The Chart Pattern Indicator is a market tool developed by Thomas Bulkowski and updated on its website thepatternsite.com.
The Chart Pattern Indicator calculates the ratio of the total number of bullish patterns to the total number of bullish and bearish patterns for approximately 500 U.S. stocks. The result is expressed as...
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The CNX 100 index consists of 100 diversified stocks. The index represents more than 70% of the free float market capitalization and it covers 35 sectors of the economy.
The index base date is Jan 1, 2003; the base value is 1000 points.
CNX 100 used to be calculated using a market...
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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
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The majority of companies spend each year a huge amount of money in research and development or R&D. Research and development refers to a creative activity whose purpose is to improve and increase company and its workers knowledge and then to use this knowledge to improve the existing products/applications or...
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Downloader
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The Yahoo fundamental downloader gets four fundamental items for more than 4000 U.S. Stocks. It retrieves stock's market capitalization, return on equity, return on assets and finally the forward PE.
The market capitalization as you probably already know is the market price of the company and it results from the multiplication...
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Downloader
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The VWAP or volume-weighted average price measures the average traded price of a stock over a trading period. It is the ratio of the asset price to total volume traded over a particular period.
This VWAP indicator should be applied to intraday data. It sums the product of the price and...
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Indicator
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To calculate the average 14-bar relative strength index of each U.S. industry, I have used the composite function and grouped stocks by the value returned by the "industry()" function. This function returns the industry name of a stock. By passing it to the composite function, the average calculation will not...
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Screen
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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
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The Geometric moving average calculates the geometric mean of the previous N bars of a time series or trading indicator. The simple moving average uses the arithmetic mean, which means that it is calculated by adding the time series' value of the N previous bars and then dividing the result...
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Indicator
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This is certainly a unique indicator/composite index. It combines the data of two popular and commonly used technical analysis patterns to create an index that tells whether the bullish pattern or the bearish pattern is dominating the market.
These technical analysis patterns are the Head and Shoulders and the Head and...
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Composite
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The percentage of stocks that trade above their moving average is a popular measure of market sentiment. When a higher number of stocks trade below their moving average, the indicator value decrease and traders consider this as a bullish sign and expect a rally to occur in the coming days.
The...
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Composite
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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
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The Hull Moving Average is based on several weighted moving averages. In an attempt to create a more responsive MA and reduce the lag problem that is inherent to most moving averages, the HULL indicator returns a much faster and smoother moving average.
The Hull Moving Average was first introduced by...
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Indicator
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An IPO or initial public offering is when a company wants to raise capital and enter a public stock exchange for the first time. These companies usually want to grow and raise more money by issuing common or preferred stocks to public investors.
In this IPO pricings trading object, you will...
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Downloader
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This list of trading rules contains seven rules based on price channel indicators (Bollinger Bands, Donchian Channels, Keltner Channel, Volatility Channels, Standard Error Bands, Adaptive Price Channel and Moving Average Envelopes).
Each rule contains five variations where each variation uses a different lookback period. In price channels, the lookback period is...
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Rules
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This new "Outperform" indicator calculates the percentage of trading periods where a stock or an ETF outperforms a benchmark.
The indicator first gets the benchmark symbol. It then takes "period" and "count" as parameters. The "period" is the number of trading bars used to compare the currently analyzed security with the...
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Indicator
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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
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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
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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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The Google Investing Index is a measure that tracks google search engine queries related to the market-related keywords such as stock, gold, stock market, etf, exchange traded funds, oil...
This item downloads the Google Investing Index from Google servers and associates the data with the following ticker: ^GOOGLEINDEX
You can of course...
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Downloader
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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
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This function calculates the number of days between today (current bar's date) and the specified date.
The date you should specify must follow this format: Month/Day
Example of use: ...
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Indicator
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Here is another date function named 'BarsToMonthEnd'. It returns the number of trading bars from the current bar up to the last trading bar of the actual month in the calendar. For example, for 30th December 2009, BarsToMonthEnd could return 1, and for 1st December 2009, it could return 22.
The...
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Indicator
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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.
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This function analyzes the first N-minutes of a trading session then counts the number of times a specific event occurred. As an example, you can use it to measure the number of times the price crossed above its short-term moving average during the first trading hour.
You can implement this example...
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Indicator
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As with the default horizontal line, this drawing item plots a horizontal line at the mouse Y position when you click on a chart. Beside that line, another line that corresponds to the distance between the horizontal line and the last close price is also drawn at the first bar...
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Drawing Tool
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This trading system is an example of an intraday trading system that selectively trades different stocks/securities every day.
Here is how the strategy works:
- Stocks are ranked based on their daily return ...
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Trading System
Advanced
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The Chi-Squared is a widely used statistical hypothesis test to determine whether observed results are significantly different from expected results or not.
In trading, we can use the Chi-Squared test to determine how meaningful or statistically significant the performance that follows a specific pattern is.
Let us for example say that...
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Indicator
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This item loads and saves a list of all US holidays. The data is retrieved from the (ice.com) website. The market closes on these US holiday dates and thus the list can be helpful if you need to conduct some analysis on the how the market behaves near these dates.
The...
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Downloader
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This script is simulating a trailing stop limit buy/sell order with exact levels.
With the first parameter you can adjust the distance of the limit entry in percent based on the last high (long order) or low (short order) and with an second parameter you can setup the valid time of...
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Money Manag.
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The screen returns the correlation of each stock with its industry for the last 250 and 30 trading days.
It displays five columns:
- Symbol: The stock symbol name
- Close: The close price at the screen date
- Return: The one-bar return of the stock ...
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Screen
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Summary:
This indicator script is used to measure long term trends.
Calculation:
The cumulative total of the swing index, which attempts to show the real price of the underlying symbol.
Developer: ...
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Watch List
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Returns a sub- string from a larger string that contains comma separated string values, at the nth comma position (starting at 0)
ex1:
tickerList="IBM,AAPL,SPY,TLT";
strCommaExtract(tickerList,3) returns "TLT"
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Indicator
Basic
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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
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AccuTrack Indicator: This is the QuantShare version of the AmiBroker script for the Investor's FastTrack AccuTrack indicator. Note this the AmiBroker version is not a perfect duplication of the actual Investor's FastTrack version which goes from -100 to +100. However, it is a very close approximation. This version uses a...
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Indicator
Medium
Private
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This is a quick script to pull some data from portfolios and write them into a common csv file for later analysis. This should be a workaround until portfolio stats are accesible from Scripts. Then we rather pull them there and do analysis within QS, Azouz will include this in...
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Money Manag.
Medium
Private
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The custom range function calculates the high/low range for specific security and time frame.
For example, in a daily chart, it can used to calculate the previous weekly high/low range:
a = CustomRange("", 7);
...
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Indicator
Basic
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The Bursa Malaysia is a stock exchange based on Malaysia. It was formerly known as the Kuala Lumpur Stock Exchange, but in 2004, this exchange becomes a demutualised exchange and it was renamed to Bursa Malaysia. Bursa Malaysia is a fully integrated exchange; it offers trading, clearing, settlement and depository...
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Symbols
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After merging with the Paris Stock Exchange and the Brussels Stock Exchange to form the Euronext in 22 September 2000 (Euronext merged with NYSE in 2007 to form the NYSE Euronext), The Amsterdam Stock Exchange name changed to become the Euronext Amsterdam.
The Amsterdam Stock Exchange is considered to be the...
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Symbols
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