The MICEX or Moscow Interbank Currency Exchange is a very large stock exchange in the Russian Federation. The MICEX has more than 760 listed Russian companies; it also allows trading of FOREX, derivatives and government-backed securities.
The main index of the MICEX is called the MICEX Index. It is a capitalization-weighted...
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Medium
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An exchange-traded fund (ETF) is a financial instrument traded on a stock exchange, much like stocks. An ETF holds assets such as stocks, futures, or bonds and trades at approximately the same price as the net asset value of its underlying assets over the course of the trading day....
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Symbols
Basic
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The equity symbols function returns the relative value of a group of securities. It gets a list of securities separated by semi-colons.
This indicator (EquitySymbols) can be used for example to calculate the relative performance of a stock against a group of other stocks.
Formula: (Right click on a chart then "Edit...
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Indicator
Medium
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The NORMDIST function is similar to the one available in Excel. Given a set of parameters, this statistical function calculates the normal probability density function or the cumulative normal distribution function.
Here are the different parameters of the NORMDIST function:
X: The function will return the probability of the value "x" occurring.
Mean:...
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Indicator
Medium
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This downloader creates a symbol (^BANKHOLIDAY) as well as a custom database (bank_holidays). It then downloads a file that contains a list of bank holidays dates until 2020.
In fact, the data contains more than the bank holiday dates, it contains the date of each holiday, the holiday name, the holiday...
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Downloader
Advanced
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Unlike the default Random built-in function of QuantShare which returns a fixed random value of all bars, this function returns a random value for each trading bar.
Usage:
a = RandomBar(0, 100); // Returns a random value between 0 and 100
...
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Indicator
Basic
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This item downloads historical quotes data for the index option symbols listed in the international securities exchange (LSE). The symbol filter is ready and you just need to press the download button to get the lasted quotes data. But before that, you have to download the list of option indexes...
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Downloader
Medium
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The Lisbon Stock Exchange is the main stock exchange in Portugal. It is located in Lisbon, the capital of Portugal and since 2007, it is part of the NYSE Euronext group (After the merger of Euronext and NYSE).
In 2002, Euronext acquired the Lisbon stock exchange (Bolsa de Valores de Lisboa...
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Symbols
Medium
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This trading system tries to reproduce the Global Market Rotation Strategy (GMR) developed by Frank Grossmann (http://www.logical-invest.com/)
The strategy switches, on a monthly basis, between 6 different ETFs:
EEM (iShares MSCI Emerging Markets Indx (ETF))
EPP (iShares MSCI Pacific ex-Japan Idx (ETF))
IEV (iShares S+P Europe 350 Index (ETF)) ...
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Trading System
Medium
Private
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Every day, several stocks are impacted by major news. These news can substantially move higher or lower the stock price of the company it is about.
Every day, a list of stocks that are hit by major news is available on the Finviz website. This list of ticker symbols is downloaded...
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Downloader
Medium
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Dr. Van Tharp developed this Formula for Trading Systems. Later he found out that the SQN Indicator is a very powerful to measure the trendiness.
He applied the SQN formula to the daily percent price change of a stock or an index, it proved to be an excellent measure of the...
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Indicator
Medium
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This is a variation of the 120. The indicator contains an additional parameter that lets you define a minimum number of trades threshold.
The Buy Indicator performs for each bar a simulation or backtest and returns the average return/performance of the strategy defined in the rule and N-Bar stop parameters. For...
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Indicator
Medium
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The CBOE Russell 2000 BuyWrite Index is a benchmark index, created by the Chicago Board Options Exchange, which shows the performance of a hypothetical portfolio that uses an at-the-money buy-write strategy on the Russell 2000 Index. The Russell 2000, which ticker symbol is ^RUT (on most systems), is a small-cap...
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Downloader
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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In addition to the AAII Sentiment Survey, the American Association of Individual Investors releases another very interesting report called AAII Individual Investor Asset Allocation Survey. The report is released after a survey conducted every month; in this survey individual investors are asked about their current holdings. The report shows the...
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Downloader
Medium
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This script has the following main functions:
a) use of exact levels in stop setting
b) automatically adjust stop loss to the low/high of the previous x periods ...
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Money Manag.
Medium
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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
Medium
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List of all inactive stocks, those who were delisted from US exchanges.
This list includes stocks that gone bankrupt or were delisted for any other reason.
4777 symbols are listed.
This list can be very useful to build a database that doesn't contain a survivorship bias. ...
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Symbols
Medium
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The "LastSplitInDays" function returns the number of days that remains for the next split ex-date for the analyzed stock.
It uses data downloaded using the following item: 1498
The function returns:
A positive value: If the next stock split is in the future. In that case it returns the number of days to...
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Indicator
Medium
Private
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The Regularized Exponential Moving Average or Regularized EMA is a trading indicator introduced by Chris Satchwell in July 2003 version of Stock & Commodities magazine.
This technical analysis indicator was designed to be smoother and with less lag that the traditional exponential moving average. The indicator gets the EMA period and...
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Indicator
Medium
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Stockholm OMXS30 - Stock market symbols
OMXS30 comprises the 30 stocks with the highest turnover on the Stockholm Exchange. The index composition is adjusted semi-annually.
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Symbols
Medium
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First introduced in a December 1997 'Stock and Commodities Magazine' article by Stephen I. Klinger, the Klinger Volume Oscillator is a volume-based indicator developed with the intention to be both short-term sensitive and long-term accurate. In fact, KVO measures the sum of in (accumulation) and out (distribution) volumes for a...
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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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This function accepts a list of rules and an index as parameters and returns a rule for the specified index.
The Market trading rules function can be very useful when applied in an optimization or backtesting process. Imagine you have a trading system and you would like to test different exit...
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Indicator
Medium
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The Auto Support Line draws a support line that starts from the low price of the first bar location to the lowest price value of bars that are comprised between the start and end locations of the support line.
A support line is a line that is drawn below prices; it...
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Drawing Tool
Medium
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Volume * Price Momentum oscillator is an indicator used to determine the trend tendency using both price and volume. In fact, it acts upon the principle that the trend tendency, which is characterized here by the price variation, is stronger when the exchanged volume is higher. The indicator is based...
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Indicator
Medium
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For custom databases, data is often associated with a symbol and a date making it easy to build logic around the primary date value. But when the custom database contains more than one date value, accessing and using the date values is more complex. The DaysToNextDate function helps by...
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Indicator
Medium
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This composite index calculates the number of stocks that are trading above the Keltner Channel upper band and the number of stocks that are trading below the Keltner Channel lower band and then divide the first value (Up stocks) by the second one (Down stocks).
Created by Chester W. Keltner,...
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Composite
Medium
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High Moving Average and 2 low ROC strategy....
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Trading System
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 indicator returns the percent of time a security spent trading above a certain moving average. You just have to specify the lookback period and the moving average period and the indicator will calculate the number of bars where the security traded above its N-bar moving average and divide that...
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Indicator
Medium
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The Chaikin Oscillator is calculated by subtracting an exponential moving average of the Accumulation Distribution line with a 10 bars lookback period from an exponential moving average of the Accumulation Distribution line with a 3 bars lookback period.
This Chaikin Oscillator indicator accepts two parameters. The first one, called 'slow' refers...
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Indicator
Medium
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This composite is based on "DetectSplits" function, which is a function I have shared few days ago and whose role is to detect potential splits on historical data (Should be mainly used if your data is not split-adjusted).
The composite or market indicator calculates for each stock in your database, the...
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Composite
Advanced
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The Federal Reserve Board's Z.1 flow of funds report is a quarterly survey. It shows the flow of funds between households, government, businesses and financial institutions in the United States of America.
It also shows debts, mortgages and savings levels. The flow of funds release contains a lot of data and...
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Downloader
Medium
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This function is an alternative to the "PREV" function of Metastock.
In Metastock, the "PREV" function is a constant used to reference the previous value of the same formula.
For example, if you want to calculate this: ...
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Indicator
Medium
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Currently there are more than 1480 Foreign Institutional Investors registered to the Securities & Exchange Board of India, SEBI, an organization whose role is to regulate the stock market in India. The SEBI is the Indian equivalent of the SEC or Securities Exchange Commission in the United States of America.
An...
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Downloader
Medium
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The Aruoba-Diebold-Scotti (ADS) business conditions index is a market indicator that uses several economic indicators to track business conditions. The indicator is updated each time one of these economic indicators is released.
The indictors used to construct the ADS Index are:
Personal income less transfer payments
Industrial Production ...
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Downloader
Medium
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This Daily Stock Quotes trading object gets the latest stock quotes, including the close, open, high, low and volume fields, for the US Stock Market and more than 50 International Stock Markets. International Stock Markets include BOVESPA - Sao Paolo Stock Exchange, Paris Stock Exchange, Frankfurt Stock Exchange, Toronto Stock...
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Downloader
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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