This downloader gets historical holdings of iShares ETFs. The data is downloaded once per month and is available starting from 2010. (The downloader URL-script could be modified to get older data).
The data is stored in a custom database whose name is "ishares_etf_holding". The holdings symbols are stored in the "holdings"...
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Downloader
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This rules analyzer metric calculates the average output of each analyzed rule and on a per-symbol basis. The standard average output adds up the outputs generated by all the positions for all securities then divides this value by the number of positions.
The current metric adds up the outputs separately for...
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Rule Metrics
Advanced
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What is the ConnorsRSI?
It consists of three components:
a. Short term Relative Strength, i.e., RSI(3).
b. Counting consecutive up and down days (streaks) and "normalizing" the data using RSI(streak,2). The result is a bounded, 0-100 indicator. ...
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Indicator
Medium
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The National Stock Exchange website provides the Security-wise Delivery Position data. The current downloader gets this data for a period you specify and for all stocks listed on the NSE. This item also creates a database and inserts the data into it. The database name is 'delivery_position'. It has...
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Downloader
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Based on the number of buy signals, this money management script calculates its 10-Bar moving average and compares it to the 50-Bar moving average. If the former moving average is lower than 0.4 times the latter moving average, then trading is halted during the next 30 trading bars.
The number of...
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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
Medium
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Nicholas Darvas in his book "How I Made $2,000,000 In the Stock Market", published in 1986, created the Darvas Box Theory.
Nicholas Darvas explains in this book that the Darvas box theory is a momentum strategy that should be used with short-term timeframes (less than one year).
The Darvas box...
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Indicator
Medium
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This is a list of volatility-related indexes. The indexes are calculated by the Chicago board options exchange and are measures of the market expectation of the near-term volatility of the underlying securities.
These indexes track implicit volatility and their prices are calculated using the implicit volatility of the underlying security options...
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Symbols
Basic
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This is a single mask that applies a simple moving average and then a rate of change transformation on any indicator or time-series. This mask first smooth the indicator you provide by applying a moving average with a 30 period bar (this can be changed later) and then calculate the...
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Rules Mask
Medium
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Swiss Army Knife Indicator - SWAK
Example:
swak((high + low) / 2, "BS", 14, 0.01);...
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Indicator
Medium
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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...
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Indicator
Medium
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This is not another indicator , just see the picture to know the power of this study
http://www.freeimagehosting.net/uploads/1e120823dd.jpg
Formula Name:VMACD
Formula Full Name:Volumn Moving Average Convergence Divergence
...
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Watch List
Medium
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This is a replacement for the RandomValues() function.
This function uses the MersenneTwister random number generator in lieu of the .NET system pseudo random number generator to generate random numbers that change every bar. There are many well documented problems with the native .NET implementation but the biggests is too many...
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Indicator
Medium
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Created by Dr. Rene Koch, the variance ratio indicator measures the degree of mean reversion or trendiness in a time series. It is an easy and fast way to detect whether a security or price series is trending, mean reverting or following a random walk.
The variance ratio interpretation is as...
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Indicator
Medium
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The Relative Vigor Index is an oscillator introduced by John Ehder. Described in an article entitled 'Something old, something new' in the Technical Analysis of Stocks and Commodities magazine in January 2002 edition, the RVI combines modern digital signal processing with the classical market technical analysis.
In fact, the RVI...
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Indicator
Medium
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NYSE Euronext website (www.euronext.com) provides investors with historical end-of-day data of stocks listed on the Euronext Amsterdam exchange. Euronext Amsterdam, previously known as the Amsterdam Stock Exchange - AEX, is said to be the oldest stock exchange in the world. The exchange is part of Euronext group which contains also...
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Downloader
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The Barclays Bank PLC issues debt securities called iPath Exchange Traded Notes or ETNs. They allow investors or traders to invest in financial products that track the performance of different market benchmarks or strategies. ETNs are like stocks, they are listed on exchanges and they can be shorted.
These are four...
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Downloader
Medium
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The price to book ratio is a fundamental measure to value stocks by comparing a company's book value to its market price.
The book value, which is the portion of the company that is held by shareholders, is calculated by subtracting the total liabilities of the company to its total...
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Downloader
Medium
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This Generic Trading System Template can be used as a starting point for your own trading system developments. It includes all the simulator settings that can be parameterized as well as examples for ranking, optimization, stop-setting, entry/exit rules and limits.
The template is grouped into settings that are likely to get...
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Trading System
Medium
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In technical analysis and active trading, the majority of oscillator systems follow almost the same logic. Buy when the oscillator moves above a certain threshold and sell when it moves below a certain threshold. The problem with this approach is that it doesn't take the evolution and the volatility of...
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Indicator
Medium
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This is a small modification to 1601 by QuantShare to add support for filtering and column labels.
>>> Instructions below mostly copied from the original post >>>
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Downloader
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This is a bullish trading system using momentum and trend. The Rate of Change indicator is used for momentum. Exponential and Simple moving averages are used for trend. This system is still in development. However, for AAPL it works well....
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Trading System
Medium
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Inverse Fisher Transform was first introduced by John Ehlers in an article published in May 2004 issue of the Technical Analysis of Stocks and Commodities magazine.
It is the inverse of the fisher transform which can be downloaded here 528. It is well suited to transform oscillator indicators because it is...
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Indicator
Advanced
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Among linear filters commonly used in trading, the simple and exponential moving averages are probably the most popular ones. According to John Ehlers, linear filters are optimal when used with stationary data, which is not the case with security quotes. The Ehler Filter invented by John is a nonlinear FIR...
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Indicator
Medium
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The Bull Bear Ratio is a market sentiment indicator that measures the strength of the bulls versus the bears. It measures the bulls by calculating the number of stocks whose percent rank value is higher than 70 and the bears by calculating the number of stocks whose percent rank value...
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Composite
Medium
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Sometimes one wants to review/evaluate a certain stop loss by assessing its distances from the last bar in ATR multiples (Average true range). That is what this drawing tool was created for.
When using it, it draws lines for each ATR multiple. So one can see, how much is the distance...
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Drawing Tool
Medium
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The Wilder Volatility Index Trading System is a strategy introduced and developed by J. Welles Wilder in the "New Concepts in Technical Trading Systems" book.
The trading strategy is a long/short system that buys a stock or a security when a bull/long signal is generated, then exits and shorts the security...
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Trading System
Medium
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The Bear Put Spread and the 431 are called debit spread option strategies. In a debit spread strategy, a trader purchases an option with a higher premium and sells another option for the same underlying security with a lower premium. The strategy results in a net debit (Premium of the...
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Downloader
Medium
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If you want to compare a certain value of a time-series for a particular security to the value of other securities for the same date, then you should use the z-score. You will need to standardize data in order to use the z-score or the standard score.
The standard score, which...
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Indicator
Medium
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The current algorithm calculates the mathematical combination element given the lexicographical index. The function gets several string values separated by a semi-colon, a value to test, the number of values per combination and the combination index (or what is called lexicographical index).
To understand the usefulness of this function, here is...
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Indicator
Medium
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Correlation matrix of 41 major ETFs. Correlations higher than 0.8 are shown in red, between 0.5 and 0.8 in yellow, and under 0.5 are in green.
Requires daily data for the following ETFs:
ACWI, DBA, DIA, DUST, DXD, EFA, EWA, EWG, EWH, EWJ, EWM, EWP, EWQ, EWS, EWT, EWU, EWW, EWY,...
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Medium
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The strategy consists of buying additional shares of a stock at a lower price than the first entry price.
It is similar to the "Averaging Down" MM Script but it is specifically built to work with the Connors_Alvarez MDD/MDU strategy.
The script goes through your open positions and if any current price...
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Money Manag.
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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The function "IsNewBar" detects whether the current bar is a new bar or not (new tick in an existing bar).
If a new tick creates a new bar (Example: 1-min bar) then this functions returns 1, otherwise it returns 0.
The function should be applied with real time data.
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Indicator
Medium
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This is an Implementation of the Congestion Index Indicator presented in the book "Intermarket Trading Strategies" by Markos Katsanos.
It can be used to identify trading ranges and the direction and normalized strength of an trend. Values above 30 indicate an uptrend and values below -30 can be considered as downtrend.
Markos...
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Indicator
Medium
Private
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The Lane's stochastic oscillator is an improvement of the well-known stochastic indicator. It was developed by Georges Lane in the 1950s. It is based on the calculation of the difference between the daily price and the lowest low divided by the highest-lowest price range. The indicator values vary from 0...
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Indicator
Medium
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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:...
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Indicator
Medium
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This simple script allows you to control the Percentage of Invested Capital that your strategy uses. It is done via the position a defined Instrument with its Moving Average. If the Instrument is above its Moving Average, Percentage of Invested Capital is scaled in to 100%.
If the instrument is below...
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Money Manag.
Medium
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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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The following download item retrieves historical EOD data for the Singapore Exchange (SGX). It gets data very quickly (by date) for the last 22 market days and for all securities (Stocks, ADRs, Company Warrants, ETFs and ETNs).
To get older data, please use the following downloader: 1171. You can also use...
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Downloader
Medium
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