This is a custom formula that calculates the put and call prices of European style options.
This Black-Scholes Option Pricing Model function accepts six parameters.
The first parameter is used to specify whether we want to calculate a put or a call, set 'p' for put and 'c' for call.
The others parameters...
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Indicator
Medium
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The volatility channels indicator is used as a confirmation rule to enter long or short trades. When long rules are triggered, enter long when the price breaks up the upper volatility band and when short rules are triggered, enter short when the price breaks down the lower volatility band. The...
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Indicator
Medium
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best watchlist created ,tested on indian market try it u will get more profts....
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Watch List
Medium
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"GetField" is a function that gets a word among a list of words given an index provided as parameter to the function.
The function is mainly used in quantitative trading to optimize News driven trading systems and it works as follows:
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Indicator
Medium
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Percent Above Average Yield:
This function calculates the percent difference of a stocks current dividend yield and its average yield (over the period you set). To work, this indicator needs data from 93. That is just for stocks in the US market. Other markets may require other objects....
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Indicator
Medium
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This is another economic calendar downloader item for Forex traders. The benefit of using this one over (202) is that the current item is much faster in downloading the data. The data is stored into a custom database 'economic_cal ' with the following fields: the event date, the event or...
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Downloader
Medium
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The Swing Trading Indicator (STI) is designed to calculate the last swing point that occurred on or before each bar.
A swingpoint is defined as a local high or low for a certain minimum number of bars. You can define this minimum number through parameter, standard is set to 5 bars.
Note...
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Indicator
Medium
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The bulls and bears strategy is based on the bull and bear power indicators.
This long/short strategy goes long when the following conditions are met:
- Security increased for at least three consecutive bars (bullish)
- The bull power indicator is increasing and its value is positive
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Trading System
Medium
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Rules that capture the following patterns:
Stock falls from a high to a low within x bars, the high and low of the last y bars
Stock rises from a low to a high within x bars, the high and low of the last y bars
Plotting these rules on a chart help...
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Rules
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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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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This is a composite and market breadth indicator that calculates the ratio of stocks trading above the moving average of their close prices plus the 30-bar standard deviation to stocks trading below the moving average of their close prices minus the 30-bar standard deviation.
The Standard deviation is a measure of...
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Composite
Medium
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Broker Ratings & Recommendations object downloads several metrics about broker recommendations for US stocks.
Database Name: "Broker_Rating"
Fields: ...
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Downloader
Medium
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This rules analyzer metric script produces several metrics, one for each year in the analysis period. Its task is simple, it calculates the 'Output per bar' value, the same way QuantShare calculates it, but instead of producing one 'Output per bar' metric for all the trading period, it produces a...
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Rule Metrics
Medium
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A.K.A. Very Long Term (VLT) Momentum indicator (using monthly timeframes)
Named for Edwin Sedgewick Coppock - this indicator was developed as a way to find the upturns from major stock market bottoms.
He based his settings on how long it takes a person to grieve, and to get over the...
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Indicator
Basic
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Unlike most EOD data downloaders for the U.S. Market, which get data by ticker symbol, this trading object gets historical data by date. It downloads end of day data for all U.S. Stocks (More than 7000 stocks from the New York Stock Exchange, American Stock Exchange and NASDAQ) and for...
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Downloader
Medium
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The Short Ratio Index calculates the short ratio of the U.S. market. It sums the short selling volume and the total volume for every U.S. stock (From different exchanges: NYSE, NASDAQ, AMEX...). The first sum is then divided by the second sum to produce the Short Ratio Index.
Short selling data...
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Composite
Advanced
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The Fibonacci retracement indicator returns a value indicating whether there is a support or resistance near the current stock price. Five different retracement levels or numbers are used: 0%, 38.2%, 50%, 61.8% and 100%.
When calculating the Fibonacci retracement levels, if the highest stock value occurs before the lowest value, then...
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Indicator
Medium
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The 2 percent rule is a simple risk management strategy that controls the maximum amount you can lose for each invested asset.
The rule here is very simple: Never risk more than two percent of your total capital on any single stock. If you end up having 10 consecutive losses, that...
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Money Manag.
Basic
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The Bloomberg U.S. Financial Conditions Index is a measure of the number of standard deviations (z-score) the current financial conditions are above or below the average index value for the period of June-1994 to 2008. The index is calculated using yield spreads and indices from the Equity, Bond and Money...
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Downloader
Medium
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This trading system reproduces the Global Sector Rotation (GSRS) Investment Strategy developed by Frank Grossmann
http://www.logical-invest.com
http://www.logical-invest.com/strategy/global-sector-rotation-low-volatility
http://www.logical-invest.com/strategy/global-sector-rotation-aggressive
...
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Trading System
Medium
Private
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Dave's New System or DNS is an indicator, developed by David R. Evans, which consists of the sum of eight trading rules. Each time a trading rule passes, the indicator value increases by one. The DNS indicator value varies between zero and eight, a value of zero means that no...
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Indicator
Medium
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Here is how to download historical EOD data for delisted or bankrupt stocks.
- Download this item
- Open it and start downloading
- The item will start downloading and adding EOD data to your database ...
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Downloader
Advanced
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Each U.S. Company belongs to a specific industry. The Standard Industrial Classification, SIC, was created in 1937; it uses SIC codes to categorize business activities. It was replaced by the NAICS, which is the acronym for North American Industry Classification System, a new business classification created by the United States,...
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Downloader
Medium
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This money management script allows you to add a trailing stop to your trading strategy AFTER a condition is met. For example, the script will allow you to set a 2% trailing stop after RSI(2) > 70.
The script accepts two inputs from the user: the condition to evaluate, and...
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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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// 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 data includes from jan 2005 to nov 2016. it includes close, open, high, low prices of CNX Nifty index...
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Downloader
Medium
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After downloading the list of symbols (312) of the manufacturers' survey diffusion indexes, you can use this object to download seasonally adjusted time-series data (historical data). The data is available from May 1968 (The date the first time the survey was conducted) to present.
The data is retrieved from the Federal...
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Downloader
Medium
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Here is an interesting market breadth indicator that measures market strength by comparing the stocks that are outperforming their industry with stocks that are underperforming it.
The composite is calculated as follows:
- It counts the number of stocks whose 25-bar rate of return is higher than the 25-bar rate of return...
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Composite
Advanced
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This function uses the percent rank and moving average indicators in addition to the close, high, and low series to generate an oscillator that is bounded between 0 and 100.
Here is how the calculation of this technical indicator is performed:
First, it calculates the close relatively to the high/low range
Then it...
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Indicator
Medium
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This item creates a market breadth indicator called Percentage of new highs to total market. The composite uses the number of stocks making new 52-week highs that are downloaded by the following object 134.
The Percentage of new highs to total market is calculated by dividing the number of stocks with...
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Composite
Medium
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This trading system is quite simple.
- The script is looking to see if today's close is the higher high in the last 50 days.
- When it is it compares the breakout and the lowest close of the 14 days trading channel are not more than 7% to limit...
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Trading System
Medium
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Convert a text/string to a numeric value.
For example, if you have a numeric data stored in a text field such as Name1, Name2... and you want to use this in a QuantShare formula, you can use this function to do so:
a = ToNumeric(Name1());
...
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Indicator
Medium
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Investopedia defines oversold as
1. A condition in which the price of an underlying asset has fallen sharply, and to a level below which its true value resides. This condition is usually a result of market overreaction or panic selling.
2. A situation in technical analysis where the price of an asset...
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Watch List
Medium
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This item retrieves a list of options, for the US markets, from a Covered Call Screener. The Screener displays each day, the potential candidates for a covered call strategy, with several measures, like the percentage of Return on Exercise, or the Probability of Max Return.
The first time you start the...
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Downloader
Advanced
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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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The advancing and declining volume or the total volume of stocks that advanced and the total volume of stocks that declined every day can be used to create several market breadth indicators. One of these indicators is called the Up/Down Volume Spread. The indicator formula is simple; it is the...
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Composite
Medium
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Here is a nice function that displays potential stock splits on a chart.
By simply adding the "DetectSplits" function to your chart, you will be able to quickly see whether the stock data has potential non-adjusted splits or not.
The function can detect many types of splits and reverse splits, including 3:1,...
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Indicator
Medium
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The trading system is composed of two trading rules. The first one is triggered when a stock share price closes below its 20-Bar Bollinger Lower Band. The second one is a market-timing rule that prevents the trading system from entering new orders when the market is declining. A market decline...
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Trading System
Medium
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