357 is a trading object I have uploaded few months ago. It downloads options put and call volume for each US stock. It gets the data from the Options Clearing Corporation - OCC - website and stores it in a custom database.
The Put Call Volume Comparison Indicator uses this data...
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Composite
Medium
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The Gold-Silver Ratio measures the number of ounces of silver it takes to buy one ounce of gold. The Gold-Silver Ratio current value is near 62; it used to be 51 in 2007 and 12.5 in 323 BC.
The Gold Silver ratio is not well known for the average trader; however...
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Downloader
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 TD Range Projections or the Tom Demark Range Projections is an indicator used in technical analysis and developed by Tom Demark. This indicator tries to project and predict the next bar's high and low values (range).
The calculation of the range or the high and low values of the next...
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Indicator
Medium
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This new "Outperform" indicator calculates the percentage of trading periods where a stock or an ETF outperforms a benchmark.
The indicator first gets the benchmark symbol. It then takes "period" and "count" as parameters. The "period" is the number of trading bars used to compare the currently analyzed security with the...
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Indicator
Medium
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This System for Tactical Asset Allocation is inspired by a system of Markos Katsanos published in his book "Intermarket Trading Strategies".
Following aspects of Asset Selection from a wide array of ETFs and its Timing are considered:
-An ETF is selected when the ROC of the MA is positive
-The Regression Slope...
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Trading System
Medium
Private
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Advance/decline/unchanged issues are measures of the number of stocks or securities whose price has advanced, declined or remained unchanged. The data comes from stock market exchanges as with the advancing/declining/unchanged volume and the 52-week highs and lows which can be downloaded here (151 and 134).
This item downloads historical data for...
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Downloader
Medium
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This composite calculates daily standard deviation of one-bar rate of return for all securities. It also calculates the average one-bar rate of return for all securities. The average or mean value is stored in the "volume" field; it is multiplied by 10000 because the "volume" field accepts only integer values...
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Composite
Advanced
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Here is a simple Long-Short Forex strategy based on the moving average and the relative strength index indicators. The strategy buys a currency pair if its 5-Period RSI value is greater than 50 and if the price crosses over its 5-Bar SMA and makes at least 20 pips (Difference between...
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Trading System
Medium
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The Ehlers Decycler Oscillator is a trading indicator developed by John F. Ehlers.
The goal of this oscillator is to eliminate very low-frequency components from the Ehlers 1660 by using the half-period Ehlers Highpass filter and transforming the output into the oscillator.
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Indicator
Advanced
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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
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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This function creates both the bull power and bear power indicators. Both indicators were created and described by Alexander Elder in its "Trading for a Living" book. They are both used in the popular Elder-Ray indicator.
The bull power shows the buying pressure or the capacity of bulls to push prices...
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Indicator
Medium
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This indicator tells you whether a stock is trading above or below its short-term, medium-term and long-term moving averages. It does so by printing, for example, "Below MA10" if the selected stock is trading below its 10-bar moving average (The calculation is based on the last trading bar only). It...
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Indicator
Medium
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This screen looks for stocks that have the highest increase in price and volume over a period of 10 bars. It uses the composite function to calculate the percentile value of the close price increase (using the rate of change trading indicator) and the percentile value of the volume increase...
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Screen
Medium
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This is an item for UK stock traders that need historical quotes data. The end-of-day historical data is downloaded from Google for 2867 ticker symbols. The symbol list (Stocks that are listed in the London Stock Exchange) can be downloaded at the following location: 216. You can choose the start...
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Downloader
Medium
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The NASDAQ OMX Tallinn, Riga and Vilnius are three stock exchanges and are part of the Baltic Market. They are owned by the NASDAQ OMX Group, Inc. one of the world's largest exchange company.
The OMX Baltic Exchange - Tallinn is a stock exchange based in Estonia. It is a leading...
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Symbols
Medium
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This function analyzes the first N-minutes of a trading session then counts the number of times a specific event occurred. As an example, you can use it to measure the number of times the price crossed above its short-term moving average during the first trading hour.
You can implement this example...
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Indicator
Advanced
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This item downloads historical insider data for US Stocks. The data goes back to January 2007 and it is updated monthly. It downloads all the transactions filled and reported to the SEC by insiders.
Individuals, such as officers, key employees, directors, and large shareholders, who may have access to non-public...
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Downloader
Advanced
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The penny stock news picks Watchlist displays penny stocks that have at least two news items in the current/last trading day.
The penny stock picks watchlist looks for stocks whose share price is less than 2 dollars (micro and small cap stocks); it then uses the "GetDataCount" function to retrieve the...
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Watch List
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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Download the most recent financial fundamental data from finviz.com for stocks listed in US stock exchanges. 12 items for more than 6000 ticker symbols are downloaded by this item.
This downloader should be run every week in order to build an historical fundamental database. The data is stored in a...
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Downloader
Medium
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This Forex indicator is almost the same as 554. It calculates the percentage of economic releases that are better than expected for a country. The difference is that this trading indicator doesn't take into account economic releases that have no forecast value.
Using the example provided here 554. This indicator will...
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Indicator
Medium
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Download news headlines from the smartmoney.com custom ticker-based news RSS feed.
Smartmoney website provides news for US stock companies from the following sources: PR Newswire, Business Wire, Down Jones Business News...
The news database name is 'news_smartmoney' and it consists of four columns where the first column contains the news date, the...
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Downloader
Medium
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Normally it has been observed that stocks which crosses their all time highs are poised to go for very sharp upside. This watch List will enable you to screen out the stocks which are trading at their all time highs. I have taken period of 980 trading days for calculation....
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Watch List
Basic
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The Fibonacci retracement indicator returns a value indicating whether there is a support or resistance near the current stock price. Five different retracement levels or numbers are used: 0%, 38.2%, 50%, 61.8% and 100%.
When calculating the Fibonacci retracement levels, if the highest stock value occurs before the lowest value, then...
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Indicator
Medium
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The "Close price above cursor" drawing tool is the first of a series of drawing tools that I am going to share to explain you how to create your own custom drawing tools.
This object simply displays the security close price above the mouse cursor when you move your mouse over...
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Drawing Tool
Medium
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This MM script is a simple improvement version Tom Huggens "Historical trading volatility-based system to adjust trade sizes"
You can change and optimize period of stddev and moving average.
Here is Tom Huggens description:
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Money Manag.
Medium
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Camarilla Pivot Points can be displayed on a chart using this drawing tool. By moving the mouse cursor over a chart, this item shows the pivot point, 4 support lines and 4 resistance lines for the selected bar.
The support and resistance pivot points created by the camarilla equation uses the...
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Drawing Tool
Medium
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This rule mask demonstrates and provides a template of how to combine the 565 and 566 functions to automatically create buckets off of any time series.
This rule mask converts a time series into bucket values. The resulting values will range between 0 and the one less than the Number...
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Rules Mask
Medium
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This function allows you to get the industry name of an external symbol.
As you may know, you can get the industry name of the currently analyzed symbol using the "Industry()" function.
To access the industry of another symbol, download and install this function then type something like:
a = SymbolIndustry("GOOG");
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Indicator
Advanced
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The Dynamic Momentum Index or DMI is a technical analysis indicator used to determine overbought and oversold conditions of a particular security. Unlike other overbought/oversold indicators like the Relative Strength Index (RSI), the Dynamic Momentum Index does not use a fixed time period. Instead, the time period, used by this...
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Indicator
Medium
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This item downloads last implied volatility data for U.S. stocks. The implied volatility is calculated from the options data for each stock.
Historical or statistical volatility is the past volatility of the underlying security and is measured using the annualized standard deviation. The implied volatility on the other hand is the...
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Downloader
Advanced
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This function is an example that shows you how to use the "plotprofile" function of QuantShare.
Each month, it splits the stock's high/low range into ten buckets then counts the number of times the analyzed stock has closed within that bucket. The higher the bucket value, the more the stock closed...
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Indicator
Advanced
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When you set up a trailing stop for your strategy, you have the ability to define a fixed threshold or a variable one that depends on a custom formula. However, you cannot specify a trailing stop level that depends on the position or trade settings (Example: position return, number of...
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Money Manag.
Medium
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This downloader is an update and extension of Tom Huggens' Permabear Sentiment Index downloader (Object 726: http://www.quantshare.com/item-726-permabear-sentiment-index) and related downloaders,
and is based on that as well as code/discussion etc from Stack Overflow (maybe especially http://stackoverflow.com/questions/4986758/oauth-google-trends-download-csv-file) and possibly other sources (C# doc., etc).
The general idea is that we can download weekly...
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Downloader
Medium
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Standard deviation is often used as a measure to estimate future moves of an asset such as a stock (volatility). Although, price changes do not have a normal distribution, some technical analysts assume that it is the case and use this assumption to predict future price move. If the price...
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Pivot Table
Medium
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The KST indicator or the Know Sure Thing indicator is a technical analysis tool developed in the early 1990's by Martin Pring. It weights several smoothed rate of change time-series with different periods.
The KST indicator was developed in order to signal and to detect market trends while removing shorter-term movements.
To...
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Indicator
Medium
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Almost one month ago, I have created and uploaded a trading object that downloads industry names for stocks listed on US exchanges and updates the industry field of each stock in your database.
The same trading item gets also sector data but do not use it. This is why I...
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Downloader
Medium
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This money management script defines a "Ratio Cash" variable that is used to set the percentage of capital to invest in equities. The rest of the capital remains in cash.
If "Ratio Cash" is equal to 20 then 80% (100-20) will be invested into equities (at least available for buying/shorting securities).
The...
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Money Manag.
Advanced
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