This trading indicator detects whether a stock is trading at an all-time high or low. In this case, it returns 1, otherwise it returns 0. The function can also be used to detect all-time highs/lows of other time-series, technical analysis or fundamental indicator.
Screen for stock making new all-time highs:
- Select...
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The Weighted Linear Regression Is an extension of the standard Linear Regression, where a weight is added to each of the points.
It can be used to calculate the linear regression of the closing prices by considering the volume traded on each day, This indicator compared to the standard Linear Regression...
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Developed by P.N. Haurlan, the Haurlan Index is a market breadth indicator with three components. The first one, the short-term component, calculates the 3-bar exponential moving average of the number of advancing stocks on the New York Stock Exchange minus the number of declining stocks on the same exchange.
The intermediate...
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The Forex long-short positions ratio is a measure of the number of long positions to the number of short positions taken by currency traders. It is a quantitative measure of the bullishness or bearishness of Forex investors and it can be used as a trading rule or in a trading...
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Downloader
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The High-Low range technical indicator returns the percentage of maximum increase in a stock or security during the previous N trading days. To measure this, it calculate the percentage increase during the previous N bars from the lowest value to the highest value, that is, the highest value over a...
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This item downloads share volume opening and closing crosses from the NASDAQ crossing network. These are the share volume on the open and close auctions for each security listed on the NASDAQ exchange. The auction will determine the stock official open and close prices.
The data is available starting from 2008...
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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
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The VIX Fix is a technical indicator developed by Larry Williams, a trader and author of several books. Larry Williams also wrote for the Active Trader Magazine where he introduced the VIX Fix, a synthetic VIX calculation that can be applied to a single stock, ETF, futures or any security.
This...
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Indicator
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Here is an interesting market breadth indicator that measures market strength by comparing the stocks that are outperforming their industry with stocks that are underperforming it.
The composite is calculated as follows:
- It counts the number of stocks whose 25-bar rate of return is higher than the 25-bar rate of return...
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Composite
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Implicit volatility is a measure of the expected volatility of a security.
Unlike the historical volatility that is directly calculated from previous bars (the standard deviation measure is generally used); the implicit volatility doesn't look into past bars and is calculated using the Black-Scholes option pricing model.
The VIX index is...
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Rules
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Stock market analysts provide earnings estimates for companies they follow. These estimates are usually provided on a quarterly and yearly basis and for a certain period of time.
Earnings estimates are often revised when something new occurs to the company and analysts think that these changes could affect the future earnings...
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Downloader
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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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The "AvgBidAskSpread" is a parameterless function that calculates the average ask price for the current bar minus the average bid price for that same bar.
The indicator uses the newly introduced CSharp-based "cFunctions.GetBidAskData" function to capture last bid/ask updates and performing the necessary calculations.
You can plot this indicator to a chart...
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Indicator
Basic
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The Yahoo fundamental downloader gets four fundamental items for more than 4000 U.S. Stocks. It retrieves stock's market capitalization, return on equity, return on assets and finally the forward PE.
The market capitalization as you probably already know is the market price of the company and it results from the multiplication...
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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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The Self-Adjusting RSI indicator was developed by David Sepiashvili. It describes two techniques to adjust the oversold and overbought levels of the relative strength index indicator. It will create dynamic overbought/oversold zones that aim to improve your strategies performance by reducing false signals that may be generated when using the...
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Indicator
Basic
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This is an index published monthly by the Federal Reserve Bank of Philadelphia and is used to predict future movements of the economy.
This composite is based on several economic indicators. They are all leading indicators which mean that their changes are likely to precede changes in the economy. These economic...
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Downloader
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This trading system ranks the 10-bar rate of return of iShares ETFs that represent the top US industries then buys the ETF that have the lowest return. When the ranking system returns another ETF then the strategy sells the previously purchased exchanged traded fund and buys the first ranked one.
The...
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Trading System
Medium
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The Derivative Moving Average was published in an article in the "Technical Analysis of Stocks and Commodities" magazine, in June 1996. The article was written by Adam White and was entitled "The Derivative Moving Average". It describes a trading strategy that uses a simple moving average for long signals and...
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Trading System
Medium
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A short sale, in trading, is the sale of a stock that you do not own. Here is how it works, when you short sell a stock, your broker will borrow that stock and sell it for you. To close your short position, you will need to buy back that...
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Downloader
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The Trade Weighted Index or Trade Weighted Exchange Index is an economic indicator used to compare an exchange rate again several other exchange rates. A country calculates the Trade Weighted Index by weighting exchange rates of its major trading partners. Each trading partner's currency weight is equal to its share...
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Downloader
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This Singapore Historical Data item retrieves EOD quotes for all companies that are listed on the Singapore Stock Exchange. The list of ticker symbols can be downloaded here: 237.
You can choose to download data for the last 5 days (week) or 5 years. In the "TimePeriod" tab of this SGX...
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Downloader
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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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The swing index uses the current and past prices to determine the market direction and change in direction. It gives a numerical value that is between +100 and -100. This indicator is primarily used in the commodity and Forex markets, but it can also be applied to stocks.
The formula includes...
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Indicator
Medium
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The federal funds effective rate is the weighted average of rates on trades between brokers. As a simple example, if a borrowing bank A pays 5% to a lending bank B to borrow funds and on the same day a bank C pays 4.5% to a lending bank E to...
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Downloader
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This indicator makes a prediction for the returns of the current bar based upon averaging the returns of the NumClosest (parameter) candlestick patterns that were most similar to the current bar's pattern in the Lookback (parameter) period. "Similarity" here is the squared euclidean distance between vectors describing the two...
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Indicator
Advanced
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First introduced in a December 1997 'Stock and Commodities Magazine' article by Stephen I. Klinger, the Klinger Volume Oscillator is a volume-based indicator developed with the intention to be both short-term sensitive and long-term accurate. In fact, KVO measures the sum of in (accumulation) and out (distribution) volumes for a...
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Indicator
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Given the close price time series, this indicator calculates the percentage of bars, for each trading day and over a given lookback period, where the close price advanced (close price higher than yesterday's close price).
A value of 100% means that the stock or asset increased during all the previous bars...
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The "Money Flows - Selling on Strength" item downloads a list of advancing/up U.S. stocks with the largest outflow of money. Outflow of money happens when the number of shares traded on downticks exceeds those that were traded on upticks. Usually an outflow of money would cause the share price...
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Downloader
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The dividend yield watchlist displays all U.S. stocks that have recently distributed dividends to their shareholders.
The watchlist displays three columns:
q div: Recent quarterly dividend amount per share paid
a div: Sum of the last four quarterly dividend amount per share paid ...
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Watch List
Advanced
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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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TFS is a trend-following system introduced by Bryan Strain in "How to get with the trend and out at the end" in the Stock & Commodities magazine in 2000. It consists of a set of three indicators, used together to generate entries. We here focus on the TFS tether line...
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Indicator
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This downloader loads an RSS feed from the Abu Dhabi securities exchange website (www.adx.ae) and then executes a pre-script to populate a custom database. The database, whose name is 'adx_news', has 3 columns:
Date: The date the news was published.
Title: The company news title.
Link: A PDF or DOC link to...
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Downloader
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This is certainly a unique indicator/composite index. It combines the data of two popular and commonly used technical analysis patterns to create an index that tells whether the bullish pattern or the bearish pattern is dominating the market.
These technical analysis patterns are the Head and Shoulders and the Head and...
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Composite
Medium
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This Average Year over Year indicator will calculate the average close price (or any other time series) movement over the preceding N-years.
For any particular date, it will take the preceding N-year values and calculate the average one-bar return of these values.
Note that this indicator can work with daily, weekly and...
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Indicator
Advanced
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Using this money management script, you can simulate the effect of withdrawing a fixed amount of money, every month, from your portfolio.
The script allows you to enter the fixed amount to withdraw and to determine whether to withdraw money on each month or only on months that show positive returns...
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Money Manag.
Medium
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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
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iPath Exchange Traded Notes, ETNs, are unsecured debt securities, delivered by Barclays Bank PLC, that offers investors a way to track and earn from the return of strategies or market indices.
ETNs follow the performance of a benchmark or market index; the iPath EUR/USD Exchange Rate ETN for example, tracks the...
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Downloader
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This is another economic calendar downloader item for Forex traders. The benefit of using this one over (202) is that the current item is much faster in downloading the data. The data is stored into a custom database 'economic_cal ' with the following fields: the event date, the event or...
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Downloader
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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
Medium
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