This item downloads seasonally adjusted historical data of the PMI Index from the Institute of Supply Management (ISM). The PMI (Manufacturing Purchasing managers' index) number is compiled from a survey of managers' purchasing. The idea is that the more managers buy raw materials to fulfill their needs, the better the...
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Downloader
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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S&P 500 index constituents as of 1/21/2011 .
The list can be used for creating watchlists, calculating composites etc.
In this list the Name3 field contains "S&P 500" .
Index constituents do change from time to time, and if one wants to keep the list accurate it should be updated with index changes....
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Symbols
Basic
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This item downloads daily volatility data for several currency pairs including the majors and popular crosses.
The volatility in measured in pips and it corresponds to the daily movement of a $100.000 Forex pair contract. It is calculated by taking the average of the high and low prices of the...
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Downloader
Medium
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The following Forex correlation trading item creates a correlation matrix between several currency pairs.
Correlation is a statistical measure of the relationship between two securities. It tells us whether two currency pairs are moving in the same, opposite or random direction.
Correlation values vary between -100% (Forex pairs move in the same...
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Pivot Table
Medium
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Here is a simple Long-Short Forex strategy based on the moving average and the relative strength index indicators. The strategy buys a currency pair if its 5-Period RSI value is greater than 50 and if the price crosses over its 5-Bar SMA and makes at least 20 pips (Difference between...
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Trading System
Medium
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Earningswhispers.com is a website that provides earnings guidance and information. Since some time, Earningswhispers.com is making available its earning information and whisper report via RSS. The RSS content contains story headlines and descriptions, as well as the URLs that directly link to the full story on Earningswhispers.com.
This current object downloads...
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Downloader
Medium
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This simple script allows you to control the Percentage of Invested Capital that your strategy uses. It is done via the position a defined Instrument with its Moving Average. If the Instrument is above its Moving Average, Percentage of Invested Capital is scaled in to 100%.
If the instrument is below...
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Money Manag.
Medium
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The expected US Market volatility for the next 30 days is measured by the VIX or the Chicago Board Options Exchange Market Volatility Index.
The VIX measures the implied volatility of the S&P 500 index options. It is a very popular index introduced by Robert Whaley in 1993. The index...
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Money Manag.
Medium
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For traders interested in the Singapore Exchange, I have created an item that downloads historical EOD quotes data for companies listed in the SGX or Singapore Exchange. The item automatically adds symbols to your database (quotes database), so it does not need any symbols list in order to work. However,...
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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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This fixed percentage of current equity position sizing method is almost similar to the default position sizing. It allocates a certain percentage of the current portfolio equity to new positions. This percentage is calculated by dividing the current portfolio equity by the total number of positions allowed.
That percentage depends on...
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Money Manag.
Medium
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The Rex Oscillator is a study that measures market behavior based on the relationship of the close to the open, high and low values of the same bar. The theory behind the Rex Oscillator is that a big difference between the high and close on a bar indicates weakness. Conversely,...
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Indicator
Medium
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The Vertical Horizontal Filter, introduced by Adam White, is an indicator used to identify trending and ranging markets. In fact, similarly to the popular ADX indicator, the VHF estimates the raise / fall price acceleration, and thus attempts to predict whether we are going to deal with a trending or...
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Indicator
Medium
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The sales, growth and estimates object downloads financial data for all stocks trading on US exchanges - NYSE, NASDAQ, AMEX, and OTCBB.
The object gets four fundamental items:
Sales Growth F0/F-1: This is the percentage growth in annual sales. It is computed by taking the difference between sales of the last...
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Downloader
Medium
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The Fed Watch RSS feed contains news about the Federal Reserve. Some traders, particularly bond and stock traders follow Federal Reserve Activity and try to quickly detect any sign of a potential increase or decrease in the Fed target rate.
Here are some examples of Fed news that appeared on July...
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Downloader
Medium
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If you are a momentum trader then volatility is your friend.The current script analyzes and calculates the volatility of the security you are about to buy/short and update the number of shares according to this volatility. The 60 day standard deviation is used to calculate the volatility.
Example:
You have three instuments...
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Money Manag.
Medium
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The money supply or stock, in economics, is the total amount of money available at a particular point in time. Money includes the currency in circulation as well as demand deposits. The variation or changes in the money supply has multiple effects on the economy, for example the price level...
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Downloader
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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This Bankruptcy Fillings downloader gets data from the Bankruptcy Data Project at Harvard. It downloads bankruptcy filed in the United States by individuals and entities (companies).
I have already created a downloader that gets data for the Chapter 7 bankruptcy filings (187). The current item downloads data for all types of...
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Downloader
Medium
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To calculate the average 14-bar relative strength index of each U.S. industry, I have used the composite function and grouped stocks by the value returned by the "industry()" function. This function returns the industry name of a stock. By passing it to the composite function, the average calculation will not...
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Screen
Medium
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Double / triple smoothened EMA with flexible alpha to be used in Sector Surfer, AAA and FAA paper models
1455
1454
1453...
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Indicator
Medium
Private
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A short sale, in trading, is the sale of a stock that you do not own. Here is how it works, when you short sell a stock, your broker will borrow that stock and sell it for you. To close your short position, you will need to buy back that...
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Downloader
Medium
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The Better Volume indicator uses a combination of bid/ask volume and range to identify
Volume Climax, High Volume Churn and Low Volume bars.
? Market tops are characterized by Volume Climax Up bars, High Volume Churn and Low ...
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Indicator
Medium
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This function is a system filter. It calculates the SQN of the market of choice. Whenever the SQN of that market drops below the input value of nSQN, the function returns false. It returns true when there have been 2 consecutive periods of increase in SQN. ...
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Indicator
Medium
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This item downloads economic calendar data for several currencies. It creates the following ticker symbols (EUR, USD, JPY, GBP, CHF, AUD, CAD, CNY and NZD) and associate economic events to each one of them.
It also creates a custom database (economic_cal) with the following fields:
Date: The economic event's date and...
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Downloader
Advanced
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Screener for Short Term Bullish signal for NSE Stocks. Position can be taken on the basis of daily pivot table at support 1. Exit can be taken at 10% profit....
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Screen
Medium
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The current algorithm calculates the mathematical combination element given the lexicographical index. The function gets several string values separated by a semi-colon, a value to test, the number of values per combination and the combination index (or what is called lexicographical index).
To understand the usefulness of this function, here is...
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Indicator
Medium
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This market breadth indicator calculates the ratio of total volume for advancing stocks to the total volume of declining stocks. In this volume ratio, Advancing stocks refer to stocks that have increased in the last 10 trading days, while declining stocks refer to stocks that have decreased in the last...
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Composite
Medium
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As with the 463 item, this downloader gets historical end-of-day data for several markets from Yahoo finance website.
In addition to that, it will also create a custom database "adjust" and store in that database, the adjustment ratio as well as the unadjusted close.
The adjustment ratio will be stored under the...
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Downloader
Medium
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The Sharpe Ratio is the first measure I look at when analyzing and assessing a backtest results. It is a simple and quick way to measure the performance of a trading strategy.
While this ratio is often used to measure the excess return per unit of risk of an investment or...
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Trading System
Medium
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With this simple script you can control your trading via instrument position outside lower Bollinger Band.If is instrument above its lower Boillinger Band trading is enabled , if is instrument below its Bolilinger Band, trading is disabled.
Fields:
BB Lower Period: Boillinger Band period
...
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Money Manag.
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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List of all inactive stocks, those who were delisted from US exchanges.
This list includes stocks that gone bankrupt or were delisted for any other reason.
4777 symbols are listed.
This list can be very useful to build a database that doesn't contain a survivorship bias. ...
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Symbols
Medium
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Small cap refers to publicly traded companies whose market capitalization value is under $1 billion dollar. Small cap stocks have on average outperformed large cap and medium cap stocks over the past decades. The main reason for this is that they are usually companies that have lots of room to...
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Composite
Medium
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Relative momentum index is an oscillator introduced by Roger Altman in a February 1993 'Stocks & Commodities' magazine article. Inspired from the relative strength index, it attempts to improve it by eliminating the oscillations between defined overbought and oversold levels through the introduction of a momentum. The relative momentum index...
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Indicator
Medium
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This object downloads Forex news from the XE website. XE is a provider of Internet foreign exchange tools and services; the company provides news for the following currencies U.S. Dollar (USD), Euro (EUR), Pound Sterling (GBP), Japanese Yen (JPY), Canadian Dollar (CAD), Australian Dollar (AUD) and Swiss Franc (CHF). Historical...
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Downloader
Medium
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The "LastEarningsInDays" function returns, for the analyzed stock, the number of days that remains before the next release date.
This function is capable of returning the number of days starting from the last stock's date or starting from today.
Examples: ...
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Indicator
Medium
Private
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This Daily Stock Quotes trading object gets the latest stock quotes, including the close, open, high, low and volume fields, for the US Stock Market and more than 50 International Stock Markets. International Stock Markets include BOVESPA - Sao Paolo Stock Exchange, Paris Stock Exchange, Frankfurt Stock Exchange, Toronto Stock...
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Downloader
Medium
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List of symbols of stocks that trade in the "Bourse de Buenos Aires".
This list contains 74 symbols. Stock descriptions are also included.
The end of fiscal year month specified in the Expiration Date field.
Name1 contains the yahoo compatible symbol....
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Symbols
Medium
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