically a high pass filter....
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Indicator
Medium
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This script periodically rebalance your portfolio in three states:
1 == Weekly
2 == Monthly
3 == Yearly
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Money Manag.
Medium
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This function transforms any technical or trading indicator into a sort of adaptive indicator. In fact, it gives you the average one day performance when the rule you provided is true, for a specific number of past bars. To do so, the function calculates the one bar rate of change...
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Indicator
Medium
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This downloader is for ingesting the free version of the SimFin+ quarterly balance sheet bulk data.
You can get the data here: https://simfin.com/data/bulk
The downloader assumes that you have downloaded and unzipped the .csv file to this location: c:\temp\us-balance-quarterly.csv
...
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Downloader
Medium
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Money Management script, that reduces invested capital depending of value of selected symbol:
- if close price is above long SMA and above short SMA - script invests 100% capital
- if close price is below long SMA and below short SMA - script invests 0% capital
- if close price is between...
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Money Manag.
Basic
Private
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This component gets historical OHLCV data for all stocks and ETFs listed on the LSE (London Stock Exchange).
The downloader accepts ticker symbols with and without a suffix. If a suffix is found (SLVR.L for example) then it will remove it and pass the new ticker symbol (SLVR) to the next...
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Downloader
Medium
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This watchlist scans for securities that have parallel support and resistance lines.
This is accomplished using the powerful "autosr" function (Automatic Support/Resistance).
You can read more about how this dynamic watchlist was built by reading the following blog post:
How to Scan for Parallel Resistance and Support Lines ...
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Watch List
Advanced
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The Sortino ratio is a popular measure of the risk of an asset, investment, portfolio or strategy. Its formula resembles the one that describes the Sharpe ratio with a small variation that consists of penalizing only negative returns.
Sortino ratio uses the downside standard deviation instead of the classic standard deviation....
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Indicator
Medium
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This screens the quotes with high volume for the day .This screen i did on indian quotes which has given me very good results. Soon i am sharing the chart layout of the same which is fexible just you change the parameters as per your need. I HAVE CREATED LOT...
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Screen
Medium
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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
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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Description:
Stochastic Index (normalized smoothed q-period Stochastic) by William Blau, described in the book Momentum, Direction, and Divergence: Applying the Latest Momentum Indicators for Technical Analysis.
The values of q-period smoothed Stochastic is normalized and mapped into the [0,+100] interval. It allows to determine the overbought/oversold of the market.
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Indicator
Medium
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Earningswhispers.com is a website that provides earnings guidance and information. Since some time, Earningswhispers.com is making available its earning information and whisper report via RSS. The RSS content contains story headlines and descriptions, as well as the URLs that directly link to the full story on Earningswhispers.com.
This current object downloads...
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Downloader
Medium
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The advancing and declining volume or the total volume of stocks that advanced and the total volume of stocks that declined every day can be used to create several market breadth indicators. One of these indicators is called the Up/Down Volume Spread. The indicator formula is simple; it is the...
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Composite
Medium
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The "Toronto Stock Exchange" item includes symbols of companies that are listed in the TSX, as well as the S&P TSX Composite index. The Toronto Stock Exchange, TSX, is the largest stock exchange in Canada and is the third largest in North America (by market capitalization). It is based in...
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Symbols
Medium
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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. ...
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Trading System
Medium
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Say you have a strategy that invests in 5 ETFs and you would like to set manually the weight of each security. By default QuantShare allocates an equal amount of money to each position so if you have 5 allowed positions in your trading system, each ETF will get 20%...
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Money Manag.
Medium
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Historical quotes from yahoo
Etats-Unis AMEX
Etats-Unis NASDAQ
Etats-Unis NYSE ...
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Downloader
Medium
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Here is another US fundamental data downloader that gets Ownership related numbers. The database which will contain the data is called "us_ownership" and here are the different items you can get:
Percent held by Insiders: The percentage of shares outstanding held by insiders. An insider is a person who has potential...
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Downloader
Medium
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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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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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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 Chile stock market is relatively small compared to others American stock exchanges.
The Santiago Stock Exchange is the Chile's main stock exchange. This exchange lists stocks, bonds, stock options, futures as well as gold and silver coins.
This list contains the details of companies listed on the Santiago stock exchange; the...
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Symbols
Medium
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best watchlist created ,tested on indian market try it u will get more profts....
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Watch List
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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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
Medium
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The CRBQX, CRBIX and CRBAX are three market indices created by Thomson Reuters/Jefferies. The indices include most of the industry global market capitalization.
The CRBQX or the TR/J CRB Global Commodity Equity Index (Symbol name: ^CRBQX) is an equity index designed to track 150 stocks, which are essentially engaged in the...
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Downloader
Medium
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This item downloads valuation fundamental data for US stocks. It downloads 13 valuation ratios and stores them into a custom historical database whose name is 'fund_valuation'. This item should be run once per week in order to add additional ratios data and build an historical fundamental database. To get more...
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Downloader
Advanced
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Alma is a moving average developed by Arnaud Legoux & Dimitris Kouzis-Loukas. It uses curve of the normal distribution (Gauss) which can be updated using the offset parameter.
This technical indicator has four paramters:
Series: Timeseries to use for the moving average
Window: Lookback period
...
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Indicator
Medium
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In order to reduce your investment risk you have to diversify. The problem is that many traders do not know how to put the diversification concept into practice. How do we know the number of stocks to invest in and the percentage of equity to put in each one of...
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Money Manag.
Medium
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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...
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Money Manag.
Medium
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Hanging Man is used for short term trading when applied to daily charts. Trader can take position accordingly on the particular trading days depending upon the formation of pattern. This will help you screen out stocks having Hanging Man formation.
Usually it is said that if the Hanging Man pattern is...
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Watch List
Medium
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This script has the following main functions:
a) use of exact levels in stop setting
b) automatically adjust stop loss to the low/high of the previous x periods ...
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Money Manag.
Medium
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If you are a momentum trader then volatility is your friend.The current script analyzes and calculates the volatility of the security you are about to buy/short and update the number of shares according to this volatility. The 60 day standard deviation is used to calculate the volatility.
Example:
You have three instuments...
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Money Manag.
Medium
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This is a modified version of the "GetDataString" function which gets a string/text from a custom database field.
The modified version allows you to get the last (non empty) string on any given trading bar.
As an example, let us say that you have a database whose name is "db" and a...
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Indicator
Medium
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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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This Consumer Credit trading object downloads total consumer credit historical data (for the United States) as well as the amount, in millions of dollars, of two types of credit: Revolving and Nonrevolving credits.
Consumer Credit refers to loans or line of credits that are borrowed by US consumers to buy...
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Downloader
Medium
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This dynamic watchlist lists all shares that are on the current symbol list, that have crossed the simple moving average during the last 100 days. For mid-term trend followers this could be a signal for buying stocks from this particular list)...
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Watch List
Basic
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This item contains the ticker symbols list of companies that trade in the Spain Stock Market. The list has 148 symbols and most of the companies are listed in the 'Bolsa de Madrid'.
The Madrid Stock Exchange or (Bolsa de Madrid) was officially founded in 1831.
Spain has four regional stock...
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Symbols
Medium
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The Volatility Ratio is a technical analysis indicator used to detect wide-ranging days, days with an unusual distance between the high and low prices.
The Volatility Ratio is based on the True Range (TR) indicator and it is computed by dividing the current true range value by the N-Bar exponential moving...
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Indicator
Medium
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