This is a list of 300 stocks that have most heavily traded options volume for the month of May 2016, as compiled by CBOE. Being the most heavily traded also makes them the most liquid, ie: tight bid/ask spreads. This list can be downloaded every month...
No notes
|
Watch List
Medium
|
|
|
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...
No notes
|
Money Manag.
Basic
Private
|
|
|
This has been suggested and provided on the Quantshare forum but not uploaded as an indicator/ function (that I can find) Credit: Allan Nathan.
Default is for month (21) and annualized value.
Historical Volatility reflects the past price movements of the underlying. Historical volatility is also referred to as the asset's actual...
No notes
|
Indicator
Basic
|
|
|
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...
No notes
|
Downloader
Advanced
|
|
|
The opening range breakout is a trading indicator that returns true when a stock, an ETF or any other asset breaks the high or low of the first hours or minutes of a trading session (opening range).
You define a number of minutes and the indicator plots the high and low...
No notes
|
Indicator
Medium
|
|
|
Historical EDO quotes for stocks listed on Euronext Lisbon, formerly known as the Lisbon Stock Exchange, are provided by Euronext. The data is available for download in the NYSE Euronext website. The download item requires a list of ticker symbols for Lisbon Stocks that contains the Euronext Code in the...
No notes
|
Downloader
Medium
|
|
|
Stocks that outperform the market are more likely to increase in the future that stocks that are lagging and performing worse than the market.
Outperforming stocks carry also higher risk and we should be particularly careful when entering positions in one of these stocks. Many reasons could explain why...
No notes
|
Screen
Medium
|
|
|
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...
No notes
|
Downloader
Medium
|
|
|
This is an item that contains the details of 2069 ticker symbols. All the stock symbols reference companies trading on India stock exchanges.
The India stock market has two main stock exchanges:
- The Bombay/Mumbai Stock Exchange Limited (BSE) is the oldest stock exchange in Asia and lists more companies...
No notes
|
Symbols
Medium
|
|
|
A list of 31 currency pairs is contained in this item. The list contain the major currencies (US Dollar (USD), British Pound (GBP), Euro (EUR), Japanese Yen (JPY) and Swiss Franc (CHF)) as well as several other currencies, like the South African Rand, Norwegian Krone or the Saudi Arabian Riyals.
424...
No notes
|
Symbols
Medium
|
|
|
The Better Volume indicator uses a combination of bid/ask volume and range to identify
Volume Climax, High Volume Churn and Low Volume bars.
? Market tops are characterized by Volume Climax Up bars, High Volume Churn and Low ...
No notes
|
Indicator
Medium
|
|
|
The custom range function calculates the high/low range for specific security and time frame.
For example, in a daily chart, it can used to calculate the previous weekly high/low range:
a = CustomRange("", 7);
...
No notes
|
Indicator
Basic
|
|
|
For a complete description of how this money management script was created and the role of each function it contains, please refer to the following article: Create a trading strategy using the money management tool
The money management script, you can get here, creates a simple long strategy that is...
No notes
|
Money Manag.
Medium
|
|
|
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...
No notes
|
Indicator
Advanced
|
|
|
It was created by Hans Hannula and presented in 1994 in one edition of the Technical Analysis of Stocks & Commodities magazine. It primarily goal is to determine price efficiency over a specific period of time and to tell us whether a security is trending or not. The indicator values...
No notes
|
Indicator
Medium
|
|
|
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...
No notes
|
Composite
Medium
|
|
|
best watchlist created ,tested on indian market try it u will get more profts....
No notes
|
Watch List
Medium
|
|
|
This function plots economic releases on a Forex chart. It requires the following downloader 212, which gets economic calendar date and stores it in a custom database. This function then reads the data and plots an arrow and the name of the economic release on the bar where it occurred....
No notes
|
Indicator
Medium
|
|
|
Created by William Blau and described in his book "Momentum, Direction and Divergence", the Directional Trend Index, DTI, can be used to measure the directional movement of a stock or security. Usually, the DTI moves along with the market. When the market moves up, the DTI moves up as well...
No notes
|
Indicator
Medium
|
|
|
The R-Squared or R2 is a statistical measure that shows the percentage of movements of one time-series that can be explained by movements of another time-series. The R-squared values range from 0 to 1 or 0 to 100 if expressed in percentage. A value of 100 indicates that all movements...
No notes
|
Indicator
Medium
|
|
|
The Demand Index is a technical indicator that tries to lead price changes using price and volume data. The indicator was developed by Hames Sibbet.
The demand index formula requires several parameters:
Price: A time series that is usually set to the close price, midpoint or high plus low divided by two.
Constant:...
No notes
|
Indicator
Medium
|
|
|
Update to 1005 to pull watchlist symbols and visible startdate of chart through global variables.
Use this or similar formula in your chart pane:
...
No notes
|
Indicator
Medium
|
|
|
The index calculates the number of currencies that are declining compared to a given currency.
For example, if we apply the composite index to the US Dollar and we have for a particular date the following one-day rate of returns (Assuming we have only four forex pairs involving the US Dollar...
No notes
|
Composite
Medium
|
|
|
Using the simulator you can easily create and combine two different trading strategies, one long strategy and one short strategy.
However, if you want to create two long trading strategies, you will have to create your own money management script or use this object.
This money management script allows you to...
No notes
|
Money Manag.
Advanced
|
|
|
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%...
No notes
|
Money Manag.
Medium
|
|
|
One of the most important economic indices used to measure the state of macroeconomics is the Unemployment rate.
Definition: The jobless rate is the percentage of people, in the labor force and in a particular country, that are willing to work but are not currently working.
Each country's main goal is...
No notes
|
Downloader
Medium
|
|
|
In the rating system of the Motley Fool, each member predicts if a stock is going to outperform or underperform the S&P 500 Index in a given timeframe and based on these predictions a score or CAPS rating is given to each stock. The higher the CAPS rating is the...
No notes
|
Downloader
Medium
|
|
|
Financial ratios for liquidity and coverage allow investors to analyze and see whether a firm or a company is able to meet its short-term financial obligations and its liabilities.
Liquidy ratios include Current Ratio, Quick Ratio and Cash Ratio. Coverage ratios include Debt/Total Capital and Debt/Equity Ratio.
These five ratios, for...
No notes
|
Downloader
Medium
|
|
|
The Ulcer Performance Index is a measure of investment or trading strategy performance and is constructed by dividing the excess return by the Ulcer Index. The calculation is almost the same as in the Sharpe Ratio, which is computed by dividing the excess return (Total strategy return minus the risk...
No notes
|
Indicator
Medium
|
|
|
The current downloader downloads Market Capitalization data for the US Stock market companies that trade in the New York stock exchange (NYSE), NASDAQ and OTC.
A stock market capitalization could be considered as the company's net worth.
It is calculated by multiplying the company stock price by the number of shares outstanding.
If...
No notes
|
Downloader
Medium
|
|
|
The Bollinger bands squeeze is a volatility indicator that tries to determine periods of low or high volatility in a price series. This technical indicator signals only the timing, not the direction of the trade, and for this reason, it must be used in conjunction with other technical or fundamental...
No notes
|
Indicator
Medium
|
|
|
From a tool that allows me to measure the trend strength of a stock, I wanted to measure the trend strength of the global stock market by creating a composite that averages the trend strength values of all stocks that are included in the U.S. Stock Market. Note that this...
No notes
|
Composite
Medium
|
|
|
------------------------------------------------------------------------
------------------------------------------------------------------------
This item no longer works.
You can use the following downloader instead: 463 ...
No notes
|
Downloader
Medium
|
|
|
This is a small but IMHO helpful modification to the built in BarsSince indicator. The enhancement is the addition of a parameter, N, which allows you to choose which prior occurrence of a nonzero value in the Series that you are interested in. You may also provide a...
No notes
|
Indicator
Medium
|
|
|
This item loads and saves a list of all US holidays. The data is retrieved from the (ice.com) website. The market closes on these US holiday dates and thus the list can be helpful if you need to conduct some analysis on the how the market behaves near these dates.
The...
No notes
|
Downloader
Medium
|
|
|
The Sharpe ratio is certainly the most popular measure of the performance of investment strategies or trading systems. It is a measure of the risk premium or excess return per unit of risk. It is calculated by subtracting the risk free from the portfolio's return and then dividing the result...
No notes
|
Trading System
Medium
|
|
|
This Fractal dimension indicator is based on fractal analysis and Chaos theory and it was developed by John Ehlers and Ric Way. This trading indicator was introduced in the article "Fractal Dimension As A Market Mode Sensor" in the Stocks & Commodities magazine and it is a modified version of...
No notes
|
Indicator
Medium
|
|
|
By default, users are unable to take advantage of global variables inside of charts and other features. This function reads the specified global variable and returns its value as a string (not a number). If the global variable does not exist, this function will return a blank string.
By itself, GetVariable...
No notes
|
Indicator
Medium
|
|
|
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...
No notes
|
Symbols
Medium
|
|
|
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...
No notes
|
Indicator
Medium
|
|
|
Sort objects
Subscribe to trading items feed
