This mask transforms one rule into 5 rules. It adds to your rules a volatility constraint.
Let's for example say that your rule is: close > sma(close, 20).
The mask will generate 5 rules from the above rule:
Rule 1: Original rule + security volatility must be lower than 10%. ...
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Rules Mask
Advanced
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I have already uploaded several items to get advance decline issues from several US exchanges. For example, the 159 gets the number of advancing, declining and unchanged issues from the New York Stock Exchange, American Stock Exchange and NASDAQ.
This CBOE Options Advance Decline will get the number of options issues...
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Downloader
Medium
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To determine the volatility of a financial time-series, such as stock close prices, the Chaikin Volatility trading indicator measures the range between high and low values. Unlike the ATR or Average True Range, this indicator does not consider gaps. Gaps are accounted by ATR because its formula calculates volatility based...
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Indicator
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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Another technical analysis tool that is based on the standard Bollinger Bands indicator is the Fibonacci Bollinger Bands. It is almost the same as the standard Bollinger Bands with the difference that instead of using the standard deviation to calculate the volatility of the asset, the Fibonacci Bollinger Bands uses...
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Indicator
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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With the 'composite' plugin in QS, we can easily create our own indices. The simplest construction gives a price-weighted index. One drawback of a price weighted index is that when a high priced stock ceases to be a member of the index, it results in a downward gap for that...
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Composite
Medium
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The Awesome Oscillator is an indicator that measures the momentum of the market. It consists of calculating the midpoint (high minus low divided by two) and creating two moving averages based on this series. The first moving average uses a 534-bar period and it is subtracted to the second one,...
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Indicator
Medium
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The Detrended Price Oscillator is an indicator used as a long or short signal. In fact, the DPO eliminates cycles that are longer than the moving average period. It leaves thus short-term trends, and it allows both overbought and oversold levels to be detected more accurately. These levels are used...
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Indicator
Medium
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Option contracts can be traded on several exchanges; In the United States, major options trading markets include the Chicago Board of Options Exchange, the Philadelphia Exchange, and the Pacific Exchange.
The Options Clearing Corporation collects data for the options market and report the daily volume of options contracts, put and call...
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Downloader
Medium
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A stock is said to be overbought if it moved up too far and oversold if it moved down too far.
When the stock or market is overbought, the technical analyst and trader will likely sell its position(s) and if the stock or market is oversold, he/she will likely buy...
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Composite
Medium
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This screens the quotes with high volume for the day .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 you change the parameters as per your need. I HAVE CREATED LOT...
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Screen
Medium
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The Rogers-Satchell function is a volatility estimator that outperforms other estimators when the underlying follows a geometric Brownian motion (GBM) with a drift (historical data mean returns different from zero).
As a result, it provides a better volatility estimation when the underlying is trending.
However, this Rogers-Satchell estimator does not account for...
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Indicator
Advanced
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This system buys at the new 65 day high and sells at 65 day low. To counter the situation to not get into the stock that drops immediately, it also sells if the stocks goes below the low 10 days before the trade.
It can be updated to optimize the...
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Trading System
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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Investing in ETFs incurs some costs for the investors who besides commissions, spreads and other market related costs must also pay for the fund expenses which include portfolio management, administration and other various costs.
Depending on the exchange traded funds you are investing in, funds costs can greatly vary. Note that...
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Downloader
Medium
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Dr. Van Tharp's System Quality Number (SQN) metric.
SQN measures the relationship between the mean (expectancy) and the standard deviation of the R-multiple distribution generated by a trading system. It also makes an adjustment for the number of trades involved. Dr. Tharp has determined that the better the SQN, the easier...
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Rule Metrics
Medium
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A basic task in statistical analysis of a probability distribution consists of measuring its peakedness and asymmetry. Kurtosis measures peakedness of a distribution, while Skew measures asymmetry.
Kurtosis function is available here: 1045.
A normal distribution is symmetric, that is it looks the same to the right and the left of the...
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Indicator
Medium
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Average On Balance Volume (OBV) market breadth indicator is the average OBV value of all liquid stocks for each trading day. On Balance Volume is a cumulative indicator that measures buying and selling pressure. It works by adding volume on up days and subtracting volume on down days.
Given the above...
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Composite
Medium
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The Volatility Ratio is a technical analysis indicator used to detect wide-ranging days, days with an unusual distance between the high and low prices.
The Volatility Ratio is based on the True Range (TR) indicator and it is computed by dividing the current true range value by the N-Bar exponential moving...
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Indicator
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 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 Bankruptcy Fillings downloader gets data from the Bankruptcy Data Project at Harvard. It downloads bankruptcy filed in the United States by individuals and entities (companies).
I have already created a downloader that gets data for the Chapter 7 bankruptcy filings (187). The current item downloads data for all types of...
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Downloader
Medium
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ATR trailing indicator shows trailing support/ressistent levels.
Very nice in tranding environment.
You can change Sma in loss calculation to Ema/Wma...
if it better fullfill your requirements - I didn't know how to
implement it as parameter :-( ...
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Indicator
Basic
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Donald Dorsey is known for developing technical analysis indicators such as the 231 and the 415. He has also created and introduced the Inertia trading indicator in the Stocks & Commodities magazine issue of September 1995.
In Physics, Inertia is the tendency of an object to resist to acceleration. Dorsey has...
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Indicator
Medium
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The penny stock news picks Watchlist displays penny stocks that have at least two news items in the current/last trading day.
The penny stock picks watchlist looks for stocks whose share price is less than 2 dollars (micro and small cap stocks); it then uses the "GetDataCount" function to retrieve the...
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Watch List
Medium
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Alma is a moving average developed by Arnaud Legoux & Dimitris Kouzis-Loukas. It uses curve of the normal distribution (Gauss) which can be updated using the offset parameter.
This technical indicator has four paramters:
Series: Timeseries to use for the moving average
Window: Lookback period
...
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Indicator
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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This item downloads historical dividend data for U.S. stocks.
It creates a custom database (divcalendar) and stores data in the following fields:
dividend: The quarterly dividend percentage paid by the company
annualdiv: The annual dividend percentage paid by the company ...
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Downloader
Medium
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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 a strategy I created to show you how to use multiple time frames in a trading system. The system is based on price crossover with its 10-Bar simple moving average. Although, no optimizations at all were done, the trading system has generated an annual return of 26.14%. It...
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Trading System
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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The Survey of Professional Forecasters began in 1968. It was conducted by the both the American Statistical Association and the National Bureau of Economic Research before the second quarter of 1990; now it is released by the Federal Reserve Bank of Philadelphia. The Survey of Professional Forecasters is considered the...
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Downloader
Medium
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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 Keltner Channel Breakout is a trading strategy that creates short signals when the close price breaks above the high band/line of the Keltner channel.
This trading system is short only. It enters short orders when the close price of a security crosses above the high band of the 40-Bar...
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Trading System
Medium
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One of the most important economic indices used to measure the state of macroeconomics is the Unemployment rate.
Definition: The jobless rate is the percentage of people, in the labor force and in a particular country, that are willing to work but are not currently working.
Each country's main goal is...
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Downloader
Medium
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This downloader will retrieve historical daily data for crytpocurrencies from cryptocompare.com (see symbols list below). The request is for prices based on USD. You may change the script and request prices based on BTC (bitcoin).
Notes:
1. Cryptocompare.com API returns 2 volume fields: volumefrom and volumeto. We retrieve the volumeto field.
2....
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Downloader
Medium
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This item creates an equal-weighted index given a basket of assets and a reference date. The close, open, high, low and volume fields of the index or composite are constructed based on the weight of each asset on the reference date.
By default, the reference date is set to the beginning...
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Composite
Medium
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Description:
Stochastic Index (normalized smoothed q-period Stochastic) by William Blau, described in the book Momentum, Direction, and Divergence: Applying the Latest Momentum Indicators for Technical Analysis.
The values of q-period smoothed Stochastic is normalized and mapped into the [0,+100] interval. It allows to determine the overbought/oversold of the market.
...
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Indicator
Medium
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This table displays the number of symbols in the watchlists you specify.
It has two columns:
Watchlist: Specify the watchlist name here
Nb Symbols: Gets the number of symbols in the specified watchlist
...
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Basic
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