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 Generic Trading System Template can be used as a starting point for your own trading system developments. It includes all the simulator settings that can be parameterized as well as examples for ranking, optimization, stop-setting, entry/exit rules and limits.
The template is grouped into settings that are likely to get...
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Trading System
Medium
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The TED spread is the difference between the interest rates on interbank loans and short-term government debt ("T-bills"). TED is an acronym formed from T-Bill and ED, the ticker symbol for the Eurodollar futures contract.
Initially, the TED spread was the difference between the interest rates for three-month U.S. Treasuries...
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Indicator
Medium
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Here is a trading indicator to calculate the Jensen index or alpha of a particular security. When evaluating the return of a security or a fund, it is important to take into account the risk. The alpha indicator helps you achieve this by measuring risk premiums in terms of beta....
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Indicator
Advanced
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Percent Rank Indicator measures the percentage of bars whose values are below the current bar value in the past N-bars. A value of 100% indicates that the current value is the highest for the given lookback period, while a value of 0% indicates that the current value is the lowest...
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Composite
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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The current list of rules contains 44 series/indicators based on the sum function. This list can be used when implementing the technique described in the following blog post: How to turn any ordinary trading strategy into a very profitable one
The indicators are transformed by the PercentRank function, then...
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Rules
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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Hong Kong EOD data item allows you to get free historical end-of-day data for all stocks and Etfs listed on Hong Kong Stock Exchanges.
Hong Kong Stock Market:
- The list of ticker symbols for HK stocks is available here: 259
- The list of ticker symbols for HK Etfs is available here:...
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Downloader
Medium
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Description:
Stochastic Index (normalized smoothed q-period Stochastic) by William Blau, described in the book Momentum, Direction, and Divergence: Applying the Latest Momentum Indicators for Technical Analysis.
The values of q-period smoothed Stochastic is normalized and mapped into the [0,+100] interval. It allows to determine the overbought/oversold of the market.
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Indicator
Medium
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This list of rules was created by applying a mask or a time-series transformation to some popular indicators. The mask can be found here: 153
Here is how it works: First of all, an indicator is selected, then a simple moving average is applied to this indicator (smoothing process), finally we...
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Rules
Medium
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The flat market indicator is a technical analysis indicator that can help you identify possible congestions in your asset's prices.
Congestion is a situation where no significant change in asset's price happens. It also sometimes indicates areas where heavy trading volume occurred in the past. Congestion periods are sometimes followed by...
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Indicator
Medium
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This function allows you to get the industry name of an external symbol.
As you may know, you can get the industry name of the currently analyzed symbol using the "Industry()" function.
To access the industry of another symbol, download and install this function then type something like:
a = SymbolIndustry("GOOG");
...
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Indicator
Advanced
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The Martin Pring's KST trading system is based on the KST (Know Sure Things) oscillator developed by Martin Pring. The idea of this oscillator is to make rate of change readings easier for traders to analyze.
In this trading system, the crossover of the KST oscillator with its smoothed version...
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Trading System
Medium
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This trading indicator is based on the QuantShare "AutoSR" function, which is a function that automatically calculates support and resistance levels based on a given set of parameters.
The difference between the build-in "AutoSR" function and the current one ("SRSeries") is that the former calculates support and resistance levels based on...
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Indicator
Advanced
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The short indicator tells you whether to short the current security or not based on an indicator previous performance.
For each bar, this indicator will calculate the performance of another indicator for the past bars. It will simulate a short and cover after n-bars when the provided indicator gives a...
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Indicator
Medium
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This item downloads U.S. Crude Oil and Liquid Fuels Supply, Consumption, and Inventories historical statistics data. The data is retrieved as an Excel file from the Energy Information Administration website (Official Energy Statistics from the U.S. Government), it is then parsed and updated so it can be inserted into the...
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Downloader
Medium
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The Force index is an index developed by Dr Alexander Elder. It measures the strength of bulls and bears in the market. The formula uses both close prices and volume data. It is calculated by subtracting the yesterday close price from today (current bar) close price, then multiplying the result...
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Indicator
Medium
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V1.1
- Change to daily timeframe
- Change correlation based cash protection to SPY/TLT
--------------------------------------------------------- ...
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Trading System
Medium
Private
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The time segmented volume is a technical indicator that segments the price and volume of a stock according to time intervals.
The idea is to calculate accumulation (buying) and distribution (selling) based on volume and price change. The time segmented volume or TSV indicator increases when the current bar's close is...
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Indicator
Basic
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Moody's, Fitch Ratings, Standard & Poor's, EJR and Dominion Bond Rating Service (To name just a few) are credit rating agencies that try to estimate the credit worthiness of a corporation's debt issues and give a score or credit rating to each one. Investors of debt securities (example bonds) can...
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Downloader
Medium
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The 159 downloader, which gets the historical number of advancing and declining stocks listed on U.S. Markets (Stocks listed on the New York Stock Exchange, American Stock Exchange and NASDAQ), is used by this Advance/Decline Line item to create a popular composite or market breadth indicator.
The Advance/Decline Line is the...
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Composite
Medium
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Some companies distribute dividends and some do not. Some companies distribute dividends quarterly, while others distribute it biannually, annually or sporadically. The distribution schedule is usually tied to the company fiscal year.
Dividend frequency refers to how often a dividend is paid. The current function calculates the dividend frequency or the...
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Indicator
Medium
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The Hull Moving Average (HMA/HullMovingAvg) is a Moving Average/Study created by Allan Hull and described in his book Active Investing.
When adding the indicator to a chart, buy and sell signals are generated (represented by line color changes and buy/sell arrows) base upon a change in line slope (Positive Slope...
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Indicator
Basic
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ETF Switching Strategy (Weekly)
This is a momentum based ETF switching strategy. You can use it as a starting point for developing your own system.
The concept of momentum based sector rotation or switch between asset classes has been around for a long time. Typically such a...
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Trading System
Medium
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Volume near price is a technical indicator that returns the total volume near the current price level that occurred in previous periods. For each period, the indicator calculates the total volume of the previous N period where the close price was between the current price and a threshold value (+-)....
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Indicator
Medium
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In the 1980s, John Bollinger created a technical analysis indicator called the Bollinger Bands. It consists of three bands: the middle band, the upper band and the lower band.
The middle band is an N-Period SMA (Simple moving average). The lower band is the middle band minus X times an N-period...
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Composite
Medium
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If you have two trading strategies and would like to measure the performance and profit of a trading system that combine these two strategies then this money management script can help you achieve this.
Each strategy, whether it is applied to stocks, FOREX, futures or options, is given an initial equity...
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Money Manag.
Advanced
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This indicator uses the polynomial nonparametric regression mathematical formula to calculate the center of gravity of a moving stock (blue line) and other standard deviations. The amplitudes of these deviations are proportions of the golden number 1.618.
The center of gravity indicator was created by Mostafa Belkhayate....
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Indicator
Basic
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The Qualitative Quantitative Estimation indicator is calculated based on a combination of the smoothed relative strength index (Moving average of RSI) and the average true range (ATR is used as a volatility based trailing stop) indicators. The QQE or Qualitative Quantitative Estimation indicator is particularly useful for volatile assets (stocks,...
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Indicator
Advanced
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The FAO or the Food and agriculture organization of the United Nations is an agency that works toward defeating hunger.
The FAO releases a report called the Monthly Food Price Index. The monthly report contains the following indices: Food Price Index, Meat Index, Dairy Index, Cereals Index, Oils & Fats Index...
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Downloader
Medium
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Trend Strength Indicator by Frank Hassler ot engineering-returns.com
I found the TrendStrengthIndicatior trading object on this site. However, I compared it to the results produced by original AmiBroker code published by Frank Hassler and found, that results are quite different. So I rewritten the AmiBroker code to C#. This one generates...
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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 item calculates the number of days since the inception of the security (first available bar date) and then accepts or rejects a new order depending on whether that value is higher or lower than a specified threshold.
If for example your want to ignore stocks that are less than 365...
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Money Manag.
Basic
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There are many indices and ETFs you can find and follow if you want to track the Gold and Silver industry. You can also create your own composite and get more control over how to benchmark the Gold and Silver industry.
The current composite will create a new symbol "_Gold_Silver" by...
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Composite
Medium
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This is the Yang and Zhang extension of the Garman and Klass historical volatility estimator.
The equation was modified to include the logarithm of the open price divided by the preceding close price. As a result, this function uses the open, high, low and close prices to estimate volatility.
This modification allows...
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Indicator
Advanced
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Behind the LSS Pivotal buy and sell numbers there is a simple formula based on the mean of three prices, which are the high, low and close prices. The formula is similar to the one that calculates pivot levels. Today buy and sell numbers are calculated based on yesterday's high,...
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Indicator
Basic
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Here is a download item that will allow you to retrieve daily historical continuous contract data for CME Eurodollar futures. It gets non-adjusted price based on spot-month continuous contract calculations.
Eurodollar futures are interest-rate derivatives based on the LIBRO. These 3-Month Eurodollar futures are traded on the CME or Chicago Mercantile...
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Downloader
Advanced
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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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best watchlist created ,tested on indian market try it u will get more profts....
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Watch List
Medium
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