Here is a UK economic data item that downloads economic time series from the Office for National Statistics website.
It can be used to download almost any economic indicator for the United Kingdom economy.
Currently it is set to download the Average Earnings Index for the whole UK economy. The Average Earnings...
No notes
|
Downloader
Medium
|
|
|
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 ...
No notes
|
Downloader
Medium
|
|
|
The Margin Trading data for the National Stock Exchange (India) is downloaded from the NSE website (http://www.nseindia.com/archives/archives.htm). It includes the quantity and the amount financed by members/dealers of the NSE under the Margin Trading Facility for all securities listed in the exchange.
Members of the exchange report this data to the...
No notes
|
Downloader
Medium
|
|
|
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...
No notes
|
Symbols
Medium
|
|
|
This function converts a string to a number. It generates a number from a string or combinations of letters and numbers.
The function is called "Num" and it uses the "GetHashCode" method of an object to generate a number.
The "Num" function can be helpful in many situations.
...
No notes
|
Indicator
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
|
|
|
The Dubai Financial Market is a stock exchange based in Dubai (United Arab Emirates). This stock exchange was founded on March 26, 2000 and is owned now by Borse Dubai. It currently lists about 65 companies for nine different sectors:
Banks, Investment & financial services, Insurance, Real estate and construction,...
No notes
|
Symbols
Basic
|
|
|
Here is a trading indicator to calculate the Jensen index or alpha of a particular security. When evaluating the return of a security or a fund, it is important to take into account the risk. The alpha indicator helps you achieve this by measuring risk premiums in terms of beta....
No notes
|
Indicator
Advanced
|
|
|
The 'calcA' function is used by the standard error bands function to calculate the alpha linear regression coefficient. It is multiplied by the sum of the close price over the calculation period and then subtracted from the sum of the square of the close price over the same period. CalcA...
No notes
|
Indicator
Medium
|
|
|
Floor Pivots for Intraday Trading
Based on:
http://www.quantshare.com/item-995-floor-traders-pivots&kbaseid=item-995-2755-1542
...
No notes
|
Rules
Medium
|
|
|
The High Low Chart is a custom drawing tool I have created to display the percentage distance from the cursor position to the highest high and lowest low of a chart quotes.
When moving your mouse cursor, the percentage change from the current mouse Y position to the highest high and...
No notes
|
Drawing Tool
Medium
|
|
|
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...
No notes
|
Symbols
Medium
|
|
|
This is a modified version of the "GetDataString" function which gets a string/text from a custom database field.
The modified version allows you to get the last (non empty) string on any given trading bar.
As an example, let us say that you have a database whose name is "db" and a...
No notes
|
Indicator
Medium
|
|
|
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...
No notes
|
Downloader
Medium
|
|
|
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...
No notes
|
Downloader
Medium
|
|
|
The Weighted Linear Regression Is an extension of the standard Linear Regression, where a weight is added to each of the points.
It can be used to calculate the linear regression of the closing prices by considering the volume traded on each day, This indicator compared to the standard Linear Regression...
No notes
|
Indicator
Medium
|
|
|
This function analyzes the first N-minutes of a trading session then counts the number of times a specific event occurred. As an example, you can use it to measure the number of times the price crossed above its short-term moving average during the first trading hour.
You can implement this example...
No notes
|
Indicator
Advanced
|
|
|
This Currency trading news item retrieves an RSS feed from the financial yahoo website, parses the feed and adds the data in a database whose name is "yahoo_news". The intraday database contains the following fields:
Title: The Forex news title
Category: The Forex news provider
Once the data is stored you can...
No notes
|
Downloader
Medium
|
|
|
This list of symbols contains 186 Danish stocks from the Copenhagen stock exchange. The list was created April 2012.
The Danish stocks are indexed into the following groups: OMXC20, Large Cap, Mid Cap and Small Cap. The Index field in the list uses the following names:
OMXC20, OMX LARGE-CAP, OMX MID-CAP and...
No notes
|
Symbols
Medium
|
|
|
This object is used to get up-to-date information for US stocks. It will create a database and download information such as the exchange, the industry, the sector and the month in which the fiscal year ends of each US stock. It will also tell you whether a stock is optionable...
No notes
|
Downloader
Medium
|
|
|
Implements traditional fixed fraction position sizing (fixed percentage risk per trade). In this case, risk = (entry price - stop) * nbshares. If you have an account of $100,000, @ 1.5% risk, the first trade risk will be $1500. $1500 is not the same as margin used...
No notes
|
Money Manag.
Medium
|
|
|
Insiders' Blog stories are comments and analysis on various stocks and news.
Streetinsider.com is a financial website and a news analysis service. It gives an inside look at Wall Street by providing and distributing information once only available to the Wall Street elite.
This item downloads Insiders' Blog stories for US companies....
No notes
|
Downloader
Medium
|
|
|
This MM script is a simple improvement version Tom Huggens "Historical trading volatility-based system to adjust trade sizes"
You can change and optimize period of stddev and moving average.
Here is Tom Huggens description:
...
No notes
|
Money Manag.
Medium
|
|
|
|
|
Using the pivot table tool of QuantShare, I have created a table that shows the average daily return of a security per month and per year. The table displays years as rows and months as columns and calculates the average daily return for every cell (year/month). The daily return is...
No notes
|
Pivot Table
Medium
|
|
|
Returns a sub- string from a larger string that contains comma separated string values, at the nth comma position (starting at 0)
ex1:
tickerList="IBM,AAPL,SPY,TLT";
strCommaExtract(tickerList,3) returns "TLT"
...
No notes
|
Indicator
Basic
|
|
|
Among the Germany's eight securities exchanges, the Frankfurt Stock Exchange is by far the largest one. It accounts for more than 85% of the trading volume in Germany and 35% of the stocks trading volume in Europe. It is also the third large securities exchange place in the world after...
No notes
|
Symbols
Medium
|
|
|
The Vertical Horizontal Filter, introduced by Adam White, is an indicator used to identify trending and ranging markets. In fact, similarly to the popular ADX indicator, the VHF estimates the raise / fall price acceleration, and thus attempts to predict whether we are going to deal with a trending or...
No notes
|
Indicator
Medium
|
|
|
Usually stocks respond positively to an earnings surprise. Sometimes they are up more than 10 or 20 percent and sometimes just a few percent; it all depends on the stock and more importantly on the earnings surprise number.
This screen searches for stocks that have two consecutive and positive earnings surprises....
No notes
|
Screen
Medium
|
|
|
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...
No notes
|
Downloader
Medium
|
|
|
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...
No notes
|
Downloader
Medium
|
|
|
By default, users are unable to take advantage of global variables inside of charts and other features. This function reads the specified global variable and returns its value as a string (not a number). If the global variable does not exist, this function will return a blank string.
By itself, GetVariable...
No notes
|
Indicator
Medium
|
|
|
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...
No notes
|
Downloader
Advanced
|
|
|
This is a followup of the trading system "Buy Low Sell High". In addition to using the trading system for back testing, I am also interesting in creating a set of information that I can use to make the trades for the following day.
The information that is important for me...
No notes
|
Screen
Medium
|
|
|
An exchange-traded fund or ETF is a financial instrument that trades like a stock. An ETF represents a basket of assets like stocks, future, currencies...
This item contains the list of ETFs listed on the US stock exchanges.
The list contains 1383 symbols and contains the full name of the exchange-traded...
No notes
|
Symbols
Medium
|
|
|
Here is a simple Long-Short Forex strategy based on the moving average and the relative strength index indicators. The strategy buys a currency pair if its 5-Period RSI value is greater than 50 and if the price crosses over its 5-Bar SMA and makes at least 20 pips (Difference between...
No notes
|
Trading System
Medium
|
|
|
The SIX Swiss Exchange offers the access to historical quotes data for Swiss companies on their website. The data are grouped by date and by type. It is available in CSV or ZIP format.
This item downloads the data that are stored under the Swiss Blue Chip Shares, Mid & Small...
No notes
|
Downloader
Medium
|
|
|
This trading system is an example of an intraday trading system that selectively trades different stocks/securities every day.
Here is how the strategy works:
- Stocks are ranked based on their daily return ...
No notes
|
Trading System
Advanced
|
|
|
This list of symbols contains stocks listed on U.S. OTC Markets (Over-the-counter). Trading in OTC markets is done directly between two traders/investors without any kind of supervision from the exchange. The trading is done electronically.
It contains more than 18000 stocks from different security types (Common Stock, Ordinary Shares, Fund, American...
No notes
|
Symbols
Medium
|
|
|
The percentage of stocks that trade above their moving average is a popular measure of market sentiment. When a higher number of stocks trade below their moving average, the indicator value decrease and traders consider this as a bullish sign and expect a rally to occur in the coming days.
The...
No notes
|
Composite
Medium
|
|
|
Sort objects
Subscribe to trading items feed
