A list of all commodities trading on the NCDEX can be downloaded here 526. This list contains agricultural commodities (Potato, Chana, Crude Palm Oil, Soy Bean, Cotton...), metals (Steel, Copper, Zinc...), precious metals (Gold, Silver, Platinum...), energy (Brent Crude Oil, Gasoline, Heating Oil, Natural Gas...).
The list is not mandatory because...
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The National Commodity and Derivatives Exchange, NCDEX, is an online multi commodity exchange located in India; its headquarters are based in Mumbai.
The NCDEX was established on 2009 and it is the largest commodities exchange in India. The exchange is a public limited company regulated by the Forward Markets Commission.
The NCDEX...
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Symbols
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This item downloads economic calendar data for several currencies. It creates the following ticker symbols (EUR, USD, JPY, GBP, CHF, AUD, CAD, CNY and NZD) and associate economic events to each one of them.
It also creates a custom database (economic_cal) with the following fields:
Date: The economic event's date and...
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Some companies invest all their earnings in the business, this is known as retained earnings, while other prefer to distribute these earnings or usually part of it to their shareholders. These payments are called dividends; each shareholder receives an amount that is proportional to the number of shares that he...
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Downloader
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Historical exchange rates for Swedish Krona (SEK).
This will download historical data from 1993-today for EURSEK and USDSEK however other rates are available if so configured (see list below). Add symbol names (EURSEK, USDSEK etc.) accordingly. The downloaded data is; Daily EOD (Close), CSV, .(dot) separated.
The Swedish banks daily calculate a...
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The drawdown measures the decline of a time-series from an historical peak; generally the drawdown is used to analyze portfolio equities.
The maximum drawdown will then let you know how much money a portfolio has lost (or the maximum portfolio value decline) during the investing/backtesting period and therefore the drawdown...
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Indicator
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This item will allow you to download any U.S economic series from the FRED (Federal reserve bank of St. Louis) website.
The downloader is quite easy to use. Once it is downloaded and installed in QuantShare, open it then select the "Ids" tab on the right. There you need to enter...
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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");
...
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Indicator
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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
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Australian stock market traders who are interested in building a fundamental database can use this item to download historical fundamental data. The data is retrieved from (ascii-data.com) website; it is available from December 2003 to July 2009. July was the last release; I don't know the reason why the website...
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Downloader
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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
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The Trading Indicator Rank function calculates the rank of a given trading indicator or time series compared to its previous values. The number of previous values is determined by the lookback period parameter of the function.
Trading Indicator Rank values vary between 1 and the provided period, where a number of...
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Indicator
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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
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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
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Inventory to Sales Ratio or I/S ratio is the ratio of companies' inventory to companies' sales. It measures the percentage of inventory companies, operating in the United States, have on hand to support their current amount of sales. This economic indicator is released in the Monthly Wholesale Trade Report, which...
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Downloader
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After downloading the list of symbols (312) of the manufacturers' survey diffusion indexes, you can use this object to download seasonally adjusted time-series data (historical data). The data is available from May 1968 (The date the first time the survey was conducted) to present.
The data is retrieved from the Federal...
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Downloader
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The Mass Index is an indicator developed by Donald Dorsey; it is used to catch trend reversal points (predict reversals) by comparing the changes in the trading range, which is the high price minus the low price. The Mass Index goes up if there is a considerable movement in the...
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Indicator
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Intraday data for major stock markets downloads historical one-minute intraday data for the current day (real-time for some exchanges) as well as several days in the past. It can download data for more than 25 stock exchanges including the Australian Stock Exchange, Bombay Stock Exchange, Canadian Venture Exchange, Toronto...
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Demonstrates basic function of translating into binary buy/sell
parameter 1 - Threshold for buy signal
parameter 2 - # of Days lookback
Michael + Scott Walker ...
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Indicator
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Maximum Adverse Excursion (MAE) and Maximum Favorable Excursion (MFE) for individual trades are available under the "Trades" and "MAE/MFE" tabs of the trading system report.
The current money management script calculates the MAE and MFE for the whole trading system.
The calculation is based on the highest/lowest portfolio equity compared to...
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Money Manag.
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EMA Exponential Moving Average
SYNTAX Ema( ARRAY close, ARRAY timeperiod)
In a Simple Moving Average, each value in the time period carries equal weight, and values outside of the time period are not included in the average. However, the Exponential Moving Average is a cumulative calculation, including all data. Past values...
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Indicator
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This object downloads fundamental data/ratios for eleven Indian indices listed on the National Stock Exchange (NSE). The indices are: S&P CNX NIFTY, CNX NIFTY JUNIOR, CNX IT, BANK NIFTY, CNX MIDCAP, CNX 100, CNX PSU BANK, NIFTY MIDCAP 50, S&P CNX 500, S&P CNX NIFTY SHARIAH.
It saves the data in...
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The OCC, which stands for Options Clearing Corporation, is the world largest equity derivatives clearing organization. The OCC was founded in 1973 and it is under the jurisdiction of the CFTC, Commodity Futures Trading Commission and the SEC, Securities and Exchange Commission.
One of the OCC role is to clear transactions...
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Downloader
Advanced
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Symbol names for the Israeli Stock Exchage (TASE). All symbols have suffix .TA to be compatible with the Yahoo finance EOD downloaders...
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Symbols
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Money Management script, that reduces invested capital depending of value of selected symbol:
- if close price is above long SMA and above short SMA - script invests 100% capital
- if close price is below long SMA and below short SMA - script invests 0% capital
- if close price is between...
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Money Manag.
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To help the QuantShare community make use of the 565 function and to illustrate the application of Rules Manager, we have created a Price Channel Position rule list.
The Price Channel is designed to measure where price is within the range of the channel look back period, expressed as a percentage...
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Rules
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Introduced by John Andersen in a September 1996 article appearing in the 'Stock and Commodities' magazine, Standard Error Bands is an envelope whose bands are obtained by the calculation of the beta and alpha coefficients of linear regression. Standard Error Bands are used to measure the strength of a trend,...
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Indicator
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This indicator tells you whether a stock is trading above or below its short-term, medium-term and long-term moving averages. It does so by printing, for example, "Below MA10" if the selected stock is trading below its 10-bar moving average (The calculation is based on the last trading bar only). It...
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The S&P 500 - 10-bar moving average return is a market indicator that calculates, each trading day, the 10-bar moving average of each stock that composes the S&P 500 Index. The 10-bar return is then computed for each MA and the results are averaged.
The composite name is "_S&P500_AVGMA". It is...
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Composite
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CompRule(rules, category, weightFormula, aggregateFormula)
is a function for use in e.g. trading systems, that attempts to implement
(somewhat) similar functionality as Comp(...) but across rules, not symbols.
The "composite rule" is returned.
Note: "rule" here means any numeric vector, whether it consists solely...
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Indicator
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This fundamental item downloads the number of shares outstanding, market capitalization and average volume over the past 20 days for all stocks trading on US markets, NYSE, NASDAQ, AMEX, OTCBB and Pink Sheets.
The data is downloaded from zacks.com screener.
Database name: size_volume.
...
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The Advance/Decline Ratio is a Market Breadth indicator. The reason it is called Market Breadth indicator is that it uses the number of Advancing and Declining stocks in its formula. The number of advancing stocks is the number of stocks that advanced or increased in price in a trading day....
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Composite
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This is a simple moving average crossover. This is intended to find long trends in the system. This should be combined with fundamantal analysis as that will ensure you are investing in solid companies and you are trying to find a good entry point and exiting before the...
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Trading System
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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
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This function returns the number of calendar days between two dates.
For example, if you want to know the number of calendar days (not trading days) between the current bar and the previous bar, just type:
a = daysBetweendates(date(), RefString(date(), 1));
plot(a, "");
...
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Indicator
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This item creates a 52-week high symbol from all stocks available in your database. The market indicator is created using the composite plug-in and it can be applied to any stock market. It uses the "hhv" (highest value over a period) indicator to count the number of stocks that are...
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Composite
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The Vortex Oscillator is a technical analysis indicator inspired from J. Welles Wilders directional movement indicator. The oscillator can be used to determine if a security is trending, it can be incorporated into a trend following system or can be used directly to generate buy and sell signals.
The Vortex Oscillator...
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Indicator
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The "GetWeekNumber" function returns the week's number for each month. The value will vary from 1 to 5, where "1" indicates the first week of the month and "4 or 5" the last week of the month (depends on the number of days in the month).
This function can be used...
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Indicator
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The current fundamental data downloader gets several valuation metrics or ratios for stocks listed on US exchanges from the finviz website. Valuations ratios are measures of how expensive or cheap a stock or company is; they are used by analysts, traders and investors to assess the attractiveness of the company.
The...
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Downloader
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This screener attempts to find good "buy" candidates. A good buy candidate is defined as a stock that is oversold in the short term but trending up in the longer term. The RSI is used to find those stocks that are considered to be oversold where as...
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Screen
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