The Directional Trend Index, DTI, is a trading indicator that uses the high/low momentum to calculate the increasing momentum of the highs in an up market and the decreasing momentum of the lows in a down market.
The DTI slope tells you about the direction of the market or security price....
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Trading System
Medium
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I have attempted to translate a trading system that is available on the web for free. I was not able to get a system togather that allows me to trade both long term and short term trading systems. Any help would be helpful. I am adding my...
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Trading System
Medium
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The DeMark's DeMarker is a technical indicator that attempts to measure the demand of an asset by comparing the high and low prices with the previous high/low prices.
It is composed of two others indicators which are DeMax and DeMin. The first compares the current bar high with the previous bar...
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Indicator
Medium
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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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This composite index calculates the number of stocks that are trading above the Keltner Channel upper band and the number of stocks that are trading below the Keltner Channel lower band and then divide the first value (Up stocks) by the second one (Down stocks).
Created by Chester W. Keltner,...
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Composite
Medium
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This is a variation of the 120. The indicator contains an additional parameter that lets you define a minimum number of trades threshold.
The Buy Indicator performs for each bar a simulation or backtest and returns the average return/performance of the strategy defined in the rule and N-Bar stop parameters. For...
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Indicator
Medium
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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...
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Downloader
Medium
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This downloader gets historical holdings of iShares ETFs. The data is downloaded once per month and is available starting from 2010. (The downloader URL-script could be modified to get older data).
The data is stored in a custom database whose name is "ishares_etf_holding". The holdings symbols are stored in the "holdings"...
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Downloader
Medium
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This Saudi Stock Exchange EOD Downloader gets one year of historical data for all stocks listed on the Tadawul Exchange. A total of 162 stocks and indices are downloaded; the list includes for example: Riyad Bank, Bank Al Jazira, Yanbu Cement Co., Fitaihi Holding Group, Saudi Basic Industries Corp., Saudi...
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Downloader
Medium
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As with the default horizontal line, this drawing item plots a horizontal line at the mouse Y position when you click on a chart. Beside that line, another line that corresponds to the distance between the horizontal line and the last close price is also drawn at the first bar...
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Drawing Tool
Medium
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Symbol names for the Israeli Stock Exchage (TASE). All symbols have suffix .TA to be compatible with the Yahoo finance EOD downloaders...
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Symbols
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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Many swing traders believe that the best entry point is when the close pice is between sma(close,10) and sma(close,20).It is here that short term correction end and current trend resume its current up movement.The filter that sma(10) >sma(20) ensure that current trend is up.
A filter of weekly time frame is...
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Screen
Medium
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The SIX Swiss Exchange offers the access to historical quotes data for Swiss companies on their website. The data are grouped by date and by type. It is available in CSV or ZIP format.
This item downloads the data that are stored under the Swiss Blue Chip Shares, Mid & Small...
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Downloader
Medium
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I have developed this script to upload the data in the custom database "fundamental". This is a very easy script that downloads the data that I am interested in. This has only the field cash on hand. Typically, I expect companies that have cash on hand to...
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Downloader
Basic
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This is for Gap up openings and gives th gap up opening and the high of the previous day ...
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Screen
Medium
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Get real-time alerts from Media sentiment. This service provides different kinds of alerts concerning US stocks. These alerts are issued for stocks that are likely to experience a big move in the near future. They are generated when a company management releases its earning news report. Media sentiment analyzes this...
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Downloader
Medium
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This item loads and saves a list of all European holidays. As with the US holidays object (268), the data is retrieved from the InterContinental Exchange website (theice.com).
The data is downloaded from 2001 to 2012 and is saved into the following custom database: 'holidays_europe'. The symbol '^Holidays_EUROPE', which is associated...
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Downloader
Medium
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This function calculates the number of days until a contract expires. It works with all symbols that have a date in the 'Expiration Date' field. I am using it with these US options symbols (306, 307).
The function takes no arguments and it just uses the date it finds in the...
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Indicator
Medium
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Mahesh Moving Average, MMA, is a technical analysis indicator that unlike the other types of moving averages (Example: Simple moving average and Weighted moving average) uses the historical price and volume data in its calculation. Traditional moving averages calculate a bar's value using the close, volume and other time-series data...
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Indicator
Medium
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Hong Kong ETFs or exchange-traded funds are open-ended and passively managed funds that are traded on the securities market of the HKEx (Hong Kong Exchanges and Clearing Limited).
ETFs are assets created to track the performance of an index, commodity or a basket of other assets. The advantages of trading ETFs...
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Symbols
Medium
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Few weeks ago, I have uploaded two trading items that download data from Google trends to create sentiment indicators.
The 726 is constructed by adding Google trends volume of four pessimistic and popular traders (Roubini, Nassim Taleb, Peter Schiff and Marc Faber). The 724 represents Google trends volume of Nouriel...
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Downloader
Medium
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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...
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Symbols
Medium
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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...
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Indicator
Medium
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The High Low Chart is a custom drawing tool I have created to display the percentage distance from the cursor position to the highest high and lowest low of a chart quotes.
When moving your mouse cursor, the percentage change from the current mouse Y position to the highest high and...
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Drawing Tool
Medium
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Inverse Fisher Transform was first introduced by John Ehlers in an article published in May 2004 issue of the Technical Analysis of Stocks and Commodities magazine.
It is the inverse of the fisher transform which can be downloaded here 528. It is well suited to transform oscillator indicators because it is...
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Indicator
Advanced
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A stock is considered to be a threshold security when it has an aggregate fail to deliver position for five consecutive settlement days at a registered clearing agency that total 10 000 shares or more and when this volume is at least equal to 0.5% of the stock total shares...
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Downloader
Medium
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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...
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Downloader
Medium
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This function would allow you to highlight certain periods on your chart. You can for example use it to highlight recession periods or any other important events.
The function accepts a list of dates separated by commas. The list should define the start and end of each period to highlight.
As an...
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Indicator
Medium
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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...
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Symbols
Medium
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This downloader gets last quote prices (realtime shares data) for stocks listed on the Euronext Paris Stock Exchange (Bourse de Paris).
It downloads a list that contains the date, open, share price, today's high and today's low for more than 700 stock symbols (including CAC 40 stocks). The data...
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Downloader
Medium
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The Cyber Cycle function originated from John Ehler's book "Cybernetic Analysis for Stocks and Futures". It is basically a high pass filter....
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Indicator
Medium
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When added to a chart, this function generates a beep each time a new bar is created.
This function could be particularly useful when streaming real time data in a chart with a custom periodicity (Tickers per Bar, Range Bar.). It allows you to be quickly notified each time a new...
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Indicator
Medium
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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,...
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Downloader
Advanced
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The Large Block Ratio is a market sentiment indicator that shows the relationship between large block trades (or trades of more than 10,000 shares) and the total traded volume on the New York Stock Exchange.
This indicator will tell you how active the large institutional traders in the market.
Because the ratio...
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Indicator
Advanced
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This item calculates the SCTR (Stock Charts Technical Ranking). Please see the link for description. https://school.stockcharts.com/doku.php?id=technical_indicators:sctr
cFunctions.SetForwardAndBackwardBars(200, 0);
String str = "EMA200_ = ((Close - ema(200))/ema(200)) * 30;" + ...
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Indicator
Medium
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The dividend yield watchlist displays all U.S. stocks that have recently distributed dividends to their shareholders.
The watchlist displays three columns:
q div: Recent quarterly dividend amount per share paid
a div: Sum of the last four quarterly dividend amount per share paid ...
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Watch List
Advanced
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The Survey of Professional Forecasters began in 1968. It was conducted by the both the American Statistical Association and the National Bureau of Economic Research before the second quarter of 1990; now it is released by the Federal Reserve Bank of Philadelphia. The Survey of Professional Forecasters is considered the...
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Downloader
Medium
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This item downloads EOD (end-of-day) historical data from the NASDAQ OMX website for companies that trade in the Baltic Market. The Baltic Market was created to reduce the investing barriers between Estonian, Latvian and Lithuanian markets.
The NASDAQ OMX Tallinn is a stock exchange operating in Tallinn, Estonia.
The NASDAQ OMX Riga...
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Downloader
Medium
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