The Dynamic Momentum Index or DMI is a technical analysis indicator used to determine overbought and oversold conditions of a particular security. Unlike other overbought/oversold indicators like the Relative Strength Index (RSI), the Dynamic Momentum Index does not use a fixed time period. Instead, the time period, used by this...
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If - while swing-trading - you want to buy e.g. when a higher swing high occurs after a higher swing low then you could set up your trading system as follows:
buy = sp(10, -1) > 0 && sp(10, 0) > sp(10, 2) && sp(10,1) > sp(10,3);
What does it mean?
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Indicator
Medium
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This fixed percentage of current equity position sizing method is almost similar to the default position sizing. It allocates a certain percentage of the current portfolio equity to new positions. This percentage is calculated by dividing the current portfolio equity by the total number of positions allowed.
That percentage depends on...
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Money Manag.
Medium
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This script is simulating a trailing stop limit buy/sell order with exact levels.
With the first parameter you can adjust the distance of the limit entry in percent based on the last high (long order) or low (short order) and with an second parameter you can setup the valid time of...
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Money Manag.
Medium
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The NASDAQ OMX Tallinn, Riga and Vilnius are three stock exchanges and are part of the Baltic Market. They are owned by the NASDAQ OMX Group, Inc. one of the world's largest exchange company.
The OMX Baltic Exchange - Tallinn is a stock exchange based in Estonia. It is a leading...
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Symbols
Medium
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In finance, Revenue is mainly composed of the total amount of money received by the company for the services and/or goods provided to its clients during a defined period of time. It can also include money received from other companies from interest, dividends and royalties.
Total revenue can be found at...
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Downloader
Medium
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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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This downloader gets EOD data for several Forex pairs.
The data is downloaded for several years (+20 years).
Here is the list of Forex pairs that you can get with this item: ...
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Downloader
Medium
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Hong Kong EOD data item allows you to get free historical end-of-day data for all stocks and Etfs listed on Hong Kong Stock Exchanges.
Hong Kong Stock Market:
- The list of ticker symbols for HK stocks is available here: 259
- The list of ticker symbols for HK Etfs is available here:...
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Downloader
Medium
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If you have a trading system that is not fully invested 100% of the time and you want to invest that cash into a security like a bond fund or a money market fund then you can use this money management script to do that for you.
Steps:
- Download this money...
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Money Manag.
Medium
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This is an Implementation of the Congestion Index Indicator presented in the book "Intermarket Trading Strategies" by Markos Katsanos.
It can be used to identify trading ranges and the direction and normalized strength of an trend. Values above 30 indicate an uptrend and values below -30 can be considered as downtrend.
Markos...
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Indicator
Medium
Private
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This component gets historical OHLCV data for all stocks and ETFs listed on the LSE (London Stock Exchange).
The downloader accepts ticker symbols with and without a suffix. If a suffix is found (SLVR.L for example) then it will remove it and pass the new ticker symbol (SLVR) to the next...
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Downloader
Medium
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The Bourse de Tunis or Bourse des Valeurs Mobilières de Tunis is the main and unique stock exchange in Tunisia. It is based in Tunis and it was founded in 1969.
In 15 November 1995, a reform in the Tunisian internal market was introduced with tax cuts on corporations, improved taxation...
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Symbols
Medium
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The Vertical Horizontal Filter, introduced by Adam White, is an indicator used to identify trending and ranging markets. In fact, similarly to the popular ADX indicator, the VHF estimates the raise / fall price acceleration, and thus attempts to predict whether we are going to deal with a trending or...
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Indicator
Medium
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After backtesting a trading system, you can create a ticker symbol from the strategy's equity by right clicking on the equity chart (in the simulation report) then selecting "Equity to Symbol" option.
This money management script allows you to automate this process by creating a ticker symbol for your strategy's equity...
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Money Manag.
Medium
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This watchlist will find stocks which are trending upwards on the 130 EMA. It will find only those stocks where:
- The 130 EMA is at least 5% higher than 55 days ago.
- The most recent value of turnover is above $2M
...
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Watch List
Basic
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The St. Louis Fed's Financial Stress Index is an economic measure created by the Federal Reserve Bank of St. Louis. The index is constructed using several other economic measures that belong to one of the following categories: Interest Rates, Yield Spreads and Divers Indicators. A total of 18 weekly time-series...
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Downloader
Medium
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Nasdaq 100 Constituents as of 1/20/2011...
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Symbols
Basic
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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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Download realtime tweets for the US stock market.
This downloader downloads tweets for each symbol and insert the parsed data into a custom database 'stocktwits'.
This database can be used for screening or backtesting purpose.
Example: A trading system that buys a stock if it has at least two tweets, in the same...
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Downloader
Medium
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Hanging Man is used for short term trading when applied to daily charts. Trader can take position accordingly on the particular trading days depending upon the formation of pattern. This will help you screen out stocks having Hanging Man formation.
Usually it is said that if the Hanging Man pattern is...
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Watch List
Medium
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This is a list of symbols of all IMF commodity series. The list includes 63 symbols and it was retrieved from the IMF, International Monetary Fund website (www.imf.org). The commodity indices and series belong to one of the following categories: Food, Beverages, Agricultural raw materials, Metals and Energy.
The following object...
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Symbols
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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) ...
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Downloader
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
Medium
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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
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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This trading system consists of purchasing S&P 500 or any other market index on some particular months that are known to be profitable (average over long periods).
The strategy enters S&P 500 on March, April, October, November and December. It buys the first day of these months and exits the position...
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Trading System
Medium
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This is a bullish trading system using momentum and trend. The Rate of Change indicator is used for momentum. Exponential and Simple moving averages are used for trend. This system is still in development. However, for AAPL it works well....
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Trading System
Medium
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The Cumulative Volume Index is a breadth indicator that uses the advance and decline volume data (volume of advancing stocks and volume of declining stocks) downloaded by 151.
Advancing volume refers to the total volume traded for securities that advanced or closed above their opening price. Declining volume refers...
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Composite
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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QS language model of 2012 Keller "Flexible asset allocation" paper:
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2193735
The model ranks the following assets by momentum, correlation and volatility, rotates monthly, equal weight:
...
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Trading System
Medium
Private
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Small cap refers to publicly traded companies whose market capitalization value is under $1 billion dollar. Small cap stocks have on average outperformed large cap and medium cap stocks over the past decades. The main reason for this is that they are usually companies that have lots of room to...
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Composite
Medium
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In Forex trading, a PIP is the smallest price increment that can be made by a currency. PIP refers to "percentage in point" and it is very important in Forex as it is the basis for calculating profit and loss and measuring spreads (bid/ask differences).
Usually the value of a PIP...
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Indicator
Medium
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The Lane's stochastic oscillator is an improvement of the well-known stochastic indicator. It was developed by Georges Lane in the 1950s. It is based on the calculation of the difference between the daily price and the lowest low divided by the highest-lowest price range. The indicator values vary from 0...
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Indicator
Medium
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Body Momentum is a trading indicator described in Perry Kaufman's book. It is an oscillator that moves between 0 and 100 and calculates the percentage of bars that closed above the open price (white/green candle) during a specific period.
A period of 10 and a value of 100 for the body...
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Indicator
Basic
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A large stock price movement after a consolidation may signal a new bullish or bearish trend.
This screen search for stocks that made large price and volume gains after a short period of consolidation.
Large price gain is signaled when the price increases more than 5% and large volume gain is signaled...
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Screen
Medium
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Here is another item that lets you download historical quotes data for Indices, Forex and Futures securities. I have uploaded a list of symbols that contains Indices, Forex and Futures symbols at the following location: 225.
The item downloads an archive (zip) file for each security, extracts the content, parses the...
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Downloader
Medium
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The TFS MBO indicator is the last component of Bryan Strain's Tend Following System. Similarly to the MACD oscillator, it calculates the difference between two averages - fast and slow. TFS MBO is consequently an oscillator based on the close price whose variation is used to confirm the market tendency.
This...
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Indicator
Medium
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Fidelity Select Funds
Sector funds typically invest in companies in a particular industry or market sector. Fidelity offers a suite of 40 Select Portfolios, the industry's largest lineup of actively managed sector and sub-sector funds. These funds are used by investors and traders to invest in a specific sector, or implement...
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Symbols
Basic
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