The TED spread is the difference between the interest rates on interbank loans and short-term government debt ("T-bills"). TED is an acronym formed from T-Bill and ED, the ticker symbol for the Eurodollar futures contract.
Initially, the TED spread was the difference between the interest rates for three-month U.S. Treasuries...
No notes
|
Indicator
Medium
|
|
|
Broker Ratings & Recommendations object downloads several metrics about broker recommendations for US stocks.
Database Name: "Broker_Rating"
Fields: ...
No notes
|
Downloader
Medium
|
|
|
The Accumulation/Distribution or A/D indicator tries to determine whether the current security is controlled by buyers (accumulation) or by sellers (distribution). It acts as a leading indicator and it is calculated by summing over a specific number of bars, a formula that uses the close, high, low and volume prices....
No notes
|
Indicator
Medium
|
|
|
The money supply or stock, in economics, is the total amount of money available at a particular point in time. Money includes the currency in circulation as well as demand deposits. The variation or changes in the money supply has multiple effects on the economy, for example the price level...
No notes
|
Downloader
Medium
|
|
|
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...
No notes
|
Indicator
Basic
|
|
|
Those who have downloaded and are using one of the historical calendar events downloader for forex pairs (202 or 211 or 212) may find this function very useful.
The function accepts two inputs: A symbol name (the one that contains the historical calendar events) and an event name.
It reads the...
No notes
|
Indicator
Medium
|
|
|
The Volume Accumulation Oscillator (VAO) is a trading indicator developed by Marc Chaikin, who has also developed the 162 and 175 technical indicators.
The Volume Accumulation Oscillator, which is also called Chaikin Volume Accumulation and sometimes Accumulation/Distribution Indicator, is used in technical analysis to identify strengths and weaknesses in a market....
No notes
|
Indicator
Medium
|
|
|
The Survey of Professional Forecasters began in 1968. It was conducted by the both the American Statistical Association and the National Bureau of Economic Research before the second quarter of 1990; now it is released by the Federal Reserve Bank of Philadelphia. The Survey of Professional Forecasters is considered the...
No notes
|
Downloader
Medium
|
|
|
This money management script allows you to use an asset as a signal in your trading system then trade a different asset.
It works by creating a trading system with one single asset, defines your buy and short rules (no sell or cover) then specify in the money management script inputs...
No notes
|
Money Manag.
Medium
|
|
|
Probably the most popular trading indicator is the moving average. It is widely used in technical analysis and several other indicators use it in their calculation. For each bar, the moving average indicator calculates the average price of a time-series over the preceding N-bars.
The function name is 'rbsma', which stands...
No notes
|
Indicator
Medium
|
|
|
This list contains all symbols of the instruments that are traded on the London Stock Exchange.
The London Stock Exchange is a stock exchange located in the capital of United Kingdom, London. The list has 6580 symbols including stocks, indices, ETFs, ETCs and covered warrants. These instruments are traded in...
No notes
|
Symbols
Medium
|
|
|
The Irish stock exchange is the primary stock exchange in Ireland. It is based in Dublin and is owned by stock-broking firms. This ticker symbols list contains companies that are listed in the Irish stock exchange. A total of 64 symbols are available.
The list also contains the following companies' data:...
No notes
|
Symbols
Medium
|
|
|
Frank Hassler introduced this measurement. It was discussed on Frank's Blog Engineering Returns http://engineering-returns.com/2010/06/28/aapl-ts/, and it was highlighted and researched by David Varadi of CSS Analytics in his blog http://cssanalytics.wordpress.com/2010/06/28/trend-strength-index-tsi/, and subsequent posts.
David uses the following summary of TSI: "The TSI is an intermediate-term absolute (versus relative ) measure...
No notes
|
Indicator
Basic
|
|
|
The Monthly Retail data, which is released by the U.S. Census Bureau, contains several time series on retail economic activity in the United States. The data is obtained by the Advance Monthly and Monthly Retail Trade Surveys (MARTS and MRTS).
This object downloads two time series from the MARTS, which are...
No notes
|
Downloader
Medium
|
|
|
Choppiness index is an indicator used to measure the degree in trendiness and in choppiness in a market.
It uses a 0-100 scale and includes an upper and a lower bands respectively corresponding to Fibonacci 61.80 and 38.20 numbers. While CI values below 31.80 mean a trending market, those above 61.80...
No notes
|
Indicator
Medium
|
|
|
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, "");
...
No notes
|
Indicator
Basic
|
|
|
Percent Above Average Yield:
This function calculates the percent difference of a stocks current dividend yield and its average yield (over the period you set). To work, this indicator needs data from 93. That is just for stocks in the US market. Other markets may require other objects....
No notes
|
Indicator
Medium
|
|
|
There are two ways to download EOD quotes. Downloading data by symbol (one request for each symbol) or downloading data by date (one request for each trading day).
If you are downloading data for few stocks, the first solution should be more appropriate for you. However, if like me you are...
No notes
|
Downloader
Medium
|
|
|
This is an expansion and on the original which diplayed prices rather than returns. I did this 2 years ago and forgot to share.. :(
Added: Equity Cumulative, Benchmark Cumulative, and Equity OverUnder(Equity Cumulative - BM Cumulative)
----------Original--------- ...
No notes
|
Money Manag.
Basic
|
|
|
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...
No notes
|
Downloader
Medium
|
|
|
Update to 1005 to pull watchlist symbols and visible startdate of chart through global variables.
Use this or similar formula in your chart pane:
...
No notes
|
Indicator
Medium
|
|
|
In addition to the AAII Sentiment Survey, the American Association of Individual Investors releases another very interesting report called AAII Individual Investor Asset Allocation Survey. The report is released after a survey conducted every month; in this survey individual investors are asked about their current holdings. The report shows the...
No notes
|
Downloader
Medium
|
|
|
To calculate the average 14-bar relative strength index of each U.S. industry, I have used the composite function and grouped stocks by the value returned by the "industry()" function. This function returns the industry name of a stock. By passing it to the composite function, the average calculation will not...
No notes
|
Screen
Medium
|
|
|
The S&P 500 earnings and estimate report shows the consensus expected earnings per share and price earnings ratio of the S&P 500 Index.
The report is released by The Standard & POOR's company.
This item creates and downloads historical data for the following ticker symbols:
^Earnings_Bottomup: Operating earnings per share (bottom up estimations) ...
No notes
|
Downloader
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
|
|
|
Convert a text/string to a numeric value.
For example, if you have a numeric data stored in a text field such as Name1, Name2... and you want to use this in a QuantShare formula, you can use this function to do so:
a = ToNumeric(Name1());
...
No notes
|
Indicator
Medium
|
|
|
The Consolidation Breakout technical indicator identifies breakout in a congestion pattern. It does so by checking several conditions and then returning a value of one if a bullish congestion breakout is detected and a value of minus one if a bearish congestion breakout is detected. In case there is no...
No notes
|
Indicator
Medium
|
|
|
In statistics, kurtosis measures the relative peakedness of a probability distribution compared with the normal distribution. This is why we also call it "excess kurtosis".
The higher the kurtosis value is, the sharper the distribution peak and the longer & fatter the tails are.
The lower the kurtosis value is, the rounder...
No notes
|
Indicator
Medium
|
|
|
The 'Buff Averages' is an indicator created by Buff Dormeier. It first appeared in the Traders' Tips section of the Stocks & Commodities magazine in February 2001. The function accepts two inputs: a price time-series and a length period. The indicator volume-weighting calculation is applied to the price time-series. The...
No notes
|
Indicator
Medium
|
|
|
This is a function that could be used with a database that contains text data (for example a news database). The function accepts as arguments, the database name, the field name, a positive list of words and a negative list of words.
These lists of words are simply words separated by...
No notes
|
Indicator
Medium
|
|
|
This list of trading rules contains seven rules based on price channel indicators (Bollinger Bands, Donchian Channels, Keltner Channel, Volatility Channels, Standard Error Bands, Adaptive Price Channel and Moving Average Envelopes).
Each rule contains five variations where each variation uses a different lookback period. In price channels, the lookback period is...
No notes
|
Rules
Medium
|
|
|
Based on the number of stocks making new 52-week highs and the number of stocks making new 52-week lows, the High Low Index is a popular market breadth indicator that shows the number of new highs relative to the sum of new highs and lows.
The High Low Index is also...
No notes
|
Composite
Medium
|
|
|
This list of symbols contains 419 Danish ETF%u2019s from the Copenhagen stock exchange. The list was created April 2012.
The list contains ticker names in the field Name, Yahoo ticker names in field Name1 and Netfonds ticker names in field Name2. Field Name3 holds the preferred data supplier and can be...
No notes
|
Symbols
Medium
|
|
|
This downloader gets one-minute intraday data for several futures contracts. It get continuous data for the past three trading days.
It downloads intraday data for the following 58 futures:
Australian Dollar (AD)
Soybean oil (BO) ...
No notes
|
Downloader
Medium
|
|
|
The Price at a specific Intraday Time item is a function that works with intraday data and that returns the price, open, high, low, volume or any technical indicator value of a security/stock at a specific time during a trading day. The indicator gets a time-series, an hour and a...
No notes
|
Indicator
Medium
|
|
|
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...
No notes
|
Money Manag.
Medium
|
|
|
This is a small list of trading rules that uses trend indicators to detect trending securities (bullish). The list contains several rules that use the following indicators: Moving average, Directional movement index, Average directional index (ADX), Aroon indicator and Percentage price oscillator (PPO).
Example:
cross(close, sma(25))
Interpretation: Generates a signal when the...
No notes
|
Rules
Medium
|
|
|
The supertrend indicator as known from different publications.
Variables: Period and Factor...
No notes
|
Indicator
Medium
|
|
|
The Chaikin Oscillator is calculated by subtracting an exponential moving average of the Accumulation Distribution line with a 10 bars lookback period from an exponential moving average of the Accumulation Distribution line with a 3 bars lookback period.
This Chaikin Oscillator indicator accepts two parameters. The first one, called 'slow' refers...
No notes
|
Indicator
Medium
|
|
|
Two years ago, I have created a stock market news downloader that gets news data for U.S stocks from an RSS feed provided by Google.
This item downloads the last 10 news items and stores them in a custom database whose name is "google_news". You can get this trading item here...
No notes
|
Downloader
Medium
|
|
|
Sort objects
Subscribe to trading items feed
