The channel drawing tool draws two parallel lines used to mark a trend channel (Another name for channel tool might be trend channel tool).
It works as follows: Draw a line from one low to the next low. A trend line will be drawn, then move the mouse to the upper...
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Drawing Tool
Medium
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The Exit Postition Based on Profitability money management script is used to exit an open position if X% profit has not been achieved after Y number of bars.
The values for the profit threshold (X) and the number of bars (Y) are configurable using the money management variable inputs screen....
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Money Manag.
Medium
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Using the "GapUp" and "GapDown" functions, it is easy to spot up and down gaps and tells on which bars these gaps have occurred. It is also very interesting to know the size of the gap.
First and for those who don't know what a Gap is; it is the price...
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Indicator
Medium
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This function allows you to transform numbers from the following format (example: 1000000) to the following one (1,000,000). The value returned is a string (text).
Here is an example that allows you to plot volume separated by commas:
First remove the default "Plot(volume.." line your formula (Right click on a chart then...
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Indicator
Basic
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This is an item for UK stock traders that need historical quotes data. The end-of-day historical data is downloaded from Google for 2867 ticker symbols. The symbol list (Stocks that are listed in the London Stock Exchange) can be downloaded at the following location: 216. You can choose the start...
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Downloader
Medium
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The ascending and descending triangles are two chart patterns that can be used to confirm a continuation or to detect a reversal; the former is a bullish chart pattern, whereas the latter is a bearish chart pattern.
As we previously said, the Ascending Triangle is a bullish pattern; it is...
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Downloader
Medium
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This trading system can be used in the AI optimizer tool of QuantShare to generate millions of different and diverse trading systems.
It is a combination of a stock picking and stock rotational systems and uses two different trading rules to get the stock picking rules and stock rational metrics.
The trading...
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Trading System
Medium
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The Monthly Retail data, which is released by the U.S. Census Bureau, contains several time series on retail economic activity in the United States. The data is obtained by the Advance Monthly and Monthly Retail Trade Surveys (MARTS and MRTS).
This object downloads two time series from the MARTS, which are...
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Downloader
Medium
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This is a simple tactical asset allocation strategy (TAA strategy) based just on the relative strength indicator.
The strategy invests in 10 ETFs:
EDV (Vanguard Extended Duration ETF)
EEM (iShares MSCI Emerging Markets Index (ETF))
...
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Trading System
Medium
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Get dividends information for US companies. The data is parsed from an RSS feed and is inserted into a database whose name is 'dividends_rss'. This database has a date and a title column. The title generally contains useful information about the dividend being paid by the company. It also usually...
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Downloader
Medium
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This item downloads historical end-of-day data for Bombay Stock Exchange companies. The historical data goes back to 2000 for some symbols. The item downloads quotes very fast because it does not get data for each symbol separately but instead get compiled data for each month. You can specify the start...
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Downloader
Medium
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This downloader gets one-minute intraday data for several futures contracts. It get continuous data for the past three trading days.
It downloads intraday data for the following 58 futures:
Australian Dollar (AD)
Soybean oil (BO) ...
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Downloader
Medium
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This strategy is based on earnings surprise data and it consists of the following trading rules:
Buy Rules:
- Today's Earnings surprise is higher than 5%, which means the actual EPS is 5% higher than EPS consensus (expected earnings per share by analysts).
- Previous earnings-per-share is positive (previous quarter EPS) ...
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Trading System
Advanced
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TFS is a trend-following system introduced by Bryan Strain in "How to get with the trend and out at the end" in the Stock & Commodities magazine in 2000. It consists of a set of three indicators, used together to generate entries. We here focus on the TFS tether line...
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Indicator
Medium
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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
Medium
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This Forex indicator is almost the same as 554. It calculates the percentage of economic releases that are better than expected for a country. The difference is that this trading indicator doesn't take into account economic releases that have no forecast value.
Using the example provided here 554. This indicator will...
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Indicator
Medium
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QS language model of 2012 Keller "Flexible asset allocation" paper:
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2193735
The model ranks the following assets by momentum, correlation and volatility, rotates monthly, equal weight:
...
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Trading System
Medium
Private
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This downloader gets splits announcements for U.S. stocks. It creates a custom database (splitsannounced) with the following fields:
Date: Ex-date or the date that the stock price is scheduled to adjust on the exchange
Ratio: The split ratio. Example: 5-4 or 1-2
Payable: The date the stock split will be paid. Example: Sep02
Announced:...
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Downloader
Medium
Private
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This is a list of trading rules to be used for example in a stock picking system. The list contains 64 trading rules and use price, volume and some indicators like roc, rsi, sharpe and drawdown.
Example of trading rules include:
Close > open
Roc(30) > 5 ...
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Rules
Medium
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Here is an interesting market breadth indicator that measures market strength by comparing the stocks that are outperforming their industry with stocks that are underperforming it.
The composite is calculated as follows:
- It counts the number of stocks whose 25-bar rate of return is higher than the 25-bar rate of return...
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Composite
Advanced
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The following screen calculates the average one-month return for each stock and compares that value with the one-month return of their corresponding industry. The average industry return is calculated using the "comp" function. More info can be found on our blog posts about this composite function.
In order for this screen...
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Screen
Medium
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The Wilshire 500 Total Market Index, also called Wilshire 5000, is a market index created by Wilshire Associates, an independent investment firm. Wilshire Associates has also created several other market indices, including the Wilshire 4500 Completion Index, Wilshire Global Real Estate Securities Index, Wilshire US LargeCap Index and Wilshire US...
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Downloader
Medium
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This Saudi Stock Exchange EOD Downloader gets one year of historical data for all stocks listed on the Tadawul Exchange. A total of 162 stocks and indices are downloaded; the list includes for example: Riyad Bank, Bank Al Jazira, Yanbu Cement Co., Fitaihi Holding Group, Saudi Basic Industries Corp., Saudi...
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Downloader
Medium
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Screener for Short Term Bullish signal for NSE Stocks. Position can be taken on the basis of daily pivot table at support 1. Exit can be taken at 10% profit....
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Screen
Medium
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If you have two trading strategies and would like to measure the performance and profit of a trading system that combine these two strategies then this money management script can help you achieve this.
Each strategy, whether it is applied to stocks, FOREX, futures or options, is given an initial equity...
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Money Manag.
Advanced
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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 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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The Center of Gravity function originated from a John Ehler's article published in May 2002 in the Stock and Commodities magazine. It was derivated from the Finite Impulse Response Filter formula, which constituted one of Ehler's researches undoubtedly inspired from digital signal processing.
The main goal for COG is not to...
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Indicator
Medium
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Get real-time alerts from Media sentiment. This service provides different kinds of alerts concerning US stocks. These alerts are issued for stocks that are likely to experience a big move in the near future. They are generated when a company management releases its earning news report. Media sentiment analyzes this...
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Downloader
Medium
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A list of all commodities trading on the NCDEX can be downloaded here 526. This list contains agricultural commodities (Potato, Chana, Crude Palm Oil, Soy Bean, Cotton...), metals (Steel, Copper, Zinc...), precious metals (Gold, Silver, Platinum...), energy (Brent Crude Oil, Gasoline, Heating Oil, Natural Gas...).
The list is not mandatory because...
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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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The Tokyo stock exchange, the Osaka securities exchange and the Nagoya stock exchange are the main three exchanges in the Japan stock market.
The Tokyo stock exchange or the TSE is the bigger one; it has more than 2000 listed companies with a combined market capitalization of more than 4 trillion...
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Symbols
Medium
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This rules analyzer metric script produces several metrics, one for each year in the analysis period. Its task is simple, it calculates the 'Output per bar' value, the same way QuantShare calculates it, but instead of producing one 'Output per bar' metric for all the trading period, it produces a...
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Rule Metrics
Medium
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The Choppiness Index is an oscillator designed to determine if the market is choppy (trading sideways) or not choppy (trading within a trend in either direction). The Choppiness Index is not directionnal. Higher values equal more choppiness, while lower values indicate directional trending.
- the Choppiness Index measures the linearity...
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Indicator
Basic
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With three simple moving averages and a list of stocks that compose a market, group, index or sector, the Moving Average Trends is a market breadth indicator that results from a simple calculation on a group of stocks.
First of all, for each stock, the market indicator calculates a short, intermediate...
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Composite
Medium
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A triangle is a chart pattern formed when two trendlines are converging. When the resistance line is increasing and the support line is horizontal, we call this chart pattern an ascending triangle. When the support line is decreasing and the resistance line is horizontal, we call it a descending triangle....
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Screen
Medium
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Here is how to download historical EOD data for delisted or bankrupt stocks.
- Download this item
- Open it and start downloading
- The item will start downloading and adding EOD data to your database ...
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Downloader
Advanced
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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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The 'Buff Averages' is an indicator created by Buff Dormeier. It first appeared in the Traders' Tips section of the Stocks & Commodities magazine in February 2001. The function accepts two inputs: a price time-series and a length period. The indicator volume-weighting calculation is applied to the price time-series. The...
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Indicator
Medium
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This simply downloads all the data from finviz that cannot be calculated from the price data in one quick download. (Fundamental data)...
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Downloader
Basic
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