The 'insideperiod' function is a custom function that deals with dates.
It returns a value of '1' on bars where the bar's date is superior or equal to the start date and inferior the end date.
It returns a value of '0' on bars where the bar's date is inferior...
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Indicator
Medium
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The current algorithm calculates the mathematical combination element given the lexicographical index. The function gets several string values separated by a semi-colon, a value to test, the number of values per combination and the combination index (or what is called lexicographical index).
To understand the usefulness of this function, here is...
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Indicator
Medium
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This downloader gets splits announcements for U.S. stocks. It creates a custom database (splitsannounced) with the following fields:
Date: Ex-date or the date that the stock price is scheduled to adjust on the exchange
Ratio: The split ratio. Example: 5-4 or 1-2
Payable: The date the stock split will be paid. Example: Sep02
Announced:...
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Downloader
Medium
Private
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This composite calculates daily standard deviation of one-bar rate of return for all securities. It also calculates the average one-bar rate of return for all securities. The average or mean value is stored in the "volume" field; it is multiplied by 10000 because the "volume" field accepts only integer values...
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Composite
Advanced
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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...
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Indicator
Basic
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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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This item has been updated on June 5 2014 to compute correlation of daily returns.
Example: a=AvgCorrelation("SPY,TLT,GLD",100) ;
b=AvgCorrelation("SPY,IWM.QQQ",100);
...
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Indicator
Medium
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This function calculates the average volume during a period of time in the previous days. Given a start and end time, it counts the number of bars and the cumulative volume that occurred within this period and then divide the cumulative volume by the number of bars. Another parameter allows...
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Indicator
Medium
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This dynamic watchlist lists all shares that are on the current symbol list, that have crossed south the simple moving average during the last 100 days. For mid-term trend followers this could be a signal for going short on stocks from this particular list....
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Watch List
Medium
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The CRBQX, CRBIX and CRBAX are three market indices created by Thomson Reuters/Jefferies. The indices include most of the industry global market capitalization.
The CRBQX or the TR/J CRB Global Commodity Equity Index (Symbol name: ^CRBQX) is an equity index designed to track 150 stocks, which are essentially engaged in the...
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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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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...
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Symbols
Medium
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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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Downloader
Medium
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I have already uploaded several items to get advance decline issues from several US exchanges. For example, the 159 gets the number of advancing, declining and unchanged issues from the New York Stock Exchange, American Stock Exchange and NASDAQ.
This CBOE Options Advance Decline will get the number of options issues...
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Downloader
Medium
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This script has the following main functions:
a) use of exact levels in stop setting
b) automatically adjust stop loss to the low/high of the previous x periods ...
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Money Manag.
Medium
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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...
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Symbols
Medium
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The Madrid Stock Exchange (Bolsa de Madrid) is a regional stock exchange in Spain. It is part of the Bolsas y Mercados Españoles (BME) group and is the largest Spanish stock exchange. BME group also includes the Barcelona, Bilbao, Madrid and Valencia stock exchanges, MF Mercados Financieros and Iberclear. The...
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Symbols
Medium
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The Job Creation Index is a measure created by Gallup, a global research-based consultancy. It is calculated using two measures based on results gathered from telephone interviews with more than 3000 workers. The first measure is the percentage of workers who claim that their employer is reducing the size of...
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Downloader
Medium
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This item downloads valuation fundamental data for US stocks. It downloads 13 valuation ratios and stores them into a custom historical database whose name is 'fund_valuation'. This item should be run once per week in order to add additional ratios data and build an historical fundamental database. To get more...
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Downloader
Advanced
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This Script MM is constructed for rebalancing your portfolio. When you buy in one day all of your assets MM this script works:
Allocations are based on the observed volatility of
each asset over the recent past for a portfolio of stocks and bonds. This concept can easily be extended to...
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Money Manag.
Medium
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The following money management script calculates the weight of the industry given the current open positions and orders and rejects any new order if the new weight would be higher than a specific threshold.
If you specify an industry weight of 50% then your portfolio will always have an industry concentration...
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Money Manag.
Advanced
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This item calculates the SCTR (Stock Charts Technical Ranking). Please see the link for description. https://school.stockcharts.com/doku.php?id=technical_indicators:sctr
cFunctions.SetForwardAndBackwardBars(200, 0);
String str = "EMA200_ = ((Close - ema(200))/ema(200)) * 30;" + ...
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Indicator
Medium
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this screens the quote which have achived new highs .This screen i did on indian quotes which has given me very good results. Soon i am sharing the chart layout of the same which is fexible just you change the parameters as per your need. I HAVE CREATED LOT LOT...
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Screen
Medium
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A short sale, in trading, is the sale of a stock that you do not own. Here is how it works, when you short sell a stock, your broker will borrow that stock and sell it for you. To close your short position, you will need to buy back that...
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Downloader
Medium
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The "HhvLlv" function returns the highest or the lowest value of a time series over a preceding period. Unlike the built-in "hhv" and "llv" functions, this function accepts dynamic lookback periods. This means that you can get, for example, the highest high of a stock over a non-constant period.
Here...
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Indicator
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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Watchlist detects historical data that have potential splits, issues in prices, and missing volume.
You may modify/add/remove condition of rules and symbol select criteria per your needs.
After you have result dataset, refresh data of symbols with potential issue by right clicking and selecting "Download Data for Selected Symbol"....
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Watch List
Medium
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This function
a) provides exact Finonacci retracement and extension levels
b) allows optimization regarding different Fibonacci levels, for instance:
Optimize("fibo_index", 0, 7, 1);
var = fibonacci(fibo_index); ...
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Indicator
Medium
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This item downloads several trading volume numbers released daily by the New York Stock Exchange. A total of 10 numbers are downloaded from the exchange website and are associated with different ticker symbols. These NYSE Statistics are updated and released daily.
NYSE volume can divided into several groups or categories. For...
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Downloader
Medium
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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...
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Indicator
Medium
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The number of oversold stocks is a market timing indicator. It is computed by calculating the number of stocks whose Relative Strength Index value (RSI) is lower than 30. The Relative Strength Index or RSI is a very popular technical analysis indicator developed by J. Welles Wilder and used by...
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Composite
Medium
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This dynamic watchlist lists all shares that are on the current symbol list, that have crossed south the simple moving average during the last 200 days. For long-term trend followers this could be a signal for going short on stocks from this particular list)....
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Watch List
Basic
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This staggered entry money management strategy lets you enter a certain number of shares when the buy rule is met and the rest of the shares when the position increases by a specific percentage.
For example, we can define the following strategy:
Enter long 60% of shares when the stock crosses its...
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Money Manag.
Advanced
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This is a tactical asset allocation strategy example based on momentum and volatility to rank some ETFs.
More info about how to create tactical asset allocation strategies can be found here:
Create Your Own Tactical Asset Allocation Strategies
Note that unlike the above article (see the link), the composite function here uses...
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Trading System
Medium
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This function can be used to calculate Upside/Downside standard deviation or any other custom standard deviation.
As an example, let us say you want to calculate standard deviation of returns but just returns that occurred while a particular stock was trading below its long-term or 250-bar moving average. That particular standard...
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Indicator
Basic
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A money management script that splits trading orders and executes these split orders on different dates.
The money management first updates the percentage of capital invested of the trading strategy. It then detects buy orders and saves the number of traded shares. Because we have updated the percentage of capital...
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Money Manag.
Medium
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This item contains a list of symbols for the following indexes:
Ocean Tomo 300 Patent Index
Ocean Tomo Patent Growth Index
Ocean Tomo Patent Value Index
Claymore/Ocean Tomo Patent ETF ...
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Symbols
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 watchlist will find stocks which are trending downwards on the 130 EMA. It will find only those stocks where:
- The 130 EMA is at least 5% lower than 55 days ago.
- The most recent value of turnover is above $2M
...
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Watch List
Basic
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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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Downloader
Basic
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