The price display indicator shows the price level of the selected bar or the last bar if no bar is selected.
This indicator displays also the one-bar return of the active security. The price and return are displayed in green when the price increases and in red when the price decreases.
You...
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Indicator
Basic
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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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The bulls and bears strategy is based on the bull and bear power indicators.
This long/short strategy goes long when the following conditions are met:
- Security increased for at least three consecutive bars (bullish)
- The bull power indicator is increasing and its value is positive
...
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Trading System
Medium
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The maximum drawdown is equal to the highest drawdown value over a given period of time. In a trading system, it refers to the largest drop (could be expressed as a percentage) of your portfolio.
This technical analysis indicator can be applied to any price series or indicator. It performs the...
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Indicator
Medium
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This downloader gets free intraday 1-minute data from Alphavantage website. The data is available for the past 10 to 15 trading days and the current day is updated with real time data.
Before using this intraday downloader, you need to obtain first a free ApiKey from the Alphavantage website.
- Visit the...
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Downloader
Basic
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The Casablanca stock exchange, bourse de Casablanca, is the unique stock exchange of Morocco and the third largest exchange in Africa after the South Africa's Johannesburg Stock Exchange and Nigerian Stock Exchange which is based in Lagos.
The Casablanca stock exchange (CSE) is based in Casablanca and it has two main...
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Symbols
Medium
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iPath Exchange Traded Notes, ETNs, are unsecured debt securities, delivered by Barclays Bank PLC, that offers investors a way to track and earn from the return of strategies or market indices.
ETNs follow the performance of a benchmark or market index; the iPath EUR/USD Exchange Rate ETN for example, tracks the...
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Downloader
Medium
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This trading system tries to reproduce the Global Market Rotation Strategy (GMR) developed by Frank Grossmann (http://www.logical-invest.com/)
The strategy switches, on a monthly basis, between 6 different ETFs:
EEM (iShares MSCI Emerging Markets Indx (ETF))
EPP (iShares MSCI Pacific ex-Japan Idx (ETF))
IEV (iShares S+P Europe 350 Index (ETF)) ...
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Trading System
Medium
Private
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Day of week average is a date-related function. It does not aim at generating signals and making decisions, but is used as a statistical indicator tracing the price change dependently on the day of the week. It gives the price simple moving average over N bars back, these bars corresponding...
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Indicator
Medium
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During a non-trending period, the price of an asset usually crosses above and below its moving average several times in a short period. The power of the bulls is almost equal to that of the bears. The more crossovers occurring between the price and the moving average the more the...
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Trading System
Medium
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The Fibonacci trading indicator is a technical analysis tool that calculates different Fibonacci retracement levels and then tells you whether there is a resistance or support line near the stock or security price (slightly above or slightly below the close price depending on the sensitivity parameter).
It is almost the same...
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Indicator
Medium
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Correspondence between bars of trading days and their actual dates is sometimes needed in trading. In fact, trading days do not include neither weekends nor some holidays. Besides, the trading period does not correspond to a particular interval of the calendar; it starts and ends dependently on the trader's...
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Indicator
Medium
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A REIT is a company that invests in real estate and distributes at least 90% of its income to its investors/shareholders. REITs are involved into financing real estate or income-producing real estate such as shopping centers, offices, hotels and apartments. As with other companies, REITs are listed on stock exchanges...
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Downloader
Medium
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The Guppy Multiple Moving Average is a technical indicator that displays two sets of moving averages. The first set contains six exponential moving averages that use short time frames to monitor the trading activity of short-term traders. The second set contains six exponential moving averages that use long time frames...
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Indicator
Medium
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One of the most important economic indices used to measure the state of macroeconomics is the Unemployment rate.
Definition: The jobless rate is the percentage of people, in the labor force and in a particular country, that are willing to work but are not currently working.
Each country's main goal is...
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Downloader
Medium
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An IPO or initial public offering is when a company wants to raise capital and enter a public stock exchange for the first time. These companies usually want to grow and raise more money by issuing common or preferred stocks to public investors.
In this IPO pricings trading object, you will...
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Downloader
Medium
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Download seasonally adjusted Real Gross Domestic Product (Real GDP) historical data from the U.S. Department of Commerce: Bureau of Economic Analysis. The data starts from 1947 to present and is updated quarterly. This item creates a symbol whose name is '^REAL_GDP'. The time-series unit is 'Billions of Chained 2005 Dollars'....
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Downloader
Medium
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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"
...
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Indicator
Basic
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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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The Volume Accumulation Oscillator (VAO) is a trading indicator developed by Marc Chaikin, who has also developed the 162 and 175 technical indicators.
The Volume Accumulation Oscillator, which is also called Chaikin Volume Accumulation and sometimes Accumulation/Distribution Indicator, is used in technical analysis to identify strengths and weaknesses in a market....
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Indicator
Medium
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An increase in volume can be detected in several ways. For example, you can calculate the ratio of the total volume in the last five bars to the volume of the last 50 days. The higher the ratio is the higher the increase of the volume during the last days.
Here...
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Screen
Medium
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The Open ARMS Index, also called Open-10 TRIN or Open Trading Index, is a smoothed version of the Arms Index.
This market breadth indicator uses the advancing/declining issues and the advancing/declining volume to measure the strength of the market.
The Open-10 TRIN is created by the composite plug-in and its formula consists...
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Composite
Medium
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This indicator checks a specific condition using different time frames. First of all, it will check if your condition is met in the daily period. After that it will verify the condition using weekly period then monthly period.
For example, if you type:
a = IsMet3("rsi(14) > 80"); ...
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Indicator
Advanced
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This item creates three metrics when analyzing a list of trading rules.
The object classify trading rules output or return into three categories.
The categories are:
Position whose holding period is below 10 bars
Position whose holding period is below 40 bars ...
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Rule Metrics
Medium
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Alma is a moving average developed by Arnaud Legoux & Dimitris Kouzis-Loukas. It uses curve of the normal distribution (Gauss) which can be updated using the offset parameter.
This technical indicator has four paramters:
Series: Timeseries to use for the moving average
Window: Lookback period
...
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Indicator
Medium
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The "SetNaN" function updates the first N-values of a time-series and replaces them with "NaN" (Not a number).
A "NaN" value is not drawn on a chart and it always return false when used in a trading rule.
For example, let us create a "NaN" array:
a = ref(close, 10000000000);
...
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Indicator
Basic
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This item retrieves a list of options, for the US markets, from a Covered Call Screener. The Screener displays each day, the potential candidates for a covered call strategy, with several measures, like the percentage of Return on Exercise, or the Probability of Max Return.
The first time you start the...
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Downloader
Advanced
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Here is another date function used to make correspondence between the trading bars and the actual dates in the calendar. It is named DayOfWkMonth, and it returns a value of one for the bar that corresponds to the day of week in the week number given as parameters.
For example, if...
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Indicator
Medium
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"GetField" is a function that gets a word among a list of words given an index provided as parameter to the function.
The function is mainly used in quantitative trading to optimize News driven trading systems and it works as follows:
...
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Indicator
Medium
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The Percentile or Percent Rank function calculates the percentage of observations or values, within a lookback period, that are below the current value of a given function. It is the percentage of values in the provided time series frequency distribution that are lower than the value of any given bar.
As...
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Indicator
Medium
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This downloader gets analyst comments from an RSS feed at the streetinsider.com and insert the extracted data into your local database. The 'analyst_comments' database that will be created contains two columns, the date and the title. The title column will contain the analyst comments for a particular stock, and the...
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Downloader
Medium
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This item downloads historical EOD (end of day) quotes for companies listed in the ASX or the Australian securities exchange.
The data is downloaded from the following website: float.com.au. A small pre-script is applied to remove lines where the prices are set to zero. This happen sometimes with some tickers and...
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Downloader
Medium
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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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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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Those who have downloaded and are using one of the historical calendar events downloader for forex pairs (202 or 211 or 212) may find this function very useful.
The function accepts two inputs: A symbol name (the one that contains the historical calendar events) and an event name.
It reads the...
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Indicator
Medium
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A financial time series often moves in what can be thought of as a channel. Determining where a price or indicator is relative to that channel can be a powerful signal or indicator.
This function takes two inputs: The first, the data array (time series) which could be...
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Indicator
Medium
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The Detrended Price Oscillator is an indicator used as a long or short signal. In fact, the DPO eliminates cycles that are longer than the moving average period. It leaves thus short-term trends, and it allows both overbought and oversold levels to be detected more accurately. These levels are used...
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Indicator
Medium
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The "MinDaysEvents" calculates the number of minimum days between two events/data entries in a custom database.
Example:
Say you have a custom database that stores fundamental data. The field "EPS" stores the earnings per share field.
If for any reason you want to know the minimum number of days between two EPS entries...
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Indicator
Advanced
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In technical analysis and active trading, the majority of oscillator systems follow almost the same logic. Buy when the oscillator moves above a certain threshold and sell when it moves below a certain threshold. The problem with this approach is that it doesn't take the evolution and the volatility of...
No notes
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Indicator
Medium
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