The Date filter is a simple function that returns one if a specific bar's date is comprised between a given start and end dates; otherwise, it returns zero.
The date filter accepts six parameters.
Param1: The day of the start date
Param2: The month of the start date
Param3: The year of the start...
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Indicator
Medium
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I have attempted to translate a trading system that is available on the web for free. I was not able to get a system togather that allows me to trade both long term and short term trading systems. Any help would be helpful. I am adding my...
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Trading System
Medium
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After adding this money management script to your trading system, you will be able to display the benchmark return in the simulation report table and the benchmark time-series in simulation graphs. This allows you to compare your strategy equity or rate of return against a benchmark such as a market...
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Money Manag.
Medium
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The Choppiness Index is an oscillator designed to determine if the market is choppy (trading sideways) or not choppy (trading within a trend in either direction). The Choppiness Index is not directionnal. Higher values equal more choppiness, while lower values indicate directional trending.
- the Choppiness Index measures the linearity...
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Indicator
Basic
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Unlike the 1406 script, the current one exports the date in addition to the equity value.
It will automatically open an excel document with the date and equity value for each data point.
Please note that in order for this item to work you need to add a reference to the excel...
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Money Manag.
Medium
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Index investment activity on the commodity markets is compiled then released by the Commodity Futures Trading Commission. Certain Swap dealers and index traders must file monthly reports with the CFTC just after the end of each month. For more information please visit the below link.
The index investment data contains the...
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Downloader
Medium
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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
Medium
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This function allows you to thicken candlestick bars based on a specific rule.
Let us say for example, you want to thicken candlesticks when the price is above the 30-bar moving average. For this, you just have to type the following line in your chart formula:
a = Thicken(close > sma(30),...
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Indicator
Medium
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This dynamic watchlist lists all shares that are on the current symbol list, that have crossed south the simple moving average during the last 200 days. For long-term trend followers this could be a signal for going short on stocks from this particular list)....
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Watch List
Basic
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Here is a download item that will allow you to retrieve daily historical continuous contract data for CME Eurodollar futures. It gets non-adjusted price based on spot-month continuous contract calculations.
Eurodollar futures are interest-rate derivatives based on the LIBRO. These 3-Month Eurodollar futures are traded on the CME or Chicago Mercantile...
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Downloader
Advanced
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This year-over-year chart indicator will allow you to compare stock's movement over the same period of time one or several years ago.
All you have to do is download this trading indicator, create a new chart then create two or more panes.
As an example, create two panes (right click on the...
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Indicator
Basic
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This item downloads historical EOD data of U.S. industry indexes. It downloads the last two years daily history for 92 industries.
Ticker symbol for these industries are created and inserted in your database during the downloading process. Ticker format is as follows: ^Industry_[Industry name]. The data contains the closing prices and...
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Downloader
Medium
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This list of symbols contains major U.S. indices. The indices fall into one of the following categories: Down Jones, New York Stock Exchange, NASDAQ, S&P, Other US, Treasury and Commodities. For example, the Dow Jones category contains four indexes: Down Jones Composite Average, whose symbol name is ^DJA, Down Jones...
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Symbols
Medium
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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...
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Downloader
Medium
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Among the Germany's eight securities exchanges, the Frankfurt Stock Exchange is by far the largest one. It accounts for more than 85% of the trading volume in Germany and 35% of the stocks trading volume in Europe. It is also the third large securities exchange place in the world after...
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Symbols
Medium
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The "Money Flows - Buying Weakness" is a list of companies whose stocks are trading lower and have the largest inflow of money for last trading day. This list of stocks is released by the Wall Street Journal.
This object downloads this list and then stores the data in a database,...
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Downloader
Medium
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Implements traditional fixed fraction position sizing (fixed percentage risk per trade). In this case, risk = (entry price - stop) * nbshares. If you have an account of $100,000, @ 1.5% risk, the first trade risk will be $1500. $1500 is not the same as margin used...
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Money Manag.
Medium
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This trading system implements the ConnorsRSI pullback system as described in the ConnorsRSI Pullbacks Guidebook.
A description of ConnorsRSI and the system description are available here:
http://info.tradingmarkets.com/ConnorsRSI_ConnorsRSI.html
...
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Trading System
Medium
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Fixed Bucket Calculation
In financial modeling, "normalizing" data is critical to evaluating a time series in a smooth and consistent manner. What constitutes a high versus what is a low value? Properly characterizing values is important to determine valid "signals". It rarely a good idea to...
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Indicator
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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The Toronto Stock Exchange is the main stock exchange in Canada. This item lets you download historical end-of-day data for companies listed in this exchange. Data for 1444 symbols are downloaded, parsed and inserted into your quote database. The data is grouped by month and thus can be downloaded very...
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Downloader
Medium
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Recently I have created an EOD quotes downloader for NSE (National Stock Exchange) listed companies that downloads data by date. This time, I have made the same but for the BSE (Bombay Stock Exchange).
As with the NSE downloader, the data comes directly from the exchange website (in this case bseindia.com)...
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Downloader
Medium
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The New-High/New-Low Spread, sometimes called New-High minus New-Low Oscillator, is a market breadth indicator constructed by taking the difference between the number of stocks listed on the NYSE that are making new 52-week highs minus the number of stocks listed on NYSE that are making 52-week new lows. You can...
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Composite
Medium
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BlackRock is a company that manages a family of ETFs known as iShares Exchange Traded Funds. An ETF is an investment vehicle with a lot of benefits such as the diversification, transparency of holdings and cost, tax efficiency and the ability to be bought and sold like any stock. An...
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Downloader
Medium
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The object gets a list of companies that are either upgraded or downgraded by analysts for the current trading day. Analysts working for brokerage firms track the performance of thousands of U.S. companies. An analyst upgrades a company if he/she thinks that the company stock price is underpriced, and downgrades...
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Downloader
Medium
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This function allows you to transform numbers from the following format (example: 1000000) to the following one (1,000,000). The value returned is a string (text).
Here is an example that allows you to plot volume separated by commas:
First remove the default "Plot(volume.." line your formula (Right click on a chart then...
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Indicator
Basic
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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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Here is a list of ticker symbols for the Major World Indices. It contains more than 25 indexes from five different continents.
It includes the following stock indexes for Americas:
^MERV: MerVal
^BVSP: Bovespa ...
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Symbols
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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Each time you click on a chart, this drawing tool creates new lines that connect the current point to the former ones.
This item was created using the custom drawing tool. You can add it to the bookmark panel, by right clicking on that panel, selecting "Add Shortcut", "Drawing Tool" then...
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Drawing Tool
Medium
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The flat market indicator is a technical analysis indicator that can help you identify possible congestions in your asset's prices.
Congestion is a situation where no significant change in asset's price happens. It also sometimes indicates areas where heavy trading volume occurred in the past. Congestion periods are sometimes followed by...
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Indicator
Medium
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Trade-Ideas allows you to perform intraday scans using several criteria; these criteria include volatility, Average True Range, 15 minute range, 30 minute range, gap up, gap down, 15 minute RSI, range contraction, up from the close, up previous day, standard deviation, below high, above low, position in range, consolidation,...
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Downloader
Medium
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The interpretation of the screen Momentum at stander deviation is ,this screens the quote swhich are in fast uptrend for swing trade .This screen i did on indian quotes which has given me very good results. Soon i am sharing the chart layout of the same which is fexible just...
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Screen
Medium
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This trading system tries to reproduce the 'Sleep Well' Bond Rotation Strategy developed by Frank Grossmann (http://www.logical-invest.com/)
The strategy switches, on a monthly basis, between 5 different ETFs, either on a Top1 or Top2 approach:
. AGG - iShares Core Total US Bond (4-5yr) ...
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Trading System
Medium
Private
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The Tokyo stock exchange, the Osaka securities exchange and the Nagoya stock exchange are the main three exchanges in the Japan stock market.
The Tokyo stock exchange or the TSE is the bigger one; it has more than 2000 listed companies with a combined market capitalization of more than 4 trillion...
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Symbols
Medium
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During a non-trending period, the price of an asset usually crosses above and below its moving average several times in a short period. The power of the bulls is almost equal to that of the bears. The more crossovers occurring between the price and the moving average the more the...
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Trading System
Medium
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This item calculates the number of days since the inception of the security (first available bar date) and then accepts or rejects a new order depending on whether that value is higher or lower than a specified threshold.
If for example your want to ignore stocks that are less than 365...
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Money Manag.
Basic
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Coefficient of Variation (CV) is a measure of the dispersion of points/prices around the mean (Dispersion of a probability distribution).
In statistics, the coefficient of variation is also called variation coefficient, unitized risk or relative standard deviation (%RSD). Because its value is normalized and it is a dimensionless number, it is...
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Indicator
Medium
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The equity symbols function returns the relative value of a group of securities. It gets a list of securities separated by semi-colons.
This indicator (EquitySymbols) can be used for example to calculate the relative performance of a stock against a group of other stocks.
Formula: (Right click on a chart then "Edit...
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Indicator
Medium
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This function loops through each trading bar and update any zero value with Nan
The function could be useful in many situation. Here is how it is used in this how-to lesson:
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Indicator
Basic
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