This money management script calculates monthly and yearly standard deviation based on monthly and yearly returns.
It calculates monthly/yearly returns, calculates the standard deviation from these returns then adds two metrics in the simulation report table at the top.
If you are looking for a trading system that has consistent performance over...
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Money Manag.
Advanced
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Another technical analysis tool that is based on the standard Bollinger Bands indicator is the Fibonacci Bollinger Bands. It is almost the same as the standard Bollinger Bands with the difference that instead of using the standard deviation to calculate the volatility of the asset, the Fibonacci Bollinger Bands uses...
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Indicator
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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This downloader gets EOD continuous data for several futures contracts.
The data is downloaded for several years (+20 years).
Here is the list of futures that you can get with this item (58 symbols): ...
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Downloader
Medium
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The DFM or Dubai Financial Market is a stock exchange based in Dubai and located in the Trade Center Building. The market capitalization of companies listed on the DFM is about the same as the market capitalization of companies that trade in the Abu Dhabi Securities Market (2007).
The current item...
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Downloader
Medium
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Yesterday, I have created a download item that creates an index called the 724. The same guys who created this indicator also created another one called the Permabear sentiment index. Permabear refers to people who are always pessimistic and negative about the future direction of the economy and markets. The...
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Downloader
Medium
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This watchlist i have created for swing trade .This will filter the stock for short term entry wher you have to keep track of stock momentum every day.
I have used the following indicator for this one.
''MacdExtSignal( ARRAY fastperiod, ENUM fastmovingaveragetype, ARRAY slowperiod, ENUM slowmovingaveragetype, ARRAY signalperiod, ENUM signalmovingaveragetype)'' ...
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Watch List
Medium
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For a complete description of how this money management script was created and the role of each function it contains, please refer to the following article: Create a trading strategy using the money management tool
The money management script, you can get here, creates a simple long strategy that is...
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Money Manag.
Medium
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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
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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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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this screens the quote which have achived new highs .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 LOT...
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Screen
Medium
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This Bankruptcy Fillings downloader gets data from the Bankruptcy Data Project at Harvard. It downloads bankruptcy filed in the United States by individuals and entities (companies).
I have already created a downloader that gets data for the Chapter 7 bankruptcy filings (187). The current item downloads data for all types of...
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Downloader
Medium
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In order to reduce your investment risk you have to diversify. The problem is that many traders do not know how to put the diversification concept into practice. How do we know the number of stocks to invest in and the percentage of equity to put in each one of...
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Money Manag.
Medium
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The standard error of the estimate is a measure that tells us how close our values are from the regression line. In other words, it measures the accuracy of predictions. The lower the standard error of the estimate the better the predictions are.
When applied to the close series, we can...
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Indicator
Advanced
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The RTS Index or RTSI is an index that tracks the performance of the 50 largest stocks that are listed on the Russian Trading System, a stock exchange located in Moscow.
The RTS Index is calculated in US Dollars; it is a capitalization-weighted index and it has restrictive rules that prevent...
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Symbols
Medium
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Those who have downloaded and are using one of the historical calendar events downloader for forex pairs (202 or 211 or 212) may find this function very useful.
The function accepts two inputs: A symbol name (the one that contains the historical calendar events) and an event name.
It reads the...
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Indicator
Medium
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The Chile stock market is relatively small compared to others American stock exchanges.
The Santiago Stock Exchange is the Chile's main stock exchange. This exchange lists stocks, bonds, stock options, futures as well as gold and silver coins.
This list contains the details of companies listed on the Santiago stock exchange; the...
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Symbols
Medium
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Choppiness index is an indicator used to measure the degree in trendiness and in choppiness in a market.
It uses a 0-100 scale and includes an upper and a lower bands respectively corresponding to Fibonacci 61.80 and 38.20 numbers. While CI values below 31.80 mean a trending market, those above 61.80...
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Indicator
Medium
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Donald Dorsey is known for developing technical analysis indicators such as the 231 and the 415. He has also created and introduced the Inertia trading indicator in the Stocks & Commodities magazine issue of September 1995.
In Physics, Inertia is the tendency of an object to resist to acceleration. Dorsey has...
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Indicator
Medium
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It is the largest stock exchange in Africa and one of the top exchanges in the world, the Johannesburg Stock Exchange is an exchange located in Johannesburg, South Africa. It is owned by JSE Limited.
The Johannesburg Stock Exchange has shares listed on two separate markets (Mainboard and AltX). It is...
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Symbols
Medium
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The "SymbolIndex" function reads a list of ticker symbols stored under a file and gets the index of a specified symbol (entered by you) from the list. It then returns "1" if the index is the same as the index you entered manually.
Example of usage:
List of ticker symbols: (One symbol...
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Indicator
Medium
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Some days ago I have shared a way to create adaptive trading systems using a simple money management script: 587. The script consists of updating the percentage of capital invested of a strategy depending on the percentage of winning trades (Those with a return superior than zero). If the percentage...
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Money Manag.
Medium
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This item downloads historical data for the IMF (International Monetary Fund) commodity prices. The IMF commodity prices are prepared by the Energy and Commodities surveillance unit of the research department. The data is available on the IMF website (www.imf.org) and it is updated once a month.
The commodity prices are constructed...
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Downloader
Medium
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This money management script allows you to specify a minimum number of positions in your trading system.
The script uses the "OnClosePosition" event to reject any exit order if the current number of positions (both longs and shorts) in the portfolio is equal or below the specified threshold.
Formula rules as well...
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Money Manag.
Basic
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Tom Demark, in his book 'Day Trading Options', has developed a market-timing indicator (oscillator), called TD Range Expansion Index (REI), which identifies areas that are risky for buying and selling. A weakness in the security or market price could occur if the value of the TD Range Expansion Index is...
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Indicator
Medium
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This is a small modification to 1601 by QuantShare to add support for filtering and column labels.
>>> Instructions below mostly copied from the original post >>>
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Downloader
Medium
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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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The Bollinger strategy uses the Bollinger Bands indicator to initiate buy and sell orders. Bollinger Bands is a technical analysis indicator that was invented in the 1980s by John Bollinger. It consists of three lines:
- Upper Band: Used as a resistance line
- Lower Band: It is a moving average
- Middle Band: Uses as...
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Trading System
Basic
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The ISEE Index is an index that tries to measure the market sentiment by comparing the number of calls bought to open on the International Securities Exchange against the number of puts bought to open. The calculation excludes market makes and firm trades because these are not considered to be...
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Downloader
Medium
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The Martin Pring's KST trading system is based on the KST (Know Sure Things) oscillator developed by Martin Pring. The idea of this oscillator is to make rate of change readings easier for traders to analyze.
In this trading system, the crossover of the KST oscillator with its smoothed version...
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Trading System
Medium
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The maximum drawdown of a stock is calculated using the "Drawdown" function. This function returns the maximum drawdown of a price series since the first bar.
The maximum drawdown composite indicator averages the max drawdown of all stocks in the universe by calculating the max drawdown of each stock and then...
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Composite
Medium
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The TED spread is the difference between the interest rates on interbank loans and short-term government debt ("T-bills"). TED is an acronym formed from T-Bill and ED, the ticker symbol for the Eurodollar futures contract.
Initially, the TED spread was the difference between the interest rates for three-month U.S. Treasuries...
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Indicator
Medium
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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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An ETF is an investment fund and it is traded like stocks on stock exchanges. An ETF is an investment tool that allows traders to easily profit from market exposure and diversification. In fact, the ETF provides the diversification many traders and investors need but cannot afford (usually because of...
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Downloader
Medium
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The Forecast Oscillator is a technical indicator that compares a security close price to its time series forecast. The time series forecast function name is "tsf" (already implemented in QuantShare) and it calculates the projection of the price trend for the next bar.
The Forecast Oscillator and therefore the time series...
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Indicator
Medium
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This item downloads historical dividend data for U.S. stocks.
It creates a custom database (divcalendar) and stores data in the following fields:
dividend: The quarterly dividend percentage paid by the company
annualdiv: The annual dividend percentage paid by the company ...
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Downloader
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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The KST indicator or the Know Sure Thing indicator is a technical analysis tool developed in the early 1990's by Martin Pring. It weights several smoothed rate of change time-series with different periods.
The KST indicator was developed in order to signal and to detect market trends while removing shorter-term movements.
To...
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Indicator
Medium
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