This function utilizes the historical analyst buy/sell recommendations, downloadable from yahoo by 641, to provide the current numeric rating for a stock. Ratings provided by various firms to a standard numeric score between 5 and 1, where 5 is a strong buy and 1 is a strong sell. ...
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Indicator
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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This is a simple moving average crossover. This is intended to find long trends in the system. This should be combined with fundamantal analysis as that will ensure you are investing in solid companies and you are trying to find a good entry point and exiting before the...
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Trading System
Basic
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This watchlist will find stocks which are trending upwards on the 130 EMA. It will find only those stocks where:
- The 130 EMA is at least 5% higher than 55 days ago.
- The most recent value of turnover is above $2M
...
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Watch List
Basic
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This system seeks to exploit a pattern where if the previous two days didn't have a gap up open from the previous close exceeding 0.2%, then there's an higher chance that the next overnight session will gap up.
The system buys the close and sells at the next open. It works...
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Trading System
Medium
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Here is another US fundamental data downloader that gets Ownership related numbers. The database which will contain the data is called "us_ownership" and here are the different items you can get:
Percent held by Insiders: The percentage of shares outstanding held by insiders. An insider is a person who has potential...
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Downloader
Medium
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This is an expansion and on the original which diplayed prices rather than returns. I did this 2 years ago and forgot to share.. :(
Added: Equity Cumulative, Benchmark Cumulative, and Equity OverUnder(Equity Cumulative - BM Cumulative)
----------Original--------- ...
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Money Manag.
Basic
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Get stocks that belong to the top 20 stocks with the highest rate of change (return) over the last 10 days and top 20 stocks with the highest rate of change over the same period, 10 bars ago.
Symbols Filter: All symbols
Filter: Stock closing above 10$
Rule1: Stock must belong to the...
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Screen
Medium
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The "AvgBidAskSpread" is a parameterless function that calculates the average ask price for the current bar minus the average bid price for that same bar.
The indicator uses the newly introduced CSharp-based "cFunctions.GetBidAskData" function to capture last bid/ask updates and performing the necessary calculations.
You can plot this indicator to a chart...
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Indicator
Basic
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Here is an interesting screen that scans your stocks universe looking for the ones that are bouncing off their previous resistance line (Breakout followed by a bounce). The resistance line is calculated based on the "AutoSR" function and it uses 150 bars as period and 10 bars as lag value....
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Screen
Advanced
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The "IndustryEquity" indicator returns the industry price series of the active stock. It does so by building the ticker symbol of the stock's industry using the "IndustryIndex" function. More info on this function can be found here: 1215.
After that, it requests industry close series and return that price series.
Example of...
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Indicator
Medium
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A stock is outperforming an index over a specific period if its rate of return for this period is higher than the rate of return of the index.
A high percentage of stocks outperforming the S&P 500 index could be considered as a bullish indicator for the market. The higher the...
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Composite
Medium
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This market indicator returns the number of stocks upgraded by analysts minus the number of stocks downgraded. A stock upgrade occurs when an analyst increases the investment rating of a company. An upgrade often happens when the company financials and fundamentals show improvements.
Analyst downgrades or upgrades data is retrieved using...
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Composite
Medium
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MSCI Barra is a provider of investment tools. MSCI calculates and releases several international and equity indices; overall MSCI Barra calculates over 12000 indices daily. The company's most known indices are MSCI World and MSCI EAFE.
This item downloads historical data of indices related to China Markets. Data for nine indices...
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Downloader
Medium
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Few months ago, we have released an item that allows you to export any kind of data from QuantShare to a csv file.
Later, the item was modified by Kyra and the ability to filter data and add columns labels were added to the script.
Today, we are modifying the script again...
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Downloader
Advanced
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Day of week average is a date-related function. It does not aim at generating signals and making decisions, but is used as a statistical indicator tracing the price change dependently on the day of the week. It gives the price simple moving average over N bars back, these bars corresponding...
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Indicator
Medium
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This item downloads valuation fundamental data for US stocks. It downloads 13 valuation ratios and stores them into a custom historical database whose name is 'fund_valuation'. This item should be run once per week in order to add additional ratios data and build an historical fundamental database. To get more...
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Downloader
Advanced
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The Brussels Stock Exchange is the main stock exchange of Belgium. It is based on Brussels and founded in 1801. After the merger that occurred between Brussels Stock Exchange (BSE), Paris Stock Exchange, Amsterdam Stock Exchange and Lisbon Stock Exchange, the BSE was renamed to Euronext Brussels.
Here are the URLs...
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Symbols
Medium
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The Job Creation Index is a measure created by Gallup, a global research-based consultancy. It is calculated using two measures based on results gathered from telephone interviews with more than 3000 workers. The first measure is the percentage of workers who claim that their employer is reducing the size of...
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Downloader
Medium
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In the last trading object I have shared (241), covered call potential candidates were retrieved from a Covered Call Screener (The data is retrieved from avasaram.com). In this item, it is time for Covered Put strategies data to be retrieved for US stocks. The data is saved into a database...
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Downloader
Advanced
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This item downloads economic calendar events for different currencies. It downloads the event name, the event's date, the event's description, the currency involved in the event, the importance of the event, the actual release number, the forecasted release number, and the previous release number.
It is pretty the same downloader as...
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Downloader
Medium
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By measuring and averaging intercorrelation between different assets, you can create a market sentiment indicator and add it in your trading arsenal.
The sentiment indicator you are about to download calculates the average intercorrelation between two or more securities. In mathematical terms, it takes a security, calculates the 10-bar correlation with...
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Indicator
Advanced
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A simple ranking system that combines multiple relative strength index time-series with different length.
For those who don't know what the relative strength index is. The RSI first was developed by J. Welles Wilder; it compares a stock's recent gains to its recent losses and output a number between 0 and...
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Ranking System
Medium
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This EOD strategy uses Fractal Adaptive Moving Average - FRAMA, Buy Sell Simulation Indicator and Percentile - Percent Rank of a Trading Indicator.
Trend is defined as: Frama(50)>Frama(100).
Buy Signal is genereted as: Percent Rank Oscillator of FRAMA(10) ==0.
Sell Signal is generated as: Percent Rank Oscillator of FRAMA(10) == 100. ...
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Trading System
Medium
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If your portfolio or trading system performance decreases below a specific threshold then this money management script will automatically stop (pause) your strategy (by not taking more positions) for a specified number of trading bars. The stop threshold and the number of trading bars are two money management variables than...
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Money Manag.
Advanced
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The following download item retrieves historical EOD data for the Singapore Exchange (SGX). It gets data very quickly (by date) for the last 22 market days and for all securities (Stocks, ADRs, Company Warrants, ETFs and ETNs).
To get older data, please use the following downloader: 1171. You can also use...
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Downloader
Medium
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A trading rule has only two states, black or while, true or false. In a given period, the state of a trading rule could remain constant (true or false) or it could change one or several times from one state to another. During this period, it could be interesting to...
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Indicator
Medium
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The Bourse de Tunis or Bourse des Valeurs Mobilières de Tunis is the main and unique stock exchange in Tunisia. It is based in Tunis and it was founded in 1969.
In 15 November 1995, a reform in the Tunisian internal market was introduced with tax cuts on corporations, improved taxation...
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Symbols
Medium
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Active Picks refers to the number of picks/trades, entered by motley fool members, that are currently active.
A pick is a trade or a prediction made by a motley fool member. Traders predict whether a stock will outperform or underperform the S&P 500 in a specific time frame.
For each stock, the...
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Downloader
Medium
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A Market Timing Model is a model or strategy that issues buy and sell signals based on a group of predictive indicators.
Timing Models are usually compared with the buy and hold strategy in order to assess and evaluate its performance. Two measures are particularly important: Annual Return and Strategy...
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Downloader
Medium
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Say you have several watchlists and you would like to display on your chart the different watchlists that contain the currently shown security.
The current function allows you to do so. All you need is to add the function formula and specify the different watchlists you want to track.
Here is...
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Indicator
Medium
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For more information about CAPS Ratings, please the following URL: http://caps.fool.com/help.aspx
Historical CAPS Ratings data for the period of your choice are downloaded by this item. The data is stored in a custom database (CAPS) and can be accessed to create composites, screens, rules, simulations, neural network models...
As an example, you...
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Downloader
Medium
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The Lunar phase indicator calculates lunar cycles and highlights occurrences of new moon and full moon phases on a chart.
A new moon happens when the moon/lunar phase indicator returns 1 and a full moon happens when the lunar phase indicator returns -1.
Example of usage:
...
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Indicator
Medium
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By default, users are unable to take advantage of global variables inside of charts and other features. This function reads the specified global variable and returns its value as a string (not a number). If the global variable does not exist, this function will return a blank string.
By itself, GetVariable...
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Indicator
Medium
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Sometimes called PSR or P/S ratio, Price-to-sales ratio is a stock valuation metric that many analysts consider to be more reliable than the P/E or Price-to-earnings ratio.
The price to sales ratio can be calculated by dividing the stock price by the revenue per share or by dividing the market capitalization...
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Downloader
Medium
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This dynamic watchlist lists all shares that are on the current symbol list, that have crossed the simple moving average during the last 100 days. For mid-term trend followers this could be a signal for buying stocks from this particular list)...
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Watch List
Basic
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Based on the different iShares ETFs Dow Jones industries, this trading system buys the ETF that is ranked number one based on the ratio between the small-term and long-term moving averages (trending up).
On each rebalance day, the strategy ranks all ETFs based on their moving averages ratio. It then...
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Trading System
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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This pivot table displays the number of stocks for each industry.
Each industry is displayed in a row and a second column "Count" would display the number of stocks that belong to each industry.
You would need to update the industry field of each stock first. You can let QuantShare do that...
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Pivot Table
Medium
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