The Advance/Decline Ratio is a Market Breadth indicator. The reason it is called Market Breadth indicator is that it uses the number of Advancing and Declining stocks in its formula. The number of advancing stocks is the number of stocks that advanced or increased in price in a trading day....
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Composite
Medium
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This is a replacement for the RandomValues() function.
This function uses the MersenneTwister random number generator in lieu of the .NET system pseudo random number generator to generate random numbers that change every bar. There are many well documented problems with the native .NET implementation but the biggests is too many...
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Indicator
Medium
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This downloader gets analyst comments from an RSS feed at the streetinsider.com and insert the extracted data into your local database. The 'analyst_comments' database that will be created contains two columns, the date and the title. The title column will contain the analyst comments for a particular stock, and the...
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Downloader
Medium
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The Date filter is a simple function that returns one if a specific bar's date is comprised between a given start and end dates; otherwise, it returns zero.
The date filter accepts six parameters.
Param1: The day of the start date
Param2: The month of the start date
Param3: The year of the start...
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Indicator
Medium
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The USD/INR or USDINR is the symbol of the United States Dollar/Indian rupee currency pair. The INR or Indian rupee is the official currency of India and it is issued by the Reserve Bank of India.
This downloader gets historical EOD data of the USD/INR (USDINR) for the last 12 years.
If...
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Downloader
Medium
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Margin could be defined as the percentage of initial capital that you can invest. A default margin factor of 1 indicates that you can invest 100% of your capital. A margin factor of 1.5 indicates that you can invest 150% of your initial capital. In this case, 50% of the...
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Money Manag.
Medium
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For a reliable trading system this score must be > 1.68. You can use it with any of your trading system during back testing to see how good your strategy is.
This script is based on an Advanced Momey Management and to use it, after downloading, follow the steps given below:
Simulation/backtesting...
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Money Manag.
Medium
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Currently, there are about 500 Exchange Traded Funds listed on NYSE Euronext (Paris, Lisbon, Amsterdam, and Brussels Exchanges). These ETFs are issued by Banks and Financial companies such as Amundi Investment Solutions, HSBC ETFs, iShares P.L.C, JP Morgan Struct FD Management and UBS ETF. They are investment products that offer...
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Symbols
Medium
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The built-in "GetData" function allows you to retrieve data from a custom database (fundamental, news, sentiment, put/call ratio...). It gets data for the last field's value that occurred during each trading bar.
Imagine you have a volume field (daily data) and you want to display the volume's sum in a...
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Indicator
Advanced
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Known as the MSM, the Muscat Securities Market is located in Muscat and is the main exchange in Oman. It was established on 21 June 1988 by a Royal Decree.
The stock exchange lists more than 120 companies from different sectors (The major sectors are Banks and investment, Industry and Services).
This...
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Downloader
Medium
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The Institute for Supply Management is well known for its ISM Manufacturing Survey. Economic indicators that result from this survey (ISM Manufacturing PMI Index, Manufacturing inventories index, Manufacturing production index...) are available here 189.
The ISM Non-manufacturing report is another report released by the Institute for Supply Management. It is based...
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Downloader
Medium
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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 crossover/convergence trading indicator allows you to generate signals when two, three or four indicators are almost equal. Given a sensitivity parameter the crossover/convergence indicator calculates the different differences between each provided technical indicator and then generates a signal if the lowest difference is lower than the specified sensitivity threshold.
In...
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Indicator
Medium
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The current downloader gets COT or Commitments of Traders report for financial futures. It gets data for several futures including:
Swiss Fance, British Pound Sterling, Euro FX, Japense Yen, Russian Ruble, DJIA, Dow Jones Industrial Average, S&P 500, E-Mini S&P 500, NASDAQ 100, Sussell 2000, Nikkei Stock Average, E-Mini MSCI,...
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Downloader
Medium
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Wikinancial is a website designed to help traders and investors get more information about their favorite stocks. By letting its members share their stock picks, Wikinancial can analyze and measure the sentiment of each stock (whether the stock is bullish or bearish) by calculating the number of long and short...
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Downloader
Medium
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The Gap composite is a market breadth indicator that measures and compares the number of stocks that gapped up and those that gapped down. This market indicator calculates, for each trading bar, the average of the gap difference formula of all stocks in the universe. The Gap difference formula...
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Composite
Medium
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Download realtime tweets for the US stock market.
This downloader downloads tweets for each symbol and insert the parsed data into a custom database 'stocktwits'.
This database can be used for screening or backtesting purpose.
Example: A trading system that buys a stock if it has at least two tweets, in the same...
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Downloader
Medium
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This function calculates the maximum number of consecutive bars that a condition was true in the past N-bars. The function name is "MaxConsecutiveBars" and it has two parameters: Condition and period.
As an example, if we use this function with "close > sma(30)" condition and 100 as a lookback period, the...
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Indicator
Medium
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The current downloader gets one-minute intraday data for Brent Oil and Crude Oil rolling futures contracts.
The data retrieved by this item covers approximately the last nine trading days. You will get one-minute bar data; you can then convert it to any time frame (5 minutes, 10 minutes, one-hour...) when displaying...
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Downloader
Medium
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The Ulcer Performance Index is a measure of investment or trading strategy performance and is constructed by dividing the excess return by the Ulcer Index. The calculation is almost the same as in the Sharpe Ratio, which is computed by dividing the excess return (Total strategy return minus the risk...
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Indicator
Medium
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List of symbols of stocks that trade in the "Bourse de Buenos Aires".
This list contains 74 symbols. Stock descriptions are also included.
The end of fiscal year month specified in the Expiration Date field.
Name1 contains the yahoo compatible symbol....
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Symbols
Medium
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Percent Rank Indicator measures the percentage of bars whose values are below the current bar value in the past N-bars. A value of 100% indicates that the current value is the highest for the given lookback period, while a value of 0% indicates that the current value is the lowest...
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Composite
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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Unlike the majority of stock market risk and volatility measures (such as the Standard deviation), the Ulcer Index was designed, by Peter Martin in 1987, to calculate the volatility in the downward direction only. This technical analysis indicator (Ulcer Index) was first introduced in a 1989's book called "The Investors...
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Indicator
Medium
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Using yesterday's open, high, low and close price, the camarilla pivot points, also known as camarilla equation, creates 9 levels; one pivot level, 4 resistance levels and 4 support levels.
The camarilla equation was discovered in 1989 by Nick Stott, a bond trader. The support and resistance levels can be used...
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Indicator
Medium
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This Fractal dimension indicator is based on fractal analysis and Chaos theory and it was developed by John Ehlers and Ric Way. This trading indicator was introduced in the article "Fractal Dimension As A Market Mode Sensor" in the Stocks & Commodities magazine and it is a modified version of...
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Indicator
Medium
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This trading object lets you download historical open interest data for several stocks listed on the National Stock Exchange, NSE.
The National Securities Clearing Corporation Limited (NSCCL), which is a clearing and settlement agency for the deals that are executed on the futures and options market , reports daily the market...
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Downloader
Medium
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The drawdown measures the decline of a time-series from an historical peak; generally the drawdown is used to analyze portfolio equities.
The maximum drawdown will then let you know how much money a portfolio has lost (or the maximum portfolio value decline) during the investing/backtesting period and therefore the drawdown...
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Indicator
Medium
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Each quarter, companies are required to report a financial statement, called Income statement. This report shows the company's revenue, expenses, costs and income for a specific period.
Income statement is also referred to as earnings statement, operating statements or profit and loss statement - P&L.
Unlike balance sheet (418) which represents a...
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Downloader
Medium
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Here is a UK economic data item that downloads economic time series from the Office for National Statistics website.
It can be used to download almost any economic indicator for the United Kingdom economy.
Currently it is set to download the Average Earnings Index for the whole UK economy. The Average Earnings...
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Downloader
Medium
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The Barclays Bank PLC issues debt securities called iPath Exchange Traded Notes or ETNs. They allow investors or traders to invest in financial products that track the performance of different market benchmarks or strategies. ETNs are like stocks, they are listed on exchanges and they can be shorted.
These are four...
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Downloader
Medium
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The daily price index is a measure of the inflation of a specific country and it is created by the Billion Prices Project.
The Billion Prices Project is an academic initiative that gathers prices from several online retailers on a daily basis and then uses this data to perform...
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Downloader
Medium
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This watchlist scans for securities that have parallel support and resistance lines.
This is accomplished using the powerful "autosr" function (Automatic Support/Resistance).
You can read more about how this dynamic watchlist was built by reading the following blog post:
How to Scan for Parallel Resistance and Support Lines ...
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Watch List
Advanced
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The Forex long/short historical position ratios downloader gets the percentage of long positions for a specific currency pairs on the Oanda platform.
The data is stored in a custom database "fx_lp_ratio" and can be accessed by any QuantShare plug-in using the following formula:
a = GetData("fx_lp_ratio", "ratio");
...
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Downloader
Advanced
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During a non-trending period, the price of an asset usually crosses above and below its moving average several times in a short period. The power of the bulls is almost equal to that of the bears. The more crossovers occurring between the price and the moving average the more the...
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Trading System
Medium
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This screens the quotes which are in continuous up trend .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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In QuantShare, you can simulate a strategy that buys on Margin by editing the trading system, selecting the "Settings" tab, clicking on "Capital" then updating the "Margin Factor" field.
When trading U.S. stocks, you can for example set this value to 2 or you can set it to a higher number...
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Money Manag.
Advanced
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The S&P 500 Price to Earnings Ratio is the average PER (Price to Earnings ratio) of the 500 stocks that compose the S&P 500 Index. The P/E ratios are based on trailing 12-month earnings, and they are reported quarterly with one-quarter lag due to reporting.
The Price earnings ratio is simply...
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Downloader
Medium
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I have searched the internet and can't find any single source of analyst upgrades and downgrades data that can be downloaded.
Either the data is in html or you have to subscribe to a paid service in order to download the data.
Hopefully I found a website, streetinsider.com, who offers the data...
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Downloader
Medium
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