The current pivot table displays the number of increases (today's close higher than yesterday's close) for each month and for each year for the SPY.
You can update the pivot table to display data for any indicator you want, you can also select the "Values" field, click on the "Symbols" tab...
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Pivot Table
Medium
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The Coppock indicator, developed by Edwin Coppock, is used as a technical analysis tool to detect the beginning of bullish periods. Initially confined to the Dow Jones Industrial Average, it is also appropriate for use with other indices.
The Coppock indicator, also called Coppock curve, is generally used by long-term...
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Indicator
Medium
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The Open ARMS Index, also called Open-10 TRIN or Open Trading Index, is a smoothed version of the Arms Index.
This market breadth indicator uses the advancing/declining issues and the advancing/declining volume to measure the strength of the market.
The Open-10 TRIN is created by the composite plug-in and its formula consists...
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Composite
Medium
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Probably the most popular trading indicator is the moving average. It is widely used in technical analysis and several other indicators use it in their calculation. For each bar, the moving average indicator calculates the average price of a time-series over the preceding N-bars.
The function name is 'rbsma', which stands...
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Indicator
Medium
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This trading indicator has the same parameters as the 829 item I have shared yesterday. However, instead of getting a time-series value at a specific bar, this indicator calculates, for the specified price series/indicator, the sum of all bars that occurred before a given time.
For example, the following formula (YTimeSum(volume,...
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Indicator
Medium
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The VWAP or volume-weighted average price measures the average traded price of a stock over a trading period. It is the ratio of the asset price to total volume traded over a particular period.
This VWAP indicator should be applied to intraday data. It sums the product of the price and...
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Indicator
Advanced
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The Average Output per Month is a script metric for the rules analyzer plug-in. It loops through all the generated positions and calculates the average output value for each month. It then averages these values to produce a unique metric, which is the average output per month.
The advantage of using...
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Rule Metrics
Medium
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The Kuwait Stock Exchange is one of the largest stock exchanges in the Persian Gulf region. In fact, it is the second biggest stock exchange in the Middle East of Asia, just after the Saudi Stock Exchange. The exchange is located in the State of Kuwait, and it was created...
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Symbols
Medium
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Demonstrates use of the Indicator Switcher function and the Symbol switch in the same strategy
Can be used to test via optimize any combination of indicators and symbols
Note: Download & Update the "SymbolIndex" function for folder location of your symbols list for this strategy in addition to normal update of symbols...
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Trading System
Medium
Private
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This function calculates the average volume during a period of time in the previous days. Given a start and end time, it counts the number of bars and the cumulative volume that occurred within this period and then divide the cumulative volume by the number of bars. Another parameter allows...
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Indicator
Medium
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The time segmented volume is a technical indicator that segments the price and volume of a stock according to time intervals.
The idea is to calculate accumulation (buying) and distribution (selling) based on volume and price change. The time segmented volume or TSV indicator increases when the current bar's close is...
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Indicator
Basic
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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
Medium
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Here is a money management script that can be applied to any trading system to prevent it from buying positions that didn't perform well in the past. This money management item simply tracks new positions in the "OnNewPosition" event and then decides whether to allow the position to be bought...
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Money Manag.
Medium
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Here is an option chains and LEAPS downloader that can get data for options traded on U.S. exchanges.
You just need to enter the underlying securities in the "Symbols" tab, click on "Start Downloading" to get options data for all strikes and expiration dates.
Example: ...
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Downloader
Medium
Private
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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
Medium
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This strategy is based on earnings surprise data and it consists of the following trading rules:
Buy Rules:
- Today's Earnings surprise is higher than 5%, which means the actual EPS is 5% higher than EPS consensus (expected earnings per share by analysts).
- Previous earnings-per-share is positive (previous quarter EPS) ...
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Trading System
Advanced
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NORMINV function is the inverse of the normal cumulative distribution for a specified standard deviation and mean. The normal probability density and the cumulative normal distribution can be calculated using the following function: 1041.
This function finds the z value given the probability that a value or variable is within a...
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Indicator
Medium
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// RSI + SMA(200) + Hurst v001
// 2013-07-16
Inspired by Larry Connors' work on RSI(2). The system buys major ETFs on weakness [RSI(2) < 5] and sells when the recovery starts [RSI > 65]. The system is long only and trades when the price is above the 200 day moving average....
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Trading System
Medium
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The percentage of stocks trading above their pivot point is a breadth indicator that measures the overall market sentiment.
It calculates the total number of stocks trading above their tomorrow's pivot point level and divides that value by the number of stocks trading below their tomorrow's pivot point level.
The formula of...
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Composite
Medium
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This Russell Latin America item is composed of three indices, constructed using a market capitalization-weighted methodology, the Russell Latin America Index, the Russell Latin America Growth Index and the Russell Latin America Value Index.
The indices are developed by the Russell Company and they cover several companies listed on Latin America...
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Downloader
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 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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The NYSE Index Closes item retrieves historical index closing values from the New York Stock Exchange website.
Eight indices data are downloaded by this item: (Symbols are added automatically to the Quote Database)
^NYSE_COMPOSITE: The NYSE Composite Index measures the performance of all stocks listed on the NYSE, including REITS, ADRs...
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Downloader
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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The OCC, which stands for Options Clearing Corporation, is the world largest equity derivatives clearing organization. The OCC was founded in 1973 and it is under the jurisdiction of the CFTC, Commodity Futures Trading Commission and the SEC, Securities and Exchange Commission.
One of the OCC role is to clear transactions...
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Downloader
Advanced
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Nasdaq 100 Constituents as of 1/20/2011...
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Symbols
Basic
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The Irish stock exchange is the primary stock exchange in Ireland. It is based in Dublin and is owned by stock-broking firms. This ticker symbols list contains companies that are listed in the Irish stock exchange. A total of 64 symbols are available.
The list also contains the following companies' data:...
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Symbols
Medium
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This screen tries to find low priced stocks that have experienced substantial run up in one day with a volume substantially higher than average for the last periods. you'd be looking to go long on the open of the next day. the screen also shows the magnitude of the move...
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Screen
Medium
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The Consolidation Breakout technical indicator identifies breakout in a congestion pattern. It does so by checking several conditions and then returning a value of one if a bullish congestion breakout is detected and a value of minus one if a bearish congestion breakout is detected. In case there is no...
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Indicator
Medium
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The Monthly Retail data, which is released by the U.S. Census Bureau, contains several time series on retail economic activity in the United States. The data is obtained by the Advance Monthly and Monthly Retail Trade Surveys (MARTS and MRTS).
This object downloads two time series from the MARTS, which are...
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Downloader
Medium
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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...
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Downloader
Medium
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One way to discover stocks that are in a trading range and may move in one way or another in the coming days is to count the number of close and moving average crossovers over the previous days. For example, a stock that had four crossover during the last 10...
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Indicator
Medium
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I have already uploaded a trading object to get optionable information for US Stocks. The item is located here 487. It gets also exchange, market, sector and the indices the stock belongs to.
This trading object gets data from another website; it marks stocks that are optionable by settings their corresponding...
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Downloader
Medium
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To measure the profitability of a company, analysts and investors use metrics such as the ROE (Return on equity), ROI (Return on investment) and ROA (Return on assets).
Profitability is very important for the growth of a company. It is also important for company's owners and managers. It is a...
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Downloader
Medium
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This is a list of index options symbols listed in the International securities exchange (ISE). ISE introduced index options in October 2003 and it was the first time indexes were traded fully electronically.
This ISE symbol list also contains sector indexes that track the performance of publicity traded companies in different...
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Symbols
Medium
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This is a real-time grid/table that displays close and RSI14 values (1-min period) for a list of securities.
You can update any symbol by double clicking on its name (first column).
You can add a new symbol by rigth clicking on the table then selecting "Add Row".
You can learn how to create...
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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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PERCENTRANK of High, Low and Close values translated from Amibroker.
Amibroker Code:
function PercentRankHLC(Data1, Data2, Data3, Periods)
{ ...
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Indicator
Medium
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The TSI is an intermediate-term absolute (versus relative ) measure of the tendency of a stock to trend or mean revert. The premise underlying the theory is that stocks with a high degree of momentum in relation to volatility are much less likely to mean-revert than those that have...
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Indicator
Medium
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The plurality index is a market breadth indicator based on the number of advancing and declining issues. These numbers must be downloaded first before using this indicator: 159. Note that the plurality index uses two ticker symbols created by the previous downloader: ^ADVANCE-ISSUES-NYSE and ^DECLINE-ISSUES-NYSE.
The plurality index is always positive...
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Indicator
Medium
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