Major World Indices include the main stock index of several countries, including the United States, China, India, Japan, Canada, UK, Germany, and France.
Although it is not mandatory, you can find a list of ticker symbols for the major world indices here: 635. This list contains the index full name in...
No notes
|
Downloader
Medium
|
|
|
Bolsa de Valores, Mercadorias & Futuros de São Paulo or the BM&F BOVESPA is the main exchange in Brazil and the fourth largest exchange in America in terms of market capitalization.
It was formed after the merger of the Bovespa (Sao Paulo Stock Exchange) and the BM&F (Brazilian Mercantile and Futures...
No notes
|
Symbols
Medium
|
|
|
357 is a trading object I have uploaded few months ago. It downloads options put and call volume for each US stock. It gets the data from the Options Clearing Corporation - OCC - website and stores it in a custom database.
The Put Call Volume Comparison Indicator uses this data...
No notes
|
Composite
Medium
|
|
|
This rules analyzer metric calculates the average output of each analyzed rule and on a per-symbol basis. The standard average output adds up the outputs generated by all the positions for all securities then divides this value by the number of positions.
The current metric adds up the outputs separately for...
No notes
|
Rule Metrics
Advanced
|
|
|
With the 'composite' plugin in QS, we can easily create our own indices. The simplest construction gives a price-weighted index. One drawback of a price weighted index is that when a high priced stock ceases to be a member of the index, it results in a downward gap for that...
No notes
|
Composite
Medium
|
|
|
This item downloads last implied volatility data for U.S. stocks. The implied volatility is calculated from the options data for each stock.
Historical or statistical volatility is the past volatility of the underlying security and is measured using the annualized standard deviation. The implied volatility on the other hand is the...
No notes
|
Downloader
Advanced
|
|
|
The Williams' VIX Fix (WVF) is an indicator meant to roughly approximate the VIX. It can be useful in situations where there is no implied volatility index for the instrument we want to trade. The WVF is simply a measure of the distance between today's close and the 22-day highest...
No notes
|
Indicator
Basic
|
|
|
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...
No notes
|
Downloader
Medium
|
|
|
Here is an option chains and LEAPS downloader that can get data for options traded on U.S. exchanges.
You just need to enter the underlying securities in the "Symbols" tab, click on "Start Downloading" to get options data for all strikes and expiration dates.
Example: ...
No notes
|
Downloader
Medium
Private
|
|
|
The NASDAQ OMX Tallinn, Riga and Vilnius are three stock exchanges and are part of the Baltic Market. They are owned by the NASDAQ OMX Group, Inc. one of the world's largest exchange company.
The OMX Baltic Exchange - Tallinn is a stock exchange based in Estonia. It is a leading...
No notes
|
Symbols
Medium
|
|
|
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...
No notes
|
Screen
Medium
|
|
|
To Sharpe ratio was created by William Sharpe in 1966. It is a very popular measures used to calculate the risk/return of an investment.
You can calculate the Sharpe ratio of any security in QuantShare using the "Sharpe" function. However, calculating the Sharpe ratio of a portfolio consisting of two assets...
No notes
|
Indicator
Medium
|
|
|
The AAII Bull Ratio is a sentiment indicator created using the famous AAII sentiment survey. A survey, in which, the American Association of Individual Investors (AAII) asks, every week, its members about their view on the direction of the stock market in the near term. Using the percentage of members...
No notes
|
Composite
Medium
|
|
|
This is an Implementation of the Congestion Index Indicator presented in the book "Intermarket Trading Strategies" by Markos Katsanos.
It can be used to identify trading ranges and the direction and normalized strength of an trend. Values above 30 indicate an uptrend and values below -30 can be considered as downtrend.
Markos...
No notes
|
Indicator
Medium
Private
|
|
|
This function plots economic releases on a Forex chart. It requires the following downloader 212, which gets economic calendar date and stores it in a custom database. This function then reads the data and plots an arrow and the name of the economic release on the bar where it occurred....
No notes
|
Indicator
Medium
|
|
|
This function returns the total number of ticker symbols in your database when the provided parameter is empty.
Example:
a = nbtickers("");
plot(a, "Number of tickers");
...
No notes
|
Indicator
Basic
|
|
|
The VWAP or volume-weighted average price measures the average traded price of a stock over a trading period. It is the ratio of the asset price to total volume traded over a particular period.
This VWAP indicator should be applied to intraday data. It sums the product of the price and...
No notes
|
Indicator
Advanced
|
|
|
The Bourse de Tunis or Bourse des Valeurs Mobilières de Tunis is the main and unique stock exchange in Tunisia. It is based in Tunis and it was founded in 1969.
In 15 November 1995, a reform in the Tunisian internal market was introduced with tax cuts on corporations, improved taxation...
No notes
|
Symbols
Medium
|
|
|
This indicator measures the volatility by subtracting the highest high over a specific period by the lowest low over the same period. In other words, the volatility here represents the distance between the highest and lowest value over a specific lookback period. You can of course modify the function and...
No notes
|
Indicator
Medium
|
|
|
This trading system reproduces the Global Sector Rotation (GSRS) Investment Strategy developed by Frank Grossmann
http://www.logical-invest.com
http://www.logical-invest.com/strategy/global-sector-rotation-low-volatility
http://www.logical-invest.com/strategy/global-sector-rotation-aggressive
...
No notes
|
Trading System
Medium
Private
|
|
|
The Hull Moving Average (HMA/HullMovingAvg) is a Moving Average/Study created by Allan Hull and described in his book Active Investing.
When adding the indicator to a chart, buy and sell signals are generated (represented by line color changes and buy/sell arrows) base upon a change in line slope (Positive Slope...
No notes
|
Indicator
Basic
|
|
|
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...
No notes
|
Watch List
Medium
|
|
|
The "SetNaN" function updates the first N-values of a time-series and replaces them with "NaN" (Not a number).
A "NaN" value is not drawn on a chart and it always return false when used in a trading rule.
For example, let us create a "NaN" array:
a = ref(close, 10000000000);
...
No notes
|
Indicator
Basic
|
|
|
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.
...
No notes
|
Symbols
Medium
|
|
|
This item downloads share volume opening and closing crosses from the NASDAQ crossing network. These are the share volume on the open and close auctions for each security listed on the NASDAQ exchange. The auction will determine the stock official open and close prices.
The data is available starting from 2008...
No notes
|
Downloader
Medium
|
|
|
TSPTalk.com publishes a weekly survey that asks investors whether they think the S&P 500 is bullish or bearish. The percentage of bullish and bearish traders as well as the TSP trading strategy mode are downloaded from TSP website. The Excel file is parsed then three symbols are created and added...
No notes
|
Downloader
Medium
|
|
|
This downloader imports EODData.com (end of day only) formatted text files from your hard drive. EODData.com allows free end of day data downloads for a number of exchanges as long as you register (see: http://www.eoddata.com/download.aspx). If you pay for a premium membership, they also provide you with a proprietary downloader...
No notes
|
Downloader
Medium
|
|
|
This MM script uses three variables to control the amount to invest per trade and the portfolio risk:
1. Stop loss %: the stop loss in % for a single trade
2. Risk per trade: how many % of your trading capital you want to risk in a single trade.
3. Max. risk:...
No notes
|
Money Manag.
Medium
|
|
|
A basic task in statistical analysis of a probability distribution consists of measuring its peakedness and asymmetry. Kurtosis measures peakedness of a distribution, while Skew measures asymmetry.
Kurtosis function is available here: 1045.
A normal distribution is symmetric, that is it looks the same to the right and the left of the...
No notes
|
Indicator
Medium
|
|
|
Tweet Sentiment Analysis is a website (tweetsentiments.com) that analyses tweets for a given keyword. It uses Support Vector Machines algorithm and a natural language processing tool (NLP) to determine whether a tweet's sentiment is positive, negative or neutral. Support Vector Machines is a learning algorithm that is mainly used in...
No notes
|
Downloader
Medium
|
|
|
Australian Securities Exchange participants are required to report their daily gross short sales to the ASX exchange. This short selling activity is made available in the Australian Securities Exchange website. The AFR (afr.com) website provides also this short selling report.
Short sellers sell shares they do not own. They are expecting...
No notes
|
Downloader
Medium
|
|
|
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...
No notes
|
Trading System
Medium
|
|
|
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...
No notes
|
Downloader
Medium
|
|
|
The absolute breadth index, or ABI, is a market breadth indicator; it uses the number of advancing and declining stocks to measure the amount of volatility on US exchanges. This indicator does not take into account the price direction because it calculates the absolute value of the difference between the...
No notes
|
Composite
Medium
|
|
|
The Brussels Stock Exchange is the main stock exchange of Belgium. It is based on Brussels and founded in 1801. After the merger that occurred between Brussels Stock Exchange (BSE), Paris Stock Exchange, Amsterdam Stock Exchange and Lisbon Stock Exchange, the BSE was renamed to Euronext Brussels.
Here are the URLs...
No notes
|
Symbols
Medium
|
|
|
The Bollinger bands squeeze is a volatility indicator that tries to determine periods of low or high volatility in a price series. This technical indicator signals only the timing, not the direction of the trade, and for this reason, it must be used in conjunction with other technical or fundamental...
No notes
|
Indicator
Medium
|
|
|
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...
No notes
|
Indicator
Medium
|
|
|
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 ...
No notes
|
Watch List
Advanced
|
|
|
The put minus call options volume is the daily difference between the total put volume generated by optionable stocks and the total call volume.
For each trading day, the composite calculates the difference between put and call volume of each optionable U.S. stock, and then sums these differences. The market indicator...
No notes
|
Composite
Medium
|
|
|
The Self-Adjusting RSI indicator was developed by David Sepiashvili. It describes two techniques to adjust the oversold and overbought levels of the relative strength index indicator. It will create dynamic overbought/oversold zones that aim to improve your strategies performance by reducing false signals that may be generated when using the...
No notes
|
Indicator
Basic
|
|
|
Sort objects
Subscribe to trading items feed
