Download realtime tweets for the US stock market.
This downloader downloads tweets for each symbol and insert the parsed data into a custom database 'stocktwits'.
This database can be used for screening or backtesting purpose.
Example: A trading system that buys a stock if it has at least two tweets, in the same...
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Downloader
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This download item get EOD Data for stocks listed on the Muscat Securities Market.
To get stock symbols from the Muscat Securities Market,
- Select "Symbol -> Auto Manage Symbols"
- Search and check "Muscat Securities Market" ...
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Downloader
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This function utilizes the historical analyst buy/sell recommendations, downloadable from yahoo by 641, to provide the previous numeric rating for a stock. Ratings provided by various firms to a standard numeric score between 5 and 1, where 5 is a strong buy and 1 is a strong sell. 0 is...
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Indicator
Medium
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Each quarter, companies are required to report a financial statement, called Income statement. This report shows the company's revenue, expenses, costs and income for a specific period.
Income statement is also referred to as earnings statement, operating statements or profit and loss statement - P&L.
Unlike balance sheet (418) which represents a...
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Downloader
Medium
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The damping index, created by Curtis McKallip Jr., is a technical analysis indicator that indentifies bars where the highs and lows are getting close and closer.
In order to do so, it calculates a simple moving average of the difference between the high and low prices using a period of 5...
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Indicator
Medium
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A financial time series often moves in what can be thought of as a channel. Determining where a price or indicator is relative to that channel can be a powerful signal or indicator.
This function takes two inputs: The first, the data array (time series) which could be...
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Indicator
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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This is a list of volatility-related indexes. The indexes are calculated by the Chicago board options exchange and are measures of the market expectation of the near-term volatility of the underlying securities.
These indexes track implicit volatility and their prices are calculated using the implicit volatility of the underlying security options...
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Symbols
Basic
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357 is a trading object I have uploaded few months ago. It downloads options put and call volume for each US stock. It gets the data from the Options Clearing Corporation - OCC - website and stores it in a custom database.
The Put Call Volume Comparison Indicator uses this data...
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Composite
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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Another technical analysis tool that is based on the standard Bollinger Bands indicator is the Fibonacci Bollinger Bands. It is almost the same as the standard Bollinger Bands with the difference that instead of using the standard deviation to calculate the volatility of the asset, the Fibonacci Bollinger Bands uses...
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Indicator
Medium
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This is a trend following trading strategy that trades S&P 500 stocks.
The S&P 500 trend following system uses the following rules:
- Daily data for S&P 500 stocks
...
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Trading System
Medium
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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 TFS volume oscillator is the second component of Bryan Strain's Trending Following System. This indicator is used, together with the TFS Tether line and the TFS MBO, to generate buy signals.
TFS VO uses the open, close and volume time-series, as well as a time frame. Generally, a period of...
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Indicator
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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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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This is a list of UK symbols extracted from the following symbol list: 214. The total number of symbols is 2867. These symbols are selected because they have historical data in Google finance website. The other symbols are rejected.
To download historical data for these ticker symbols (companies listed on...
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Symbols
Medium
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The following money management script calculates the weight of the industry given the current open positions and orders and rejects any new order if the new weight would be higher than a specific threshold.
If you specify an industry weight of 50% then your portfolio will always have an industry concentration...
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Money Manag.
Advanced
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This watchlist will find stocks which are trending downwards on the 130 EMA. It will find only those stocks where:
- The 130 EMA is at least 5% lower than 55 days ago.
- The most recent value of turnover is above $2M
...
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Watch List
Basic
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Shortable stocks refer to stocks that can be shorted, that is, traders are able to sell these stocks even if they don't own them. Usually, stock shares are borrowed from a broker and sold to another buyer. When the trader want to buy back stock shares (cover its position), these...
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Downloader
Medium
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Using a single (although not basic) trading rule, the current trading strategy gained more than 27% per year for the last 10 years. The strategy consists of buying falling stocks or the top five stocks with the highest decrease in price compared to the last five trading days moving average.
The...
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Trading System
Medium
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This item doesn't contain any downloader, but it contains a script, in the Post-Script, that filters quotes from bad high and low prices. The filtering method consists of guessing which bars had bad intraday ticks that result in big spikes in an historical chart. (The candlestick bar has long shadows)....
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Downloader
Medium
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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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If you want to download historical intraday Forex data that goes back 10 years in the past then this trading object is what you should use. The data is a one minute snapshot quotes downloaded from forexite (You can download more than 2 millions quotes for each currency pair). It...
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Downloader
Medium
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The portfolio versus stock return item is a money management script you can include in any trading system.
Here is how it works:
For each incoming new position, it calculates the N-bar return of that stock and compares it with the N-bar return of the portfolio (equity).
The new position is taken only...
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Money Manag.
Advanced
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This item downloads a measure for U.S. stocks that tells you how likely a company is to achieve its financial goals.
Quantitative research based on public companies financial statements is conducted in order to grade each stock on its ability to achieve the most important goal, which is to maximize returns...
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Downloader
Medium
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Megan ratio is a performance metric that can be used to assess and compare different trading system results. Megan ratio was introduced in an article in the Stock and Commodities magazine by Oscar G. Cagigas and it stands for maximum exponential growth annualized.
This money management script calculates the Megan ratio...
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Money Manag.
Advanced
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By default, users are unable to take advantage of global variables inside of charts and other features. This function reads the specified global variable and returns its value as a string (not a number). If the global variable does not exist, this function will return a blank string.
By itself, GetVariable...
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Indicator
Medium
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Tirone levels can be calculated using the midpoint or the mean method. This drawing tool uses the midpoint method. This technique consists of calculating three lines: The top line, the center line and the bottom line. The top line for example is calculated by subtracting the lowest low from the...
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Drawing Tool
Advanced
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This item downloads EOD data for stocks from Tiingo website. The service covers more than 40,000 tickers including US stocks (+10,000), Chinese stocks, Mutual funds and ETFs.
What you need to do:
- Download the item and install it into QuantShare
- Select it in "Download -> Download Manager"
...
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Downloader
Medium
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The Cumulative Volume Index is a breadth indicator that uses the advance and decline volume data (volume of advancing stocks and volume of declining stocks) downloaded by 151.
Advancing volume refers to the total volume traded for securities that advanced or closed above their opening price. Declining volume refers...
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Composite
Medium
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After merging with the Paris Stock Exchange and the Brussels Stock Exchange to form the Euronext in 22 September 2000 (Euronext merged with NYSE in 2007 to form the NYSE Euronext), The Amsterdam Stock Exchange name changed to become the Euronext Amsterdam.
The Amsterdam Stock Exchange is considered to be the...
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Symbols
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 item downloads historical data for the IMF (International Monetary Fund) commodity prices. The IMF commodity prices are prepared by the Energy and Commodities surveillance unit of the research department. The data is available on the IMF website (www.imf.org) and it is updated once a month.
The commodity prices are constructed...
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Downloader
Medium
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Fixed dollar amount, or fixed cash amount, position sizing is a money management technique that lets you allocate exactly the same amount of money for each trade you enter. Regardless of the stock, its price or its volatility, the number of shares for each new trade is calculated based on...
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Money Manag.
Medium
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Before using please read every thing ,
http://a.imagehost.org/0369/petronet.jpg
psychological line , this deals with, people resist paying more for a stock than others unless the stock continues to move up. People resist selling a stock for less than the price others have been getting for it unless the price continues...
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Watch List
Medium
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The Yahoo fundamental downloader gets four fundamental items for more than 4000 U.S. Stocks. It retrieves stock's market capitalization, return on equity, return on assets and finally the forward PE.
The market capitalization as you probably already know is the market price of the company and it results from the multiplication...
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Downloader
Medium
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Variable Index Dynamic Average (VIDYA) is a special moving average which was developed by Tushar Chande. The complete details about this technical indicator can be found in %u201CThe New Technical Trader by Tushar Chande and Stanley Kroll%u201D.
VIDYA is essentially a dynamic exponential moving average wherein the market volatility is...
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Indicator
Medium
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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 mask transforms one rule into 5 rules. It adds to your rules a volatility constraint.
Let's for example say that your rule is: close > sma(close, 20).
The mask will generate 5 rules from the above rule:
Rule 1: Original rule + security volatility must be lower than 10%. ...
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Rules Mask
Advanced
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