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Trading System Template: Position Sizing Techniques
by QuantShare, uploaded several months ago

With this trading system template, you will be able to test your strategy with different position sizing techniques quickly and effectively. By using this template to build your trading system then by clicking on the optimize button, QuantShare will backtest your strategy five times, each time using a different position...
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 Trading System 
Medium
Capital Allocation based on Moving Average position on Instrument
by clonex, uploaded several months ago

This simple script allows you to control the Percentage of Invested Capital that your strategy uses. It is done via the position a defined Instrument with its Moving Average. If the Instrument is above its Moving Average, Percentage of Invested Capital is scaled in to 100%.
If the instrument is below...

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Rate an item Rate an item Rate an item Rate an item Rate an item Write a review 4 reviews Number of downloads 23 downloads Notes Report an item
 Money Manag. 
Medium
Profitability Ratios
by Patrick Fonce, uploaded several months ago

To measure the profitability of a company, analysts and investors use metrics such as the ROE (Return on equity), ROI (Return on investment) and ROA (Return on assets).
Profitability is very important for the growth of a company. It is also important for company's owners and managers. It is a...

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 Downloader 
Medium
Relative Volatility Index
by bug man, uploaded several months ago

The majority of technical trading indicators use the rate of change of security prices in their calculation. The Relative Volatility Indicator or RVI, uses a different time-series, it uses the volatility trend, which is calculated using the standard deviation of the security close price, to measure and evaluate market strength.

The...

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 Indicator 
Medium
Nigerian Stock Exchange - Historical Data
by QuantShare, uploaded several months ago

Here is another NSE - Nigerian Stock Exchange (formerly known as the Lagos Stock Exchange) downloader that retrieves historical EOD quotes for more than 200 companies. Historical quotes are available starting from 2005 to the last trading day.


The item saves the close, high, low, trades and volume data in the...

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 Downloader 
Medium
NAAIM Survey of Manager Sentiment
by Caleb, uploaded several months ago

As you can see from the trading object title, this item gets historical data of the NAIIM survey of manager sentiment. The survey is conducted every week and it consists of getting the overall equity exposure on a specific day (Wednesdays) of active money managers. The survey results are averaged...
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 Downloader 
Medium
Oman stock market historical data
by bug man, uploaded several months ago

If you are interested in the Oman stock market and you would like to download historical end-of-day, then this is the item you need. This downloader retrieves historical EOD data for companies listed in the main Oman stock exchange (Muscat Securities Market). 147 symbols data are downloaded including three sector...
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 Downloader 
Medium
Klinger Volume Oscillator
by Brian Brown, uploaded several months ago

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
NYSE - Round-Lot Share Volume
by The trader, uploaded several months ago

The New York Stock Exchange releases Round-Lot Share Volume numbers every day. This report includes the following numbers:
Specialist Purchases (Symbol: ^Specialist_Purchases): The Specialist purchases volume. Specialists are members of the NYSE; their role is to facilitate the trading of stocks by holding an inventory of the stocks in which they...

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 Downloader 
Medium
Cross Above 200 SMA on Average Volume Strategy
by Brian Brown, uploaded several months ago

After a backtest, this trading system generated an average annual gain of 22.79%. The strategy Sharpe ratio for all period (2001-2011) is 0.77 and only 24.02% of trades were winners. Among the 11 years tested, only four showed a small negative return.

Here are the trading system settings:
- Number of...

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 Trading System 
Medium
List of Shortable Stocks
by Brian Brown, uploaded several months ago

Shortable stocks refer to stocks that can be shorted, that is, traders are able to sell these stocks even if they don't own them. Usually, stock shares are borrowed from a broker and sold to another buyer. When the trader want to buy back stock shares (cover its position), these...
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 Downloader 
Medium
McGinley Dynamic Indicator
by The trader, uploaded several months ago

One of the major problems of moving averages such as the simple moving average is its lack of quick response to price. The higher the lookback period of the moving average, the slower the response to price movements. Other moving averages, such as the exponential moving average (more weight is...
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 Indicator 
Medium
FRAMA Adaptive Strategy
by clonex, uploaded several months ago

This EOD strategy uses Fractal Adaptive Moving Average - FRAMA, Buy Sell Simulation Indicator and Percentile - Percent Rank of a Trading Indicator.

Trend is defined as: Frama(50)>Frama(100).
Buy Signal is genereted as: Percent Rank Oscillator of FRAMA(10) ==0.
Sell Signal is generated as: Percent Rank Oscillator of FRAMA(10) == 100. ...

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 Trading System 
Medium
Initial Jobless Claims - Historical data
by The trader, uploaded several months ago

This item downloads seasonally adjusted 4-Week moving average of Initial Jobless Claims from the U.S. Department of Labor: Bureau of Labor Statistics. The data starts from 1967 to present and is updated weekly. The symbol associated with this time-series is '^Initial_Jobless_Claims'.

The Initial Jobless Claim is an important economic indicator that...

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 Downloader 
Medium
RSI GT 4%
by Brian, uploaded several months ago


Investopedia defines oversold as
1. A condition in which the price of an underlying asset has fallen sharply, and to a level below which its true value resides. This condition is usually a result of market overreaction or panic selling.

2. A situation in technical analysis where the price of an asset...

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 Watch List 
Medium
Percentage of Nasdaq 100 stocks that closed above their 10 day moving average
by saratur, uploaded several months ago

The percentage of index stocks trading above a specific moving average (PAMA) is a breadth indicator that measures internal strength or weakness in the underlying index. The indicator is used on various time frames - e.g. the 10 or 20 day moving average for short time frame, The 50-day...
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 Composite 
Medium
Real Gross Domestic Product - Historical data
by The trader, uploaded several months ago

Download seasonally adjusted Real Gross Domestic Product (Real GDP) historical data from the U.S. Department of Commerce: Bureau of Economic Analysis. The data starts from 1947 to present and is updated quarterly. This item creates a symbol whose name is '^REAL_GDP'. The time-series unit is 'Billions of Chained 2005 Dollars'....
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 Downloader 
Medium
Fractal Adaptive Moving Average - FRAMA
by clonex, uploaded several months ago

The Fractal Adaptive Moving Average (FRAMA) indicator was introduced by John Ehlers. Based on the assumption that market prices are fractal, this indicator presents a new method of adaptive smoothing. The purpose of this indicator is to eliminate bad whipsaw trades.
A moving average is generally used for trend identification. Attention...

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 Indicator 
Medium
Unadjusted Historical Stock Market Data
by QuantShare, uploaded several months ago

This item downloads unadjusted historical stock market data for several markets. The data comes from the Yahoo servers.
The open interest field stores the stock adjustment factor.

You can use the following item to get adjusted historical daily data:
463
...

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 Downloader 
Basic
NASDAQ and Boston stock exchanges - Daily short sale data
by Patrick Fonce, uploaded several months ago

This item downloads daily Short Sale Volume data from nasdaqtrader.com website and for the NASDAQ and Boston stock exchanges.
The data is reported daily, one day after the market closes, and it contains trade date, ticker symbol, the sum of share volume of all short sale trades executed during regular trading...

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 Downloader 
Medium
Number of IPOs per Day - Trading Composite
by Caleb, uploaded several months ago

Yesterday, I have uploaded a trading item that downloads IPO Pricings historical data for the U.S. Stock Market. The item gets the IPO date, the initial price and the number of shares issued by the company. The data is stored in a custom database and it is used by this...
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 Composite 
Medium
Capital Allocation based on the Expected Market Volatility (VIX)
by QuantShare, uploaded several months ago

The expected US Market volatility for the next 30 days is measured by the VIX or the Chicago Board Options Exchange Market Volatility Index.
The VIX measures the implied volatility of the S&P 500 index options. It is a very popular index introduced by Robert Whaley in 1993. The index...

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Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 51 downloads Notes Report an item
 Money Manag. 
Medium
NYSE Advances and Declines
by The trader, uploaded several months ago

NYSE advances and declines object downloads historical end-of-day data of the number of advancing, declining and unchanged stocks that trade in the New York Stock Exchange.

The number of advancing and declining issues is used to calculate several market breadth indicators, for example: Advance/decline line, Absolute breadth index, Advance decline ratio...

Ticker...

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 Downloader 
Medium
Balance Sheet Data
by Patrick Fonce, uploaded several months ago

This item downloads numbers available in U.S. companies' balance sheet. The data is retrieved for all U.S. stocks and it includes the following figures:

Receivables: This field includes the money owed to the company by its customers and other entities (receivable) (in millions of dollars) minus provisions for bad debt
Inventory: The...

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 Downloader 
Medium
Rogers-Satchell Volatility Estimator
by The trader, uploaded several months ago

The Rogers-Satchell function is a volatility estimator that outperforms other estimators when the underlying follows a geometric Brownian motion (GBM) with a drift (historical data mean returns different from zero).

As a result, it provides a better volatility estimation when the underlying is trending.
However, this Rogers-Satchell estimator does not account for...

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 Indicator 
Advanced
Simulation/Backtest Trading Indicator
by bug man, uploaded several months ago

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
Update the Stock Exchange Associated With U.S. Stocks - Market Field
by QuantShare, uploaded several months ago

In order to keep your symbol database up-to-date, here is a trading item that automatically updates the exchange name of your US Stocks. The item downloads three symbols list; each list contains stocks that are listed in a specific exchange (NYSE, NASDAQ and AMEX). After a list is downloaded, each...
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 Downloader 
Medium
Inverse Fisher Transform
by QuantShare, uploaded several months ago

Inverse Fisher Transform was first introduced by John Ehlers in an article published in May 2004 issue of the Technical Analysis of Stocks and Commodities magazine.

It is the inverse of the fisher transform which can be downloaded here 528. It is well suited to transform oscillator indicators because it is...

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 Indicator 
Advanced
Geometric Moving Average Indicator
by Brian Brown, uploaded several months ago

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 
Medium
Annual Return of a Security
by bug man, uploaded several months ago

The Annual Return function calculates the trailing annual return of a security. This means that for each bar, the function returns the annual return based on its previous data.
The calculation starts after the first 50 bars. This is because for first bars, annual return time-series would be very volatile.

To...

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 Indicator 
Basic
acccmaltion index
by srishail, uploaded several months ago

best watchlist created ,tested on indian market try it u will get more profts....
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 Watch List 
Medium
Falling Wedge and Rising Wedge Patterns
by QuantShare, uploaded several months ago

The wedge pattern is a technical analysis pattern that can be found in the price charts of a financial asset (Stocks, futures, ETFs and bonds).

There are two types of wedge pattern: Rising wedge and Falling wedge. The former is a bearish pattern that is characterized by a contracting range and...

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 Screen 
Medium
Short Term Trading System with RSI Ratios
by Brian Brown, uploaded several months ago

This trading system is based on the ratio of two short-term relative strength indicators.
The ratio is created by dividing the 7-bar RSI with the 2-bar RSI.
That ratio is then ranked for all stocks in NASDAQ 100 index and the top 5 stocks are bought at the open of the next...

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 Trading System 
Advanced
Detect and Display Potential Splits on a Chart
by QuantShare, uploaded several months ago

Here is a nice function that displays potential stock splits on a chart.
By simply adding the "DetectSplits" function to your chart, you will be able to quickly see whether the stock data has potential non-adjusted splits or not.
The function can detect many types of splits and reverse splits, including 3:1,...

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 Indicator 
Medium
Relative Performance Chart - Dynamic assets and index
by Alexander Horn, uploaded several months ago

This function creates a chart with different plots usefull for asset allocation / rotation systems as an update to 1005 :

1. Pane: Relative performance of assets indexed dynamically to first visible date on chart, e.g. changes when scrolling chart
2. Pane: Trend indicator of different assets based on custom indicator and...

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 Indicator 
Medium
US delisted symbols
by QuantShare, uploaded several months ago

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
iShares ETF Holdings
by QuantShare, uploaded several months ago

This downloader gets historical holdings of iShares ETFs. The data is downloaded once per month and is available starting from 2010. (The downloader URL-script could be modified to get older data).

The data is stored in a custom database whose name is "ishares_etf_holding". The holdings symbols are stored in the "holdings"...

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 Downloader 
Medium
Morningstar Annual Fundamentals 2.0 for US and International Stocks
by Chaim6, uploaded several months ago

This downloader gets 10 years of annual fundamentals from Morningstar's free fundamental ratios.

New features:
* It now works with non-USD financial statements.
* Balance sheet items such as Cash & Equivalents are converted from % of total assets to a dollar (or other currency) figure. ...

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 Downloader 
Advanced
Lagged Data From a Custom Database
by QuantShare, uploaded several months ago

"GetData" is the main function that allows you to access custom databases data. It lets you retrieve an item value, from an intraday or historical database, that occurred within the current bar.

Let us say we have a custom database that contains fundamental data. One field in this database is called...

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 Indicator 
Medium
Laguerre RSI Indicator
by Caleb, uploaded several months ago

The Laguerre RSI Indicator is a modification of the well-known relative strength indicator or RSI.
John F. Ehlers, the famous trader who created the Laguerre RSI, tried to avoid whipsaws (noise) and lag produced by smoothing technical indicators by applying a filter and some changes to the original relative strength indicator.

The...

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 Indicator 
Medium
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Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.