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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ETF traders can now access some historical fundamental data using this downloader. The item downloads fees, assets, nav, yield... data from the (etfzone.com) website.
Fees: The fund fees.
Nav: Net asset value. It is the value of each share of a fund as determined by the value of its underlying holdings, including...
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Downloader
Medium
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The Safezone indicator, introduced by Alexander Elder in 2002, is used as a stop order against signal reversal in trending markets.
The Safezone stop intends to create a better trailing stop by eliminating the noise component of a trend and by creating a safer stop. It calculates two lines depending...
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Indicator
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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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...
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Downloader
Medium
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This money management script allows you to set a number of days to wait before purchasing a security that you have sold previously.
Imagine you purchased GOOG then sold it after few days on 5 July 2015. After 5 days your system generates a new buy signal to purchase GOOG again.
By...
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Money Manag.
Medium
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The S&P 500 Dividend Yield is a measure of how much companies that constitute the S&P 500 Index pays out dividends per year compared to their stock share price.
The S&P 500 Dividend Yield ratio is considered to be an important indicator of the health of the stock market. Here is...
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Downloader
Medium
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Major World Indices include the main stock index of several countries, including the United States, China, India, Japan, Canada, UK, Germany, and France.
Although it is not mandatory, you can find a list of ticker symbols for the major world indices here: 635. This list contains the index full name in...
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Downloader
Medium
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There are many indices and ETFs you can find and follow if you want to track the Gold and Silver industry. You can also create your own composite and get more control over how to benchmark the Gold and Silver industry.
The current composite will create a new symbol "_Gold_Silver" by...
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Composite
Medium
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The short indicator tells you whether to short the current security or not based on an indicator previous performance.
For each bar, this indicator will calculate the performance of another indicator for the past bars. It will simulate a short and cover after n-bars when the provided indicator gives a...
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Indicator
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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The 159 downloader, which gets the historical number of advancing and declining stocks listed on U.S. Markets (Stocks listed on the New York Stock Exchange, American Stock Exchange and NASDAQ), is used by this Advance/Decline Line item to create a popular composite or market breadth indicator.
The Advance/Decline Line is the...
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Composite
Medium
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The idea behind the volatility quality index is to discern bad and good volatility in order to create a better volatility indicator that can identify better trade opportunities.
This trading indicator is based on the true range and it is calculated using the latter indicator plus the open, close, high and...
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Indicator
Medium
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Detect 'excessive' recent up gap. A 'true' indication is returned when the close is above the previous high by a specified amount over the specifed recent number of bars.
The detection gap and the lookback period are parameters. In addition, the code can be treated as a 'stepping-off point' for making...
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Indicator
Basic
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This item downloads French companies news data. Data retrieved from an RSS feed is transformed and inserted in a custom intraday database. The data is provided by a French website (www.boursier.com).
This news feed (RSS) is downloaded separately for each stock. The database, which stores the news items, is called 'france_rss_news'...
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Downloader
Medium
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The European Central Bank releases several economic indicators for the Euro Area; these indicators include the Inflation Rate, Monetary aggregate M3, Unit labor costs, Labor productivity, Current account balance as a percentage of the GDP, Currency in circulation, Gross outstanding debt, unemployment level and GDP at market prices.
The last economic...
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Downloader
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 52-week low indicator calculates the total number of stocks making new 52-week lows (Stocks at their lowest level in one-year period) per day. The market indicator that measures the number of stocks making 52-week highs is available here: 939.
The 52-week high and 52-week low indicators can be used together...
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Composite
Medium
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This MM script uses three variables to control the amount to invest per trade and the portfolio risk:
1. Stop loss %: the stop loss in % for a single trade
2. Risk per trade: how many % of your trading capital you want to risk in a single trade.
3. Max. risk:...
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Money Manag.
Medium
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The 2 percent rule is a simple risk management strategy that controls the maximum amount you can lose for each invested asset.
The rule here is very simple: Never risk more than two percent of your total capital on any single stock. If you end up having 10 consecutive losses, that...
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Money Manag.
Basic
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If you have a stop rule and you want to disable it under certain circumstances then this script may help you achieve this.
By adding this money management script to your trading system, you are going to change the stop default behavior.
In order for your original stop rule to be...
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Money Manag.
Advanced
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This function implements Thomas DeMark's TD Sequential Indicator. There are many different versions of this indicator with different rules and many nuances. Not all are implemented here. For more detail you should add to the code.
This function accepts two arguments, a number and a string.
TDSequential(0,"") - Returns the count...
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Indicator
Medium
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This list of symbols contains major U.S. indices. The indices fall into one of the following categories: Down Jones, New York Stock Exchange, NASDAQ, S&P, Other US, Treasury and Commodities. For example, the Dow Jones category contains four indexes: Down Jones Composite Average, whose symbol name is ^DJA, Down Jones...
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Symbols
Medium
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Download Forex historical data for 10 pairs.
You need to add the following symbols in order to use this downloader.
CHFJPY
EURCHF ...
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Downloader
Advanced
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This market index calculates the average Sharpe ratio of all stocks in a specific market. The Sharpe ratio is obtained using the "sharpe" function and it is computed for a period 90 trading days.
The higher the market index value the better it is; this indicates that more stocks have higher...
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Composite
Medium
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No trading rules based on individual stocks. Just one ranking rule and one market rule.
This trading system generates +25 % annual return with low risk (maximum drawdown lower than -18%) just by using a single ranking rule and a single market rule. Backtest was done using current NASDAQ 100...
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Trading System
Medium
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The object gets a list of companies that are either upgraded or downgraded by analysts for the current trading day. Analysts working for brokerage firms track the performance of thousands of U.S. companies. An analyst upgrades a company if he/she thinks that the company stock price is underpriced, and downgrades...
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Downloader
Medium
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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
Medium
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This function returns the Garman-Klass estimation of volatility. It was developed by Graman and Klass and it uses the high, low and close prices to estimate volatility.
The Garman-Klass estimator is up to eight times more efficient that the close-to-close estimator and unlike the Standard deviation and the Parkinson estimator, it...
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Indicator
Advanced
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The number of stocks hitting their 20-day high compared to the total number of stocks is what this market indicator returns.
This market breadth indicator can applied to all markets. Currently, the composite gets the number of stocks that are making new 20-day highs from all symbols available in your database...
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Composite
Medium
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Price to earnings, PEG ratio, price to cash flow, price to book and price to sales are fundamental or valuation ratios used by analysts and investors in equity valuation to determine how cheap or expensive a stock is.
Valuation ratios are generally calculated by dividing the stock price by a measure...
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Downloader
Medium
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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...
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Trading System
Advanced
Private
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The NSE Nifty, S&P CNX Nifty or Nifty 50, is the main index of the National Stock Exchange of India. It contains the 50 largest companies that are listed on the NSE. These companies account for 22 sectors of the Indian economy.
This item downloads the S&P CNX Nifty Index, as...
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Downloader
Medium
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Kaufman's Efficiency Ratio (Fractal Efficiency)
The Efficiency Ratio (ER) was initially described by Perry Kaufman in his book Smarter Trading. This same indicator also became known as Fractal Efficiency.
This ratio measure the efficiency of a trend by dividing the net price movement over a certain time period by the...
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Indicator
Medium
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Using the Hull moving average, a market rule, two time frames and an N-Bar stop, this strategy generates an annual return of 30.91%, a high Sharpe ratio of 2.13 and a very low drawdown (-16.21%). The strategy beta is equal to 0.29 and the correlation between daily returns and S&P...
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Trading System
Medium
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Specifically developed to trade commodities, the CSI, Commodity Selection Index, is a technical analysis/momentum indicator developed by the popular trader Welles Wilder in his 1978's book "New Concepts in Technical Trading Systems". The indicator is intended to select futures contracts that will likely have the biggest moves for each dollar...
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Indicator
Medium
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This system buys at the new 65 day high and sells at 65 day low. To counter the situation to not get into the stock that drops immediately, it also sells if the stocks goes below the low 10 days before the trade.
It can be updated to optimize the...
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Trading System
Medium
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I had the QuantShare development team build this advanced money management (AMM) script to allow testing of several advanced rebalancing options triggered when a new buy signal is received but insufficient margin is available to take the new position.
When a new buy signal is received and insufficient margin is...
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Money Manag.
Advanced
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This item calculates the number of days since the inception of the security (first available bar date) and then accepts or rejects a new order depending on whether that value is higher or lower than a specified threshold.
If for example your want to ignore stocks that are less than 365...
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Money Manag.
Basic
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The High Low Chart is a custom drawing tool I have created to display the percentage distance from the cursor position to the highest high and lowest low of a chart quotes.
When moving your mouse cursor, the percentage change from the current mouse Y position to the highest high and...
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Drawing Tool
Medium
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