When added to a trading system, the following money management automatically opens an excel document and exports the equity data when the simulation/backtesting ends.
Before using it, open the money management script using "Tools -> Advanced Money Management Script -> Load".
Select "Global" event, click on "Menu" at the bottom then select...
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Money Manag.
Medium
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This trading system implements the ConnorsRSI pullback system as described in the ConnorsRSI Pullbacks Guidebook.
A description of ConnorsRSI and the system description are available here:
http://info.tradingmarkets.com/ConnorsRSI_ConnorsRSI.html
...
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Trading System
Medium
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This is an item that contains the details of 2069 ticker symbols. All the stock symbols reference companies trading on India stock exchanges.
The India stock market has two main stock exchanges:
- The Bombay/Mumbai Stock Exchange Limited (BSE) is the oldest stock exchange in Asia and lists more companies...
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Symbols
Medium
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This Splits Calendar item gets historical stock splits data for U.S. Stocks starting from 2000 to present. It stores the data in a custom historical database (Splits) that contains fours fields:
- Date: This field contains the Split Ex-Date or the date the stock/share price changes to reflect the split.
-...
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Downloader
Medium
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The head and shoulders pattern is a reversal pattern that generally occurs in uptrends. The pattern contains three peaks - the left shoulder, the head and the right shoulder. It is called Head and Shoulders because the pattern visually looks similar to that of a head with two shoulders. The...
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Downloader
Medium
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The "bolsamadrid.es" website provides historical end-of-day data of companies listed in the Bolsa de Madrid or the Madrid Stock Exchange. The item I have created downloads the historical end-of-day quotes of all the 157 symbols for a specific start and end date ('From' date and 'To' date).
The list of symbols...
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Downloader
Medium
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The positive volume index was created by Norman Fosback. It is used, as with the Negative Volume Index, to determine the nature of trending markets.
The positive volume index is a cumulative indicator, its value increases by the daily return of the close price multiplied by the yesterday PVI value, if...
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Indicator
Medium
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This item downloads valuation fundamental data for US stocks. It downloads 13 valuation ratios and stores them into a custom historical database whose name is 'fund_valuation'. This item should be run once per week in order to add additional ratios data and build an historical fundamental database. To get more...
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Downloader
Advanced
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This is a quick script to pull some data from portfolios and write them into a common csv file for later analysis. This should be a workaround until portfolio stats are accesible from Scripts. Then we rather pull them there and do analysis within QS, Azouz will include this in...
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Money Manag.
Medium
Private
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This Fractal dimension indicator is based on fractal analysis and Chaos theory and it was developed by John Ehlers and Ric Way. This trading indicator was introduced in the article "Fractal Dimension As A Market Mode Sensor" in the Stocks & Commodities magazine and it is a modified version of...
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Indicator
Medium
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The plurality index is a market breadth indicator based on the number of advancing and declining issues. These numbers must be downloaded first before using this indicator: 159. Note that the plurality index uses two ticker symbols created by the previous downloader: ^ADVANCE-ISSUES-NYSE and ^DECLINE-ISSUES-NYSE.
The plurality index is always positive...
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Indicator
Medium
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This script periodically rebalance your portfolio in three states:
1 == Weekly
2 == Monthly
3 == Yearly
...
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Money Manag.
Medium
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The High-Low range technical indicator returns the percentage of maximum increase in a stock or security during the previous N trading days. To measure this, it calculate the percentage increase during the previous N bars from the lowest value to the highest value, that is, the highest value over a...
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Indicator
Medium
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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
...
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Downloader
Medium
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This trading indicator detects whether a stock is trading at an all-time high or low. In this case, it returns 1, otherwise it returns 0. The function can also be used to detect all-time highs/lows of other time-series, technical analysis or fundamental indicator.
Screen for stock making new all-time highs:
- Select...
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Indicator
Medium
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This item downloads historical quotes data for the 6980 securities listed in the Frankfurt Stock Exchange. The list of symbols, which contains the symbol name and the companies' title, can be downloaded here: 221.
The quotes data are grouped and downloaded by month, which make it faster than if the data...
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Downloader
Medium
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A well known bullish formation and continuation pattern called the ascending triangle occurs during an uptrend and is constituted of two trend lines where the first one is a resistance line (horizontal line) and the second one connects two or more troughs.
In technical analysis, the ascending triangle formation is visually...
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Indicator
Medium
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The chaikin money flow is an indicator that helps traders determine whether a stock is under accumulation (the stock price closes near the session high with an increase in the volume) or distribution (the stock price closes near the session low with an increase in the volume).
The indicator compares the...
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Indicator
Medium
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This is a small but IMHO helpful modification to the built in BarsSince indicator. The enhancement is the addition of a parameter, N, which allows you to choose which prior occurrence of a nonzero value in the Series that you are interested in. You may also provide a...
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Indicator
Medium
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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...
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Indicator
Medium
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For custom databases, data is often associated with a symbol and a date making it easy to build logic around the primary date value. But when the custom database contains more than one date value, accessing and using the date values is more complex. The DaysToNextDate function helps by...
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Indicator
Medium
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A Wedge is a technical chart pattern that is composited of two converging lines that connect peaks and troughs.
Wedges and triangles are both formed by two trendlines, the difference between these two chart patterns is that a triangle, whether it is an ascending or descending triangle, contains an horizontal...
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Downloader
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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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 bull system is based upon increasing momentum occuring in the direction where the price is above the moving average. The rate of change indicator is used as the momentum indicator. Two sets of moving averages are used to indicate trend. First, the exponential moving average for...
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Rules
Medium
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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...
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Indicator
Medium
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Wikinancial is a website designed to help traders and investors get more information about their favorite stocks. By letting its members share their stock picks, Wikinancial can analyze and measure the sentiment of each stock (whether the stock is bullish or bearish) by calculating the number of long and short...
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Downloader
Medium
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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....
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Downloader
Medium
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This was inspired by an article on tweaking Harry Browne's Permanent Portfolio (I cannot find that article... )
This is v.01 so it's not 100% checked and verified.Please report any errors or mistakes.
The basic PP portfolio is equal weight in 4 assets:
25% Equity ...
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Trading System
Medium
Private
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First introduced in a December 1997 'Stock and Commodities Magazine' article by Stephen I. Klinger, the Klinger Volume Oscillator is a volume-based indicator developed with the intention to be both short-term sensitive and long-term accurate. In fact, KVO measures the sum of in (accumulation) and out (distribution) volumes for a...
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Indicator
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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Using this money management script, you can simulate the effect of withdrawing a fixed amount of money, every month, from your portfolio.
The script allows you to enter the fixed amount to withdraw and to determine whether to withdraw money on each month or only on months that show positive returns...
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Money Manag.
Medium
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High Moving Average and 2 low ROC strategy....
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Trading System
Medium
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The Sharpe ratio is certainly the most popular measure of the performance of investment strategies or trading systems. It is a measure of the risk premium or excess return per unit of risk. It is calculated by subtracting the risk free from the portfolio's return and then dividing the result...
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Trading System
Medium
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The Trend Trigger Factor Indicator is similar to the RSI Indicator. This indicator was originally used to trade and and analyze price movements in the stock exchange and commodities market.The TTF is used as a trend identification indicator. It uses an n number of price periods to calculate the direction...
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Indicator
Medium
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This function transforms any technical or trading indicator into a sort of adaptive indicator. In fact, it gives you the average one day performance when the rule you provided is true, for a specific number of past bars. To do so, the function calculates the one bar rate of change...
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Indicator
Medium
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The NORMDIST function is similar to the one available in Excel. Given a set of parameters, this statistical function calculates the normal probability density function or the cumulative normal distribution function.
Here are the different parameters of the NORMDIST function:
X: The function will return the probability of the value "x" occurring.
Mean:...
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Indicator
Medium
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Unlike the default Random built-in function of QuantShare which returns a fixed random value of all bars, this function returns a random value for each trading bar.
Usage:
a = RandomBar(0, 100); // Returns a random value between 0 and 100
...
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Indicator
Basic
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The Darvas Box upper and lower boundaries will then form if this high is not touched or penetrated for the next 3 consecutive trading days followed by a retracement low that's not touched or penetrated for a further 3 days in a row, as shown in the picture above. Darvas...
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Indicator
Medium
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