This is for Gap up openings and gives th gap up opening and the high of the previous day ...
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Screen
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The Brussels Stock Exchange is the main stock exchange of Belgium. It is based on Brussels and founded in 1801. After the merger that occurred between Brussels Stock Exchange (BSE), Paris Stock Exchange, Amsterdam Stock Exchange and Lisbon Stock Exchange, the BSE was renamed to Euronext Brussels.
Here are the URLs...
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Symbols
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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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V1.4:
-Added 5 day smoother to ROC calculation to avoid date picking
-Cleaned up and simplified coding a bit
-Top2/3 approach does not add value, decreases performance drastically
-Changed everything to daily period, basically same performance as monthly period ...
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Trading System
Medium
Private
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This function loops through each trading bar and update any zero value with Nan
The function could be useful in many situation. Here is how it is used in this how-to lesson:
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Indicator
Basic
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The item retrieves historical end-of-day data, including close, high, low and open prices, for 31 currency pairs. A list of available forex pairs can be found here 423.
Steps to follow:
- Go to 423 and install this list of symbols. This will add 31 currency pairs to your symbols database. This...
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Downloader
Medium
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The volatility channels indicator is used as a confirmation rule to enter long or short trades. When long rules are triggered, enter long when the price breaks up the upper volatility band and when short rules are triggered, enter short when the price breaks down the lower volatility band. The...
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Indicator
Medium
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The maximum drawdown of a stock is calculated using the "Drawdown" function. This function returns the maximum drawdown of a price series since the first bar.
The maximum drawdown composite indicator averages the max drawdown of all stocks in the universe by calculating the max drawdown of each stock and then...
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Composite
Medium
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The Net Income of a company is its total profit or earnings. It is the company's revenue minus costs (expenses, interest, depreciation, taxes).
The Net Income, also called Net Earnings and Net Profit, can be used by a company to distribute dividends and it can be held as retained earnings.
As with...
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Downloader
Medium
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This item downloads historical tick data for all U.S. equities and for the last 20 trading days.
If you are not using the Auto-Manage feature of QuantShare, you must first update your symbols list:
- Select "Symbol -> Auto-Manage Symbols"
- Check "New York Stock Exchange", "American...
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Downloader
Medium
Private
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SocialPicks is a community for stock traders and investors to share investment ideas, rate stocks and track other users' investment decisions and performance. Each investor can express his opinion regarding a particular stock; he can then decide whether his is bullish (initiate a buy) or bearish (initiate a sell) on...
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Downloader
Medium
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The 'Buff Averages' is an indicator created by Buff Dormeier. It first appeared in the Traders' Tips section of the Stocks & Commodities magazine in February 2001. The function accepts two inputs: a price time-series and a length period. The indicator volume-weighting calculation is applied to the price time-series. The...
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Indicator
Medium
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The following pivot table would allow you to easily display the year-to-date performance of your assets or ETFs and track their excess return with a benchmark or index.
By default, the following ETFs are compared to the SPY (S&P 500 ETF)
DIA: SPDR Dow Jones Industrial Average ETF
IEF: iShares Barclays 7-10 Year...
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Pivot Table
Basic
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Demonstrates use of the Indicator Switcher function and the Symbol switch in the same strategy
Can be used to test via optimize any combination of indicators and symbols
Note: Download & Update the "SymbolIndex" function for folder location of your symbols list for this strategy in addition to normal update of symbols...
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Trading System
Medium
Private
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EPS actual refers to the last quarter EPS or earnings per share, 12 month trailing EPS, last year EPS..., while EPS surprise refers to last EPS surprise, Previous EPS surprise, average EPS surprise...
An earnings surprise occurs when the quarterly or yearly earnings reported by the company are below or above...
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Downloader
Medium
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This Indicator contains macd.macd signal and ema
MACD Moving Average Convergence/Divergence
SYNTAX Macd( ARRAY signalperiod)
MACD returns the Moving Average Convergence Divergence indicator. MACD is a momentum oscillator, yet its primary use is to trade trends. MACD has two lines, one called MACD line or fast line and the other MACD signal...
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Indicator
Medium
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A stock buybacks occurs when a company decides to repurchase its own shares. Before any buyback, the company must comply with the strict rules for stock repurchase plans under the U.S. Securities and Exchange Commission (SEC). Companies may decide to repurchase their stock for several reasons:
1 - This buybacks will...
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Downloader
Medium
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The Toronto Stock Exchange is the main stock exchange in Canada. This item lets you download historical end-of-day data for companies listed in this exchange. Data for 1444 symbols are downloaded, parsed and inserted into your quote database. The data is grouped by month and thus can be downloaded very...
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Downloader
Medium
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Do you want to know how an asset performed in the past following a specific pattern or event?
Now, you can with the new trading indicator (PatternPerf) I am presenting here. It is the perfect indicator for creating adaptive strategy. Why? Because on each trading bar, this indicator tells you how...
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Indicator
Medium
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The Bollinger strategy uses the Bollinger Bands indicator to initiate buy and sell orders. Bollinger Bands is a technical analysis indicator that was invented in the 1980s by John Bollinger. It consists of three lines:
- Upper Band: Used as a resistance line
- Lower Band: It is a moving average
- Middle Band: Uses as...
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Trading System
Basic
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Interest Data downloaded by this item is available in the Federal Reserve website. Use the following link to get this data in a text file or use this download item to get the data automatically added into your QuantShare database.
The following market yields on U.S. treasury securities (bill,...
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Downloader
Advanced
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The Stock Market Momentum Indicator is a proprietary stock market indicator created by the Commodity Research Bureau (crb). It is mainly used to determine the general direction of the market. Based on S&P 500 stock prices, this indicator analyzes some stocks and calculates the ratio of the percentage of those...
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Downloader
Medium
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This downloader gets EOD quotes data from Yahoo for all options listed in US exchanges. Only the last quote is downloaded and so in order to create an historical quotes database, this item should be run on a daily basis. For screening purpose, you will only need the last quotes...
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Downloader
Advanced
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The built-in "random" QuantShare function returns a random value given a min and max interval. The random number is the same for all bars. It will be no lower than "min" and no higher than "max".
The current "RandomValues" function is almost the same but instead of assigning the same...
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Indicator
Medium
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The federal funds rate is the interest rate at which banks in the United States lend their balances at the Federal Reserve to other institutions. Banks give each other loans based on this interest rate. The federal funds target rate is one of the tools of the Federal Reserve to...
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Downloader
Medium
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The Reward/Risk drawing tool would allow you to click somewhere on a chart to define a trade entry price, stop price and a target price. It then displays the stop and distance from the entry price as well as the Reward/Risk ratio.
A value of 1 means that the based...
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Drawing Tool
Medium
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With this trading system template, you will be able to test your strategy with different position sizing techniques quickly and effectively. By using this template to build your trading system then by clicking on the optimize button, QuantShare will backtest your strategy five times, each time using a different position...
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Trading System
Medium
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This composite is based on "DetectSplits" function, which is a function I have shared few days ago and whose role is to detect potential splits on historical data (Should be mainly used if your data is not split-adjusted).
The composite or market indicator calculates for each stock in your database, the...
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Composite
Advanced
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This list of trading rules contains seven rules based on price channel indicators (Bollinger Bands, Donchian Channels, Keltner Channel, Volatility Channels, Standard Error Bands, Adaptive Price Channel and Moving Average Envelopes).
Each rule contains five variations where each variation uses a different lookback period. In price channels, the lookback period is...
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Rules
Medium
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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...
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Downloader
Medium
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The current fundamental data downloader gets several valuation metrics or ratios for stocks listed on US exchanges from the finviz website. Valuations ratios are measures of how expensive or cheap a stock or company is; they are used by analysts, traders and investors to assess the attractiveness of the company.
The...
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Downloader
Medium
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The Demand Index is a technical indicator that tries to lead price changes using price and volume data. The indicator was developed by Hames Sibbet.
The demand index formula requires several parameters:
Price: A time series that is usually set to the close price, midpoint or high plus low divided by two.
Constant:...
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Indicator
Medium
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The Center of Gravity function originated from a John Ehler's article published in May 2002 in the Stock and Commodities magazine. It was derivated from the Finite Impulse Response Filter formula, which constituted one of Ehler's researches undoubtedly inspired from digital signal processing.
The main goal for COG is not to...
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Indicator
Medium
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The OCC, which stands for Options Clearing Corporation, is the world largest equity derivatives clearing organization. The OCC was founded in 1973 and it is under the jurisdiction of the CFTC, Commodity Futures Trading Commission and the SEC, Securities and Exchange Commission.
One of the OCC role is to clear transactions...
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Downloader
Advanced
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This Currency trading news item retrieves an RSS feed from the financial yahoo website, parses the feed and adds the data in a database whose name is "yahoo_news". The intraday database contains the following fields:
Title: The Forex news title
Category: The Forex news provider
Once the data is stored you can...
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Downloader
Medium
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Usually stocks respond positively to an earnings surprise. Sometimes they are up more than 10 or 20 percent and sometimes just a few percent; it all depends on the stock and more importantly on the earnings surprise number.
This screen searches for stocks that have two consecutive and positive earnings surprises....
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Screen
Medium
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The Industry relative strength trading system is a basic trading system that shows you how to create a strategy by comparing a stock performance with its industry performance.
The strategy uses the "IndustryIndex" custom function (It can be downloaded here: 1215) to get the ticker symbol of the analyzed stock's industry....
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Trading System
Advanced
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The Volatility Ratio is a technical analysis indicator used to detect wide-ranging days, days with an unusual distance between the high and low prices.
The Volatility Ratio is based on the True Range (TR) indicator and it is computed by dividing the current true range value by the N-Bar exponential moving...
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Indicator
Medium
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The Q-Ratio, developed by the economist James Tobin, is a market valuation method used to estimate the fair value of the stock market. It is calculated by taking the total price of the market and dividing it by the replacement cost of all companies in that market.
The data used to...
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Indicator
Medium
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The average maximum drawdown is a rules analyzer metric described in the following post: The average maximum drawdown metric . It calculates the maximum drawdown (the maximum an output can lose) of each symbol or security output and then averages the result.
If you are analyzing for example a list...
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Rule Metrics
Medium
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