I have just uploaded a rules analyzer metric script, which can be found here: 284. This script produces several metrics, one for each trading year.
The current script creates only one metric, which is the average 'output per bar' for all years. The metric is not the same as the default...
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Rule Metrics
Medium
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The beta is a common metric used in evaluating stocks.
From money-zine:
"Perhaps the single most important measure of stock risk or volatility is a stock's beta. It's one of those at-a-glance measures that can provide serious stock analysts with insights into the movements of a particular stock relative...
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Indicator
Medium
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Intraday data for major stock markets downloads historical one-minute intraday data for the current day (real-time for some exchanges) as well as several days in the past. It can download data for more than 25 stock exchanges including the Australian Stock Exchange, Bombay Stock Exchange, Canadian Venture Exchange, Toronto...
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Downloader
Medium
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The following screen calculates the average one-month return for each stock and compares that value with the one-month return of their corresponding industry. The average industry return is calculated using the "comp" function. More info can be found on our blog posts about this composite function.
In order for this screen...
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Screen
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
Medium
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This trading system analyzes the crossover of two exponential moving averages (period of 5 and 12) to generate buy and sell signals.
The strategy opens a buy position (market order at open of tomorrow) when the 12-bar moving average crosses above the 5-bar moving average and only if the same crossover...
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Trading System
Medium
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Here is a trend line that displays the line slope angle which is the angle in degrees from the horizon. This drawing tool is similar to any trendline tool used in technical analysis; select it then click on the chart to create the first anchor point or line extremity then...
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Drawing Tool
Medium
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Get real-time alerts from Media sentiment. This service provides different kinds of alerts concerning US stocks. These alerts are issued for stocks that are likely to experience a big move in the near future. They are generated when a company management releases its earning news report. Media sentiment analyzes this...
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Downloader
Medium
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Unlike the default Random built-in function of QuantShare which returns a fixed random value of all bars, this function returns a random value for each trading bar.
Usage:
a = RandomBar(0, 100); // Returns a random value between 0 and 100
...
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Indicator
Basic
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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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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
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
Medium
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This scanner analyzes your securities looking for the set up that will allow you to trade the pivot point breakout system explained below.
Criteria:
- Security closed below the pivot point level of tomorrow
- Range between S1 and S2 is higher than 2% ...
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Screen
Medium
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This item downloads one year of historical EOD data for Australian stocks (Stocks listed on the Australian Securities Exchange, ASX). It requires a list of symbols of ASX stocks, which can be downloaded here 108.
The website that provides the quotes downloaded by 127 is no longer updated. The last update...
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Downloader
Medium
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List of all inactive stocks, those who were delisted from US exchanges.
This list includes stocks that gone bankrupt or were delisted for any other reason.
4777 symbols are listed.
This list can be very useful to build a database that doesn't contain a survivorship bias. ...
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Symbols
Medium
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This downloader uses IYW - Dow Jones U.S. Technology Sector Index Fund to create survivorship bias-free database for more reliable bactesting. This ETF fund is 0,99 correlated to QQQ.
Downloader is based on this blog post: Getting Accurate Backtesting Results: Survivorship bias-free S&P 500
Original/Idea autor is Quant Share team....
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Downloader
Medium
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Using the "GapUp" and "GapDown" functions, it is easy to spot up and down gaps and tells on which bars these gaps have occurred. It is also very interesting to know the size of the gap.
First and for those who don't know what a Gap is; it is the price...
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Indicator
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 money supply or stock, in economics, is the total amount of money available at a particular point in time. Money includes the currency in circulation as well as demand deposits. The variation or changes in the money supply has multiple effects on the economy, for example the price level...
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Downloader
Medium
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VIX is the ticker symbol for the Chicago Board Options Exchange Market Volatility Index, a popular measure of the implied volatility of S&P 500 index options. Often referred to as the fear index or the fear gauge, it represents one measure of the market's expectation of stock market volatility...
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Trading System
Medium
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This item calculates the SCTR (Stock Charts Technical Ranking). Please see the link for description. https://school.stockcharts.com/doku.php?id=technical_indicators:sctr
cFunctions.SetForwardAndBackwardBars(200, 0);
String str = "EMA200_ = ((Close - ema(200))/ema(200)) * 30;" + ...
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Indicator
Medium
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When you are evaluating stock trading systems, it is helpful to see how your system performed each year in comparison to major stock indexes. So, if my trading system had a 10% return in 2006, it would be good to know if that return represents over or under performance compared...
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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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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 Chande's Range Action Verification Index (RAVI) indicator was developed by Tushar Chande. As the ADX indicator, the RAVI is used to identify whether a market or security is trending. The RAVI indicator is calculated using moving averages of different lengths. The first one is a short moving average with...
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Indicator
Medium
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buy sell signal is very good for trading. down load it...
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Trading System
Medium
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This object allows you to highlight an area in your trading chart. After you download it and add it to the bookmark panel, double click on "HighlightArea" button and click twice on a chart. Before the first click, select the beginning of the area of the chart you would like...
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Drawing Tool
Medium
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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%...
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Money Manag.
Medium
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The Elliott Wave Oscillator is a very simple indicator that consists of taking the difference of a 5-period simple moving average and a 34-period simple moving average. The result oscillates above and below the zero line and it is displayed as a histogram whose bar colors changes depending on whether...
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Indicator
Medium
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This function creates both the bull power and bear power indicators. Both indicators were created and described by Alexander Elder in its "Trading for a Living" book. They are both used in the popular Elder-Ray indicator.
The bull power shows the buying pressure or the capacity of bulls to push prices...
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Indicator
Medium
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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...
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Symbols
Medium
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The maximum drawdown is equal to the highest drawdown value over a given period of time. In a trading system, it refers to the largest drop (could be expressed as a percentage) of your portfolio.
This technical analysis indicator can be applied to any price series or indicator. It performs the...
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Indicator
Medium
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Australian Securities Exchange participants are required to report their daily gross short sales to the ASX exchange. This short selling activity is made available in the Australian Securities Exchange website. The AFR (afr.com) website provides also this short selling report.
Short sellers sell shares they do not own. They are expecting...
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Downloader
Medium
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A pair strategy consists of taking one long position in a stock or security against a short position in another stock or security. The goal of such as strategy is to make profits on diverging performance and at the same time reducing risk and exposure to the global market because...
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Trading System
Medium
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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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Indicator
Medium
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In statistics, kurtosis measures the relative peakedness of a probability distribution compared with the normal distribution. This is why we also call it "excess kurtosis".
The higher the kurtosis value is, the sharper the distribution peak and the longer & fatter the tails are.
The lower the kurtosis value is, the rounder...
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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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Based on the number of stocks making new 52-week highs and the number of stocks making new 52-week lows, the High Low Index is a popular market breadth indicator that shows the number of new highs relative to the sum of new highs and lows.
The High Low Index is also...
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Composite
Medium
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