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.
...
No notes
|
Indicator
Medium
|
|
|
This is an item that downloads historical data regarding the number of issues that are making a new 52-week high and those that are making a new 52-week low. These two time-series (52-week highs and 52-week lows) are downloaded for each US stock exchange (NYSE, AMEX and NASDAQ). In total,...
No notes
|
Downloader
Advanced
|
|
|
This function automatically draws lines for non-closed gaps; - both gap down and gap up. It takes one parameter named "LookingBack" that indicates the numbers of bars to backward scan, e.g. 100 means that the function scans 100 bars backward from last bar. If the parameters is set to zero,...
No notes
|
Indicator
Medium
|
|
|
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...
No notes
|
Screen
Medium
|
|
|
Here is a very simple money management script that shows you how to buy a fixed number of shares instead of a number of shares determined by the available cash (default money management sizing method).
In order to use this script, simply add it to your trading system. Later, when selecting...
No notes
|
Money Manag.
Medium
|
|
|
The ISEE Index is an index that tries to measure the market sentiment by comparing the number of calls bought to open on the International Securities Exchange against the number of puts bought to open. The calculation excludes market makes and firm trades because these are not considered to be...
No notes
|
Downloader
Medium
|
|
|
The disparity index is generally considered as introduced by Steve Nison on his book 'Beyond Candlesticks'.
This indicator is used to measure the percentage change between a security price and its moving average. A DI positive or negative value at a given point indicates that the price is respectively rapidly increasing...
No notes
|
Indicator
Medium
|
|
|
This downloader uses IYW - Dow Jones U.S. Technology Sector Index Fund to create survivorship bias-free database for more reliable bactesting. This ETF fund is 0,99 correlated to QQQ.
Downloader is based on this blog post: Getting Accurate Backtesting Results: Survivorship bias-free S&P 500
Original/Idea autor is Quant Share team....
No notes
|
Downloader
Medium
|
|
|
Returns a sub- string from a larger string that contains comma separated string values, at the nth comma position (starting at 0)
ex1:
tickerList="IBM,AAPL,SPY,TLT";
strCommaExtract(tickerList,3) returns "TLT"
...
No notes
|
Indicator
Basic
|
|
|
This list of symbols includes Indices, Forex and Futures symbols. It can be used with the following end-of-day historical data downloader: 226. The list is composed of 13 indices, 15 forex pairs and 62 futures contracts.
The symbols' list data includes the symbol name, the security name and the security group...
No notes
|
Symbols
Medium
|
|
|
This function computes the correlation of daily returns of a stock to the daily returns of a portfolio of stocks.
If we hold a portfolio of AAPL and IBM and we want to check the correlation of GE to our portfolio for the past 100 days, we would use:
corel=CorellationToPortfolio("GE","AAPL,IBM",100);...
No notes
|
Indicator
Advanced
|
|
|
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
...
No notes
|
Watch List
Basic
|
|
|
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
|
|
|
Specifically developed to trade commodities, the CSI, Commodity Selection Index, is a technical analysis/momentum indicator developed by the popular trader Welles Wilder in his 1978's book "New Concepts in Technical Trading Systems". The indicator is intended to select futures contracts that will likely have the biggest moves for each dollar...
No notes
|
Indicator
Medium
|
|
|
Correlation matrix of 41 major ETFs. Correlations higher than 0.8 are shown in red, between 0.5 and 0.8 in yellow, and under 0.5 are in green.
Requires daily data for the following ETFs:
ACWI, DBA, DIA, DUST, DXD, EFA, EWA, EWG, EWH, EWJ, EWM, EWP, EWQ, EWS, EWT, EWU, EWW, EWY,...
No notes
|
Medium
|
|
|
The object gets a list of companies that are either upgraded or downgraded by analysts for the current trading day. Analysts working for brokerage firms track the performance of thousands of U.S. companies. An analyst upgrades a company if he/she thinks that the company stock price is underpriced, and downgrades...
No notes
|
Downloader
Medium
|
|
|
The Mexican Stock Exchange, Bolsa Mexicana de Valores (BMV), is the only stock exchange in the Mexican Stock Market. It is located in Mexico City and is a public company owned by its members. The exchange trades stocks, warrants, mutual funds and debt instruments (Federal Treasury certificates - CETES, Federal...
No notes
|
Symbols
Medium
|
|
|
This modified version of the 1616 item creates a new database field (Industry) and updates it with the stock industry name at the time the data was downloaded.
The industry fundamental data item gets several industry fundamental ratios and store them separately for each stock in a custom database called "industryfund".
To...
No notes
|
Downloader
Medium
|
|
|
The function "IsNewBar" detects whether the current bar is a new bar or not (new tick in an existing bar).
If a new tick creates a new bar (Example: 1-min bar) then this functions returns 1, otherwise it returns 0.
The function should be applied with real time data.
...
No notes
|
Indicator
Medium
|
|
|
The Producer Price Index, PPI, is an economic indicator and a price index that measures the average change in the selling prices received by producers (domestic) for their output. Products and some services prices are included in the PPI (Imports are not included).
The Producer Price Index, previously known as the...
No notes
|
Downloader
Medium
|
|
|
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...
No notes
|
Screen
Medium
|
|
|
This function calculates the slope of the Weighted Linear Regression.
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...
No notes
|
Indicator
Medium
|
|
|
A stock is outperforming an index over a specific period if its rate of return for this period is higher than the rate of return of the index.
A high percentage of stocks outperforming the S&P 500 index could be considered as a bullish indicator for the market. The higher the...
No notes
|
Composite
Medium
|
|
|
This screens the quotes with high volume for the day .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...
No notes
|
Screen
Medium
|
|
|
The following function references a previous element in a time-series/vector.
This function is similar to the "ref" built-in QuantShare function but allows you to use "string/text" variables instead of numeric variables.
Example 1:
date1 = refString(date(), 1);
...
No notes
|
Indicator
Medium
|
|
|
The majority of companies spend each year a huge amount of money in research and development or R&D. Research and development refers to a creative activity whose purpose is to improve and increase company and its workers knowledge and then to use this knowledge to improve the existing products/applications or...
No notes
|
Downloader
Medium
|
|
|
Download the earning release date and time for US companies. On running this downloader, a new custom database (fund_earnings) with two fields (earning and ispm) is created.
The earning field gets a value of 1 on the date-time the earning is going to be released. The (ispm) field is used by...
No notes
|
Downloader
Medium
|
|
|
An exchange-traded fund or ETF is a financial instrument that trades like a stock. An ETF represents a basket of assets like stocks, future, currencies...
This item contains the list of ETFs listed on the US stock exchanges.
The list contains 1383 symbols and contains the full name of the exchange-traded...
No notes
|
Symbols
Medium
|
|
|
It took me more than 2 hours to complete this short selling downloader. This item is more complex than the previous ones (319, 321, 310, 322) because it calculates the sum of all short selling data for four different facilities.
Because the data is retrieved from four different URLs, I have...
No notes
|
Downloader
Medium
|
|
|
This screen displays stocks that had an exceptional volume increase and that are more likely to move in one way or another during the next sessions.
Using the composite function (comp), this screen returns the top 20 stocks that had the highest increase in today's volume compared to the volume of...
No notes
|
Screen
Medium
|
|
|
The Economic Confidence Index is a combination of the Economic Outlook and Economic Conditions measures created by Gallup. The U.S. Economic conditions results from a rate given by Americans regarding today's economic conditions in the country, while the U.S. Economic outlook results from Americans opinion on whether economic conditions in...
No notes
|
Downloader
Medium
|
|
|
The National Stock Exchange of India allows traders and investors to download bhavcopy equities data (294), as well as bhavcopy derivatives data. The Derivatives data contains futures and options non-continuous contracts historical data.
The current downloader gets these quotes data from the NSE website, decompresses the ZIP archive file, parses the...
No notes
|
Downloader
Medium
|
|
|
Let us say you have a trading system that contains three trading rules, imagine if you have a indicator that acts like a backtester or simulator; it analyzes each trading rule before it is applied to a stock or a security and tells you whether this rule was profitable for...
No notes
|
Indicator
Advanced
|
|
|
Get measures of the foreign exchange value of the dollar from the Federal Reserve website. The dollar index is a measure of the performance of the US Dollar against a basket of currencies. The weights used to calculate the US dollar index change over time and are revised at least...
No notes
|
Downloader
Medium
|
|
|
This object will do a full download of the historical analyst buy and sell recommendations available on yahoo, and store in a local database (yahoo_analyst_ratings). The rating firm, upgrade/downgrade indicator, the past rating and the current rating are all stored. In addition, the downloader contains a function that...
No notes
|
Downloader
Medium
|
|
|
This trading indicator returns the ratio of S&P 500 index to equity put-call volume. It gets the S&P 500 index (Symbol: ^GSPC using the following downloader 463) and divide it by the put/call ratio, which can be downloaded from 146.
The Equity put-call ratio is a sentiment indicator that measures the...
No notes
|
Indicator
Medium
|
|
|
This dynamic watchlist lists all shares that are on the current symbol list, that have crossed the simple moving average during the last 200 days. For long-term trend followers this could be a signal for buying stocks from this particular list)...
No notes
|
Watch List
Basic
|
|
|
With that downloader you can get very accurate EOD and Intraday Data from equities, futures and forex.
This downloader is using the free API function getQuote() from Barchart.
You can found a detail description here: https://www.barchart.com/ondemand/api/getQuote
...
No notes
|
Downloader
Medium
|
|
|
I had the QuantShare development team build this advanced money management (AMM) script to allow testing of several advanced rebalancing options triggered when a new buy signal is received but insufficient margin is available to take the new position.
When a new buy signal is received and insufficient margin is...
No notes
|
Money Manag.
Advanced
|
|
|
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...
No notes
|
Downloader
Basic
|
|
|
Sort objects
Subscribe to trading items feed
