The VIX Fix is a technical indicator developed by Larry Williams, a trader and author of several books. Larry Williams also wrote for the Active Trader Magazine where he introduced the VIX Fix, a synthetic VIX calculation that can be applied to a single stock, ETF, futures or any security.
This...
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Indicator
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Here is a trend line that displays the line slope angle which is the angle in degrees from the horizon. This drawing tool is similar to any trendline tool used in technical analysis; select it then click on the chart to create the first anchor point or line extremity then...
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Drawing Tool
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This rules analyzer metric script produces several metrics, one for each year in the analysis period. Its task is simple, it calculates the 'Output per bar' value, the same way QuantShare calculates it, but instead of producing one 'Output per bar' metric for all the trading period, it produces a...
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Rule Metrics
Medium
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Treasury Bills are short-term obligations, with a maturity of less than one year, issued by the U.S government. These Treasury Bills are sold at a discount from the face value, which means that instead of earning an interest rate for buying these bonds, you will get this Treasury bill at...
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Downloader
Medium
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The Hong Kong Stock Exchange is the stock exchange of Hong Kong. It is owned by the Hong Kong Exchanges and Clearing Limited and it lists more than one thousand companies. The Hong Kong Stock Exchange or HKEX, is the Asia's third largest stock exchange (based on market capitalization) just...
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Symbols
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The damping index, created by Curtis McKallip Jr., is a technical analysis indicator that indentifies bars where the highs and lows are getting close and closer.
In order to do so, it calculates a simple moving average of the difference between the high and low prices using a period of 5...
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Indicator
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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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The Forex long-short positions ratio is a measure of the number of long positions to the number of short positions taken by currency traders. It is a quantitative measure of the bullishness or bearishness of Forex investors and it can be used as a trading rule or in a trading...
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Downloader
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Insiders are individuals that have access to non-public information about a company; they are usually directors, key employees, large shareholders... Their activity (Buy and sell transactions), which is made available to the SEC within few days, is watched and followed by individuals and institutional investors.
A high selling volume made...
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Downloader
Medium
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The elastic volume weighted moving average is a technical indicator used, like all moving averages, to determine the nature of the market and to generate signals. It can also be used as a trigger line. EVWMA has the specificity that it is both symbol-independent and time-frame independent.
This is made...
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Indicator
Medium
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This MM script is a simple improvement version Tom Huggens "Historical trading volatility-based system to adjust trade sizes"
You can change and optimize period of stddev and moving average.
Here is Tom Huggens description:
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Money Manag.
Medium
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This pivot table displays the number of stocks for each industry.
Each industry is displayed in a row and a second column "Count" would display the number of stocks that belong to each industry.
You would need to update the industry field of each stock first. You can let QuantShare do that...
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Pivot Table
Medium
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The Auto Support Line draws a support line that starts from the low price of the first bar location to the lowest price value of bars that are comprised between the start and end locations of the support line.
A support line is a line that is drawn below prices; it...
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Drawing Tool
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Many swing traders believe that the best entry point is when the close pice is between sma(close,10) and sma(close,20).It is here that short term correction end and current trend resume its current up movement.The filter that sma(10) >sma(20) ensure that current trend is up.
A filter of weekly time frame is...
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Screen
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This function uses the percent rank and moving average indicators in addition to the close, high, and low series to generate an oscillator that is bounded between 0 and 100.
Here is how the calculation of this technical indicator is performed:
First, it calculates the close relatively to the high/low range
Then it...
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Indicator
Medium
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The trading system is composed of two trading rules. The first one is triggered when a stock share price closes below its 20-Bar Bollinger Lower Band. The second one is a market-timing rule that prevents the trading system from entering new orders when the market is declining. A market decline...
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Trading System
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Tweet Sentiment Analysis is a website (tweetsentiments.com) that analyses tweets for a given keyword. It uses Support Vector Machines algorithm and a natural language processing tool (NLP) to determine whether a tweet's sentiment is positive, negative or neutral. Support Vector Machines is a learning algorithm that is mainly used in...
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Downloader
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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When added to a chart, this function generates a beep each time a new bar is created.
This function could be particularly useful when streaming real time data in a chart with a custom periodicity (Tickers per Bar, Range Bar.). It allows you to be quickly notified each time a new...
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Indicator
Medium
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The Ehlers Decycler Oscillator is a trading indicator developed by John F. Ehlers.
The goal of this oscillator is to eliminate very low-frequency components from the Ehlers 1660 by using the half-period Ehlers Highpass filter and transforming the output into the oscillator.
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Indicator
Advanced
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The majority of stock exchanges report what is called Advancing, Declining and Unchanged volume.
The advancing volume is the total volume of all the advancing issues.
The declining volume is the total volume of all the declining issues.
The unchanged volume is the total volume of all the issues whose price...
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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 AAII Bull Ratio is a sentiment indicator created using the famous AAII sentiment survey. A survey, in which, the American Association of Individual Investors (AAII) asks, every week, its members about their view on the direction of the stock market in the near term. Using the percentage of members...
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Composite
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This item downloads historical quotes data for Saudi Arabia stocks (Tadawul Stock Exchange). It also downloads data for various indexes and sectors. (Bank and Financial services, Energy & Utilities, Hotel & Tourism, Industrial Investment, Multi-Investment, Media and Publishing, Petrochemical Industries, Real Estate Development...).
You can choose to download historical data for...
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Downloader
Basic
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The KST indicator or the Know Sure Thing indicator is a technical analysis tool developed in the early 1990's by Martin Pring. It weights several smoothed rate of change time-series with different periods.
The KST indicator was developed in order to signal and to detect market trends while removing shorter-term movements.
To...
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Indicator
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This composite index calculates for each stock, its close price correlation with the close price of an index. It then averages the results and creates the Average Correlation Index, whose symbol name is "Correl_10bars".
For each trading bar and for each stock (only stocks whose close prices are above two are...
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Composite
Advanced
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This ranking system based on RSI(3). The value of RSI(3) is subtracted from 100 so that lower RSI(3) values are given a higher ranking.
Larry Connors' has published some good, quantitative work showing short-term RSI() values (e.g., RSI 2, 3, 4) are good predictors of a stocks performance over the following...
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Ranking System
Basic
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Test of long/short market filter based on cross of two Stochastics running 2x long SP500 (SSO) / 2x short SP500 (SDS).
Initial performance (Cagr +40%, Sharpe >1) seems interesting in some market times, but needs additional filters for stability and reduce high drawdowns. I post here if somebody is interested...
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Trading System
Medium
Private
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Insider trading data are data reported by company insiders to the Securities and Exchange Commission (SEC). It could be a director who sold some shares in the company stock, or a CEO who bought 1000 shares of the company he works for.
Insider trading data could be downloaded from the SEC...
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Downloader
Medium
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The Weighted Linear Regression Is an extension of the standard Linear Regression, where a weight is added to each of the points.
It can be used to calculate the linear regression of the closing prices by considering the volume traded on each day, This indicator compared to the standard Linear Regression...
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Indicator
Medium
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While backtesting a portfolio or trading system, trading signals and position sizing rules are defined at startup and cannot be changed or updated dynamically during the backtesting process. The money management tool allows you to create scripts for different events that are executed during the backtesting and therefore it allows...
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Money Manag.
Medium
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The SMM trading indicator is very similar to the SMA (Simple Moving Average) function, except that instead of returning the average (or mean) price it returns the median price.
A median is conceptually similar to a average except that an average is affected by outliers while a median is not. It...
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Indicator
Basic
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This item downloads 1-minute intraday data from Finam for 12 currency pairs. The Forex pairs are: AUDUSD, CHFJPY, EURCHF, EURGBP, EURJPY, EURUSD, GBPUSD, USDCAD, USDCHF, USDDEM, USDJPY, USDRUB.
Using this trading object you can download more than 3 months worth of 1-minute bars. Once you save this Forex Intraday item, open...
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Downloader
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Standard deviation is a well-known measure of volatility of an investment or an asset. The volatility measures the dispersion of a set of data from its mean, it does not tell us about the direction of the market or the asset.
The volatility of a stock is calculated by taking...
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Composite
Medium
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The screen returns the correlation of each stock with its industry for the last 250 and 30 trading days.
It displays five columns:
- Symbol: The stock symbol name
- Close: The close price at the screen date
- Return: The one-bar return of the stock ...
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Screen
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The index calculates the number of currencies that are declining compared to a given currency.
For example, if we apply the composite index to the US Dollar and we have for a particular date the following one-day rate of returns (Assuming we have only four forex pairs involving the US Dollar...
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Composite
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This composite index calculates the number of stocks that are trading above the Keltner Channel upper band and the number of stocks that are trading below the Keltner Channel lower band and then divide the first value (Up stocks) by the second one (Down stocks).
Created by Chester W. Keltner,...
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Composite
Medium
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Download stock Headlines from yahoo website.
Just select the symbols and press download.
The news will be saved in a database whose name is 'yahoo_news'.
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Downloader
Medium
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NEPSE is the abbreviation of the Nepal Stock Exchange, the only stock exchange of Nepal. There are about 370 companies listed on that exchange and they account for more than 10 U.S. dollars billion in equity market capitalization.
This downloader gets today's quote data for all companies listed on the Nepal...
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Downloader
Basic
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List of symbols of stocks that trade in the "Bourse de Buenos Aires".
This list contains 74 symbols. Stock descriptions are also included.
The end of fiscal year month specified in the Expiration Date field.
Name1 contains the yahoo compatible symbol....
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Symbols
Medium
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