The flat market indicator is a technical analysis indicator that can help you identify possible congestions in your asset's prices.
Congestion is a situation where no significant change in asset's price happens. It also sometimes indicates areas where heavy trading volume occurred in the past. Congestion periods are sometimes followed by...
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Indicator
Medium
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This composite is calculated based on a trading rule involving the popular technical indicator: the simple moving average.
Here is how this composite is calculated: (This item requires an indicator that can be downloaded here 120)
- Create a simple trading rule that returns a signal if the stock close price crosses...
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Composite
Medium
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This download item get EOD Data for stocks listed on the Muscat Securities Market.
To get stock symbols from the Muscat Securities Market,
- Select "Symbol -> Auto Manage Symbols"
- Search and check "Muscat Securities Market" ...
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Downloader
Medium
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The buy indicator tells you whether to buy the current security or not based on an indicator previous performance.
For each bar, this indicator will calculate the performance of another indicator for the past bars. It will simulate a buy and sell after n-bars when the provided indicator gives a signal.
Example:...
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Indicator
Advanced
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Hanging Man is used for short term trading when applied to daily charts. Trader can take position accordingly on the particular trading days depending upon the formation of pattern. This will help you screen out stocks having Hanging Man formation.
Usually it is said that if the Hanging Man pattern is...
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Watch List
Medium
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This year-over-year chart indicator will allow you to compare stock's movement over the same period of time one or several years ago.
All you have to do is download this trading indicator, create a new chart then create two or more panes.
As an example, create two panes (right click on the...
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Indicator
Basic
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This list contains the ticker symbols of stocks that trade in the Brazilian stock market, more precisely in the Sao Paulo stock exchange.
Sao Paulo stock exchange is the largest stock exchange in Brazil and the fourth in the American continent in terms of market capitalization.
According to Wikipedia there...
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Symbols
Medium
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Intraday RSI multitimeframe rules based based on intraday data.
There are 4 basic rules:
2 HOURS RSI >x
...
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Rules
Basic
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Mahesh Moving Average, MMA, is a technical analysis indicator that unlike the other types of moving averages (Example: Simple moving average and Weighted moving average) uses the historical price and volume data in its calculation. Traditional moving averages calculate a bar's value using the close, volume and other time-series data...
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Indicator
Medium
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The Following Watch list is created for weekly entry,While using this object please see to that you have selected the time frame weekly which gives you better results.
The indicators used in this objects are as follows,
1)Mom( ARRAY close, ARRAY timeperiod).{Momentum}.
2)Apo( ARRAY high, ARRAY fastperiod, ARRAY slowperiod, ENUM movingaveragetype).{Absolute Price Oscillator}. ...
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Watch List
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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The "LastEarningsInDays" function returns, for the analyzed stock, the number of days that remains before the next release date.
This function is capable of returning the number of days starting from the last stock's date or starting from today.
Examples: ...
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Indicator
Medium
Private
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The NYSE Index Closes item retrieves historical index closing values from the New York Stock Exchange website.
Eight indices data are downloaded by this item: (Symbols are added automatically to the Quote Database)
^NYSE_COMPOSITE: The NYSE Composite Index measures the performance of all stocks listed on the NYSE, including REITS, ADRs...
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Downloader
Medium
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This composite is based on "DetectSplits" function, which is a function I have shared few days ago and whose role is to detect potential splits on historical data (Should be mainly used if your data is not split-adjusted).
The composite or market indicator calculates for each stock in your database, the...
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Composite
Advanced
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Let us say you have a trading system that contains three trading rules, imagine if you have a indicator that acts like a backtester or simulator; it analyzes each trading rule before it is applied to a stock or a security and tells you whether this rule was profitable for...
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Indicator
Advanced
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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....
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Indicator
Advanced
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Screens stocks using Ketlner's Channel and MACD histogram slope.
I screen for a NEGATIVE MACD Histogram slope below the 0 reference line to prevent being too late for the pullback.
Filters stock that either have it's close lower than the -2 ATR or has a price rejection candle with the low greater...
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Screen
Medium
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This scanner analyzes your securities looking for the set up that will allow you to trade the pivot point breakout system explained below.
Criteria:
- Security closed below the pivot point level of tomorrow
- Range between S1 and S2 is higher than 2% ...
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Screen
Medium
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Pivot System price levels act as potential support and resistance zones throughout the day. They serve as focal points for floor professionals as they adjust their bids and offers, especially when trading activity is slow. The use of these values, along with tape reading skills and candlestick pattern recognition can...
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Indicator
Medium
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This item downloads EOD data for stocks from Tiingo website. The service covers more than 40,000 tickers including US stocks (+10,000), Chinese stocks, Mutual funds and ETFs.
What you need to do:
- Download the item and install it into QuantShare
- Select it in "Download -> Download Manager"
...
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Downloader
Medium
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Each quarter, companies are required to report a financial statement, called Income statement. This report shows the company's revenue, expenses, costs and income for a specific period.
Income statement is also referred to as earnings statement, operating statements or profit and loss statement - P&L.
Unlike balance sheet (418) which represents a...
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Downloader
Medium
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This function is an example that shows you how to use the "plotprofile" function of QuantShare.
Each month, it splits the stock's high/low range into ten buckets then counts the number of times the analyzed stock has closed within that bucket. The higher the bucket value, the more the stock closed...
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Indicator
Advanced
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DiDi Index is based on simple (arithmetic) moving averages. In order to calculate simple (arithmetic) moving average, we add the closing price of the currency pair for a number of time periods and then divide this sum by the number of time periods. Thus, short term moving averages respond instantly...
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Indicator
Basic
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This item downloads the CBEO S&P 500 BuyWrite Index, BXM, historical data. The BMX historical data available in the Chicago Board Options Exchange website contains only the close price numbers. This downloader gets also the open, high and low data.
The CBEO S&P 500 BuyWrite Index is a benchmark index, developed...
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Downloader
Medium
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Yahoo finance website offers traders historical quotes data for more than 50 stock exchanges. This includes the main stock exchanges in the United States and several European and Asiatic stock exchanges.
This trading object lets you download historical quotes for all companies listed on these exchanges. It is almost the same...
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Downloader
Medium
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This trading indicator returns the ratio of S&P 500 index to equity put-call volume. It gets the S&P 500 index (Symbol: ^GSPC using the following downloader 463) and divide it by the put/call ratio, which can be downloaded from 146.
The Equity put-call ratio is a sentiment indicator that measures the...
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Indicator
Medium
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The built-in "random" QuantShare function returns a random value given a min and max interval. The random number is the same for all bars. It will be no lower than "min" and no higher than "max".
The current "RandomValues" function is almost the same but instead of assigning the same...
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Indicator
Medium
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The current downloader gets one-minute intraday data for Brent Oil and Crude Oil rolling futures contracts.
The data retrieved by this item covers approximately the last nine trading days. You will get one-minute bar data; you can then convert it to any time frame (5 minutes, 10 minutes, one-hour...) when displaying...
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Downloader
Medium
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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
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The value at risk is a risk measure based on the probability distribution of security's prices or portfolio's market value. Unlike other measures such as the volatility, the value at risk measure cares about the direction of the portfolio or security.
The current value at risk function calculates a percentage that...
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Indicator
Advanced
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The "SymbolInformation" function displays symbol's information on a chart.
It displays the company or security title, the stock's industry, the stock's sector and the stock's exchange (NYSE, NASDAQ, AMEX...)
In order for this function to work properly, the full name, industry, sector and market fields of your stocks must be filled.
These fields...
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Indicator
Medium
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The list of symbols for the Tunisian Stock Market or bourse de Tunis can be downloaded here: 349.
This item let you download historical end-of-day quotes for the Tunisian market and for all companies listed in the bourse de Tunis. The data is downloaded from the exchange website (www.bvmt.com.tn). You can...
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Downloader
Medium
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This item downloads one year of historical EOD data for Australian stocks (Stocks listed on the Australian Securities Exchange, ASX). It requires a list of symbols of ASX stocks, which can be downloaded here 108.
The website that provides the quotes downloaded by 127 is no longer updated. The last update...
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Downloader
Medium
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The crossover/convergence trading indicator allows you to generate signals when two, three or four indicators are almost equal. Given a sensitivity parameter the crossover/convergence indicator calculates the different differences between each provided technical indicator and then generates a signal if the lowest difference is lower than the specified sensitivity threshold.
In...
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Indicator
Medium
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Megan ratio is a performance metric that can be used to assess and compare different trading system results. Megan ratio was introduced in an article in the Stock and Commodities magazine by Oscar G. Cagigas and it stands for maximum exponential growth annualized.
This money management script calculates the Megan ratio...
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Money Manag.
Advanced
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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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This item contains ticker symbols of companies that trade in the Germany stock market. The main exchanges in Germany are:
Frankfurt Stock Exchange
Berlin Stock Exchange
Bremen Stock Exchange
Düsseldorf Exchange ...
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Symbols
Medium
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The TSI is an intermediate-term absolute (versus relative ) measure of the tendency of a stock to trend or mean revert. The premise underlying the theory is that stocks with a high degree of momentum in relation to volatility are much less likely to mean-revert than those that have...
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Indicator
Medium
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Alma is a moving average developed by Arnaud Legoux & Dimitris Kouzis-Loukas. It uses curve of the normal distribution (Gauss) which can be updated using the offset parameter.
This technical indicator has four paramters:
Series: Timeseries to use for the moving average
Window: Lookback period
...
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Indicator
Medium
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A REIT is a company that invests in real estate and distributes at least 90% of its income to its investors/shareholders. REITs are involved into financing real estate or income-producing real estate such as shopping centers, offices, hotels and apartments. As with other companies, REITs are listed on stock exchanges...
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Downloader
Medium
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