The Gap composite is a market breadth indicator that measures and compares the number of stocks that gapped up and those that gapped down. This market indicator calculates, for each trading bar, the average of the gap difference formula of all stocks in the universe. The Gap difference formula...
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Composite
Medium
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Relative momentum index is an oscillator introduced by Roger Altman in a February 1993 'Stocks & Commodities' magazine article. Inspired from the relative strength index, it attempts to improve it by eliminating the oscillations between defined overbought and oversold levels through the introduction of a momentum. The relative momentum index...
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Indicator
Medium
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The Net Income of a company is its total profit or earnings. It is the company's revenue minus costs (expenses, interest, depreciation, taxes).
The Net Income, also called Net Earnings and Net Profit, can be used by a company to distribute dividends and it can be held as retained earnings.
As with...
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Downloader
Medium
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Standard Deviation Ratio or SDR is a technical analysis indicator based on two standard deviations; one using a longer period that the other.
The SDR is measured by taking the ratio of the short-term standard deviation (function: SDDEV) to the long-term standard deviation. The ratio tends to stay below level 1;...
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Indicator
Medium
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The International Securities Exchange (ISE), which is an fully electronic options market based in the United States, releases a put/call ratio (ISEE Index) that uses a different calculation methodology (to be more precise, it doesn't use all the call and put volume) than the put/call ratios calculated by many other...
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Downloader
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This RTS indices item downloads historical EOD quotes for ten indices maintained by the Russian Trading System Exchange.
Indices ticker symbols can be found here 441.
The data is downloaded from the RTS RU (Russian Trading System) website.
List of indices: ...
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Downloader
Medium
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The best performing versus worst performing stocks is a composite I have created while trying to find whether the number of stocks with very high increase is higher or not that the number of stocks with very high decrease.
This market indicator calculates the number of stocks whose daily return was...
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Composite
Basic
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The "Toronto Stock Exchange" item includes symbols of companies that are listed in the TSX, as well as the S&P TSX Composite index. The Toronto Stock Exchange, TSX, is the largest stock exchange in Canada and is the third largest in North America (by market capitalization). It is based in...
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Symbols
Medium
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The Q-Ratio, developed by the economist James Tobin, is a market valuation method used to estimate the fair value of the stock market. It is calculated by taking the total price of the market and dividing it by the replacement cost of all companies in that market.
The data used to...
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Indicator
Medium
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The CNX 100 index consists of 100 diversified stocks. The index represents more than 70% of the free float market capitalization and it covers 35 sectors of the economy.
The index base date is Jan 1, 2003; the base value is 1000 points.
CNX 100 used to be calculated using a market...
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Downloader
Medium
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The federal funds effective rate is the weighted average of rates on trades between brokers. As a simple example, if a borrowing bank A pays 5% to a lending bank B to borrow funds and on the same day a bank C pays 4.5% to a lending bank E to...
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Downloader
Medium
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Index investment activity on the commodity markets is compiled then released by the Commodity Futures Trading Commission. Certain Swap dealers and index traders must file monthly reports with the CFTC just after the end of each month. For more information please visit the below link.
The index investment data contains the...
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Downloader
Medium
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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
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This item downloads historical tick data for all U.S. equities and for the last 20 trading days.
If you are not using the Auto-Manage feature of QuantShare, you must first update your symbols list:
- Select "Symbol -> Auto-Manage Symbols"
- Check "New York Stock Exchange", "American...
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Downloader
Medium
Private
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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 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...
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Money Manag.
Medium
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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.
Basic
Private
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With this simple script you can control your trading via instrument position outside lower Bollinger Band.If is instrument above its lower Boillinger Band trading is enabled , if is instrument below its Bolilinger Band, trading is disabled.
Fields:
BB Lower Period: Boillinger Band period
...
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Money Manag.
Medium
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Formula Name:VROC
Formula Full Name:Rate of Change (Volume)
Formula Description:
Rate of Change Volume (ROCV) is an oscillator applied to volume rather than price and is calculated in the same manner as the Rate of Change (Price) indicator.
...
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Indicator
Medium
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Active Picks refers to the number of picks/trades, entered by motley fool members, that are currently active.
A pick is a trade or a prediction made by a motley fool member. Traders predict whether a stock will outperform or underperform the S&P 500 in a specific time frame.
For each stock, the...
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Downloader
Medium
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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...
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Downloader
Medium
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The MARSI Indicator (Also called Moving Average RSI) returns the RSI or relative strength index of a moving average and thus generates a nice smooth RSI line. This line can be used to identify trends as well as to detect good entries.
The interpretation of the MARSI indicator is the same...
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Indicator
Medium
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The long to short position ratio is a measure that tells us whether Forex trader are bullish or bearish a particular currency pair. It is the ratio of the number of long positions to the number of short positions for a given currency pair.
Some brokers release the long vs. short...
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Downloader
Medium
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PERCENTRANK of High, Low and Close values translated from Amibroker.
Amibroker Code:
function PercentRankHLC(Data1, Data2, Data3, Periods)
{ ...
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Indicator
Medium
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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...
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Symbols
Medium
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The 2 percent rule is a simple risk management strategy that controls the maximum amount you can lose for each invested asset.
The rule here is very simple: Never risk more than two percent of your total capital on any single stock. If you end up having 10 consecutive losses, that...
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Money Manag.
Basic
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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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As with the 463 item, this downloader gets historical end-of-day data for several markets from Yahoo finance website.
In addition to that, it will also create a custom database "adjust" and store in that database, the adjustment ratio as well as the unadjusted close.
The adjustment ratio will be stored under the...
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Downloader
Medium
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The Forex long/short historical position ratios downloader gets the percentage of long positions for a specific currency pairs on the Oanda platform.
The data is stored in a custom database "fx_lp_ratio" and can be accessed by any QuantShare plug-in using the following formula:
a = GetData("fx_lp_ratio", "ratio");
...
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Downloader
Advanced
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This is a survivorship bias-free S&P 500 database downloader. With this downloader you will be able to test your strategies with more realistic expectations.
I have created this script thanks to this blog post: Getting Accurate Backtesting Results: Survivorship bias-free S&P 500.
Original author is Quantshare Team. Thank You QS!
...
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Downloader
Medium
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One way to discover stocks that are in a trading range and may move in one way or another in the coming days is to count the number of close and moving average crossovers over the previous days. For example, a stock that had four crossover during the last 10...
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Indicator
Medium
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AMM model for Butler Adaptive Asset Allocation paper:
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2328254
"The paper addresses flaws in the traditional application of Modern Portfolio Theory related to Strategic Asset Allocation. Estimates of parameters for portfolio optimization based on long-term observed average values are shown to be inferior to alternative estimates based on observations over much shorter...
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Trading System
Medium
Private
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This function detects the N-th occurrence of a condition since another condition. For example, since the crossover of MACD above zero, detect the first occurrence of the Stochastics going below 20. Basically, detects the first oversold after the change to bullish trends. The function parameters are:
OccurrenceSince(condition for since, condition...
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Indicator
Advanced
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Recently I have created an EOD quotes downloader for NSE (National Stock Exchange) listed companies that downloads data by date. This time, I have made the same but for the BSE (Bombay Stock Exchange).
As with the NSE downloader, the data comes directly from the exchange website (in this case bseindia.com)...
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Downloader
Medium
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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...
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Indicator
Advanced
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best watchlist created ,tested on indian market try it u will get more profts....
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Watch List
Medium
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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....
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Indicator
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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best watchlist created ,tested on indian market try it u will get more profts....
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Watch List
Medium
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------------------------------------------------------------------------
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This item no longer works.
You can use the following downloader instead: 463 ...
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Downloader
Medium
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