Click here to Login






 
Number of reviews
Click to add a review
Average rate
Click to rate this item
Number of times this object was downloaded
Number of rates the current object received
Report an object
if you can't run it for example or if it contains errors
Click to report this object
Random

Select a Type :

Info: All items
Average Bid/Ask Spread
by QuantShare, uploaded several months ago

The "AvgBidAskSpread" is a parameterless function that calculates the average ask price for the current bar minus the average bid price for that same bar.

The indicator uses the newly introduced CSharp-based "cFunctions.GetBidAskData" function to capture last bid/ask updates and performing the necessary calculations.

You can plot this indicator to a chart...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review one review Number of downloads 19 downloads Notes Report an item
 Indicator 
Basic
VIDYA - Variable Index Dynamic Average
by GS, uploaded several months ago

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...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 18 downloads Notes Report an item
 Indicator 
Medium
Global Sector Rotation Strategy V1.0
by Alexander Horn, uploaded several months ago

This trading system reproduces the Global Sector Rotation (GSRS) Investment Strategy developed by Frank Grossmann
http://www.logical-invest.com
http://www.logical-invest.com/strategy/global-sector-rotation-low-volatility
http://www.logical-invest.com/strategy/global-sector-rotation-aggressive
...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 4 downloads Notes Report an item
 Trading System 
Medium
 Private 
US delisted symbols
by QuantShare, uploaded several months ago

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. ...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review 3 reviews Number of downloads 733 downloads Notes Report an item
 Symbols 
Medium
Gann Trend Indicator
by MikeMM, uploaded several months ago

The Gann trend indicator tries to address the need for investors and traders to define mechanically the trend of a financial instrument.

The Gann trend indicator is implemented by tracking trend changes as defined by two up or two down closes. The indicator returns 1 when it detects an uptrend and...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 32 downloads Notes Report an item
 Indicator 
Basic
Identify Spilts Screener Script
by Dave W., uploaded several months ago

This screener script makes it relatively quick and painless to apply splits to securities.

The script uses the QuantShare custom Splits database to display
the splits that have occurred (or are expected to occur) over a user-defined number of bars.
Enter the number of bars to use to identify splits in the...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 17 downloads Notes Report an item
 Screen 
Basic
Relative Performance Chart - Dynamic assets and index
by Alexander Horn, uploaded several months ago

This function creates a chart with different plots usefull for asset allocation / rotation systems as an update to 1005 :

1. Pane: Relative performance of assets indexed dynamically to first visible date on chart, e.g. changes when scrolling chart
2. Pane: Trend indicator of different assets based on custom indicator and...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 21 downloads Notes Report an item
 Indicator 
Medium
Price to Book Ratio Historical Data - Market to Book
by Brian Brown, uploaded several months ago

The price to book ratio is a fundamental measure to value stocks by comparing a company's book value to its market price.

The book value, which is the portion of the company that is held by shareholders, is calculated by subtracting the total liabilities of the company to its total...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 59 downloads Notes Report an item
 Downloader 
Medium
Bank Holidays
by bug man, uploaded several months ago

This downloader creates a symbol (^BANKHOLIDAY) as well as a custom database (bank_holidays). It then downloads a file that contains a list of bank holidays dates until 2020.

In fact, the data contains more than the bank holiday dates, it contains the date of each holiday, the holiday name, the holiday...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 7 downloads Notes Report an item
 Downloader 
Advanced
Euronext Paris - Realtime Share Prices Data
by Patrick Fonce, uploaded several months ago

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...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 17 downloads Notes Report an item
 Downloader 
Medium
CNX 100 Weightage
by QuantShare, uploaded several months ago

The CNX 100 index consists of 100 diversified stocks. The index represents more than 70% of the free float market capitalization and it covers 35 sectors of the economy.
The index base date is Jan 1, 2003; the base value is 1000 points.
CNX 100 used to be calculated using a market...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 23 downloads Notes Report an item
 Downloader 
Medium
Days Since Inception Filter
by Caleb, uploaded several months ago

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...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 11 downloads Notes Report an item
 Money Manag. 
Basic
Nigerian Stock Exchange - Historical Data
by QuantShare, uploaded several months ago

Here is another NSE - Nigerian Stock Exchange (formerly known as the Lagos Stock Exchange) downloader that retrieves historical EOD quotes for more than 200 companies. Historical quotes are available starting from 2005 to the last trading day.


The item saves the close, high, low, trades and volume data in the...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 50 downloads Notes Report an item
 Downloader 
Medium
Simfin Quarterly Balance Sheet Downloader
by Stefan Kroscen, uploaded several months ago

This downloader is for ingesting the free version of the SimFin+ quarterly balance sheet bulk data.
You can get the data here: https://simfin.com/data/bulk
The downloader assumes that you have downloaded and unzipped the .csv file to this location: c:\temp\us-balance-quarterly.csv
...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review one review Number of downloads 7 downloads Notes Report an item
 Downloader 
Medium
Output metric for each trading year
by The trader, uploaded several months ago

This rules analyzer metric script produces several metrics, one for each year in the analysis period. Its task is simple, it calculates the 'Output per bar' value, the same way QuantShare calculates it, but instead of producing one 'Output per bar' metric for all the trading period, it produces a...
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 28 downloads Notes Report an item
 Rule Metrics 
Medium
ATR - Average True Range Drawing Tool
by Juliettpapa, uploaded several months ago

Sometimes one wants to review/evaluate a certain stop loss by assessing its distances from the last bar in ATR multiples (Average true range). That is what this drawing tool was created for.
When using it, it draws lines for each ATR multiple. So one can see, how much is the distance...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 56 downloads Notes Report an item
 Drawing Tool 
Medium
Ignore Orders for Recently Sold Securities
by QuantShare, uploaded several months ago

This money management script allows you to set a number of days to wait before purchasing a security that you have sold previously.

Imagine you purchased GOOG then sold it after few days on 5 July 2015. After 5 days your system generates a new buy signal to purchase GOOG again.
By...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 26 downloads Notes Report an item
 Money Manag. 
Medium
Total Buy_Sell
by Chris Brock, uploaded several months ago

Based off of a buy/sell signals mostly using the signals report.

When updating please date your update and make it person specific so we don't destroy the original.

Absolute goal is CAGR >20% with drawdown

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 35 downloads Notes Report an item
 Trading System 
Medium
Ratio of the Short to Long-Term Moving Averages - ETF Trading System
by Tom Huggens, uploaded several months ago

Based on the different iShares ETFs Dow Jones industries, this trading system buys the ETF that is ranked number one based on the ratio between the small-term and long-term moving averages (trending up).

On each rebalance day, the strategy ranks all ETFs based on their moving averages ratio. It then...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 76 downloads Notes Report an item
 Trading System 
Medium
GetVariable Multiple Usage
by Josh McCormick, uploaded several months ago

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...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review 2 reviews Number of downloads 2 downloads Notes Report an item
 Indicator 
Medium
Percentile Rank of PEG, Price/Free Cash Flow and Price/Sales
by Brian Brown, uploaded several months ago

This trading screen uses three fundamental valuation ratios to create a ranking system using the composite function.

The screen consists of calculating the percentile rank of the inverse of each valuation ratio (Based on all U.S. stocks) and then returning the percentile rank of the following measure (0.4 * Percentile Rank...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 52 downloads Notes Report an item
 Screen 
Medium
Yahoo Historical Buy/Sell Recommendations
by Stefan Kroscen, uploaded several months ago

This object will do a full download of the historical analyst buy and sell recommendations available on yahoo, and store in a local database (yahoo_analyst_ratings). The rating firm, upgrade/downgrade indicator, the past rating and the current rating are all stored. In addition, the downloader contains a function that...
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 105 downloads Notes Report an item
 Downloader 
Medium
Stock Picking Trading Rules
by QuantShare, uploaded several months ago

This is a list of trading rules to be used for example in a stock picking system. The list contains 64 trading rules and use price, volume and some indicators like roc, rsi, sharpe and drawdown.

Example of trading rules include:
Close > open
Roc(30) > 5 ...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 128 downloads Notes Report an item
 Rules 
Medium
Forex Long to Short Position Ratios
by Brian Brown, uploaded several months ago

The long to short position ratio is a measure that tells us whether Forex trader are bullish or bearish a particular currency pair. It is the ratio of the number of long positions to the number of short positions for a given currency pair.

Some brokers release the long vs. short...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 29 downloads Notes Report an item
 Downloader 
Medium
Tunisian Stock Market - Bourse de Tunis
by Tom Huggens, uploaded several months ago

The Bourse de Tunis or Bourse des Valeurs Mobilières de Tunis is the main and unique stock exchange in Tunisia. It is based in Tunis and it was founded in 1969.

In 15 November 1995, a reform in the Tunisian internal market was introduced with tax cuts on corporations, improved taxation...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 133 downloads Notes Report an item
 Symbols 
Medium
Average Open-to-Close Return per Day of Week
by QuantShare, uploaded several months ago

This pivot table will show you how a stock or an asset would have performed intraday depending on two factors, which are the day of the week and the previous intraday return. By intraday, I mean here the open-to-close return and not the yesterday's close to today's close return.

The pivot...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 25 downloads Notes Report an item
 Pivot Table 
Advanced
Mahesh Moving Average
by QuantShare, uploaded several months ago

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...
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 163 downloads Notes Report an item
 Indicator 
Medium
Cross Above 200 SMA on Average Volume Strategy
by Brian Brown, uploaded several months ago

After a backtest, this trading system generated an average annual gain of 22.79%. The strategy Sharpe ratio for all period (2001-2011) is 0.77 and only 24.02% of trades were winners. Among the 11 years tested, only four showed a small negative return.

Here are the trading system settings:
- Number of...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 89 downloads Notes Report an item
 Trading System 
Medium
Singapore Stocks - Historical Data
by QuantShare, uploaded several months ago

This Singapore Historical Data item retrieves EOD quotes for all companies that are listed on the Singapore Stock Exchange. The list of ticker symbols can be downloaded here: 237.

You can choose to download data for the last 5 days (week) or 5 years. In the "TimePeriod" tab of this SGX...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 26 downloads Notes Report an item
 Downloader 
Medium
Trade-Ideas Intraday Screener
by Brian Brown, uploaded several months ago

Trade-Ideas allows you to perform intraday scans using several criteria; these criteria include volatility, Average True Range, 15 minute range, 30 minute range, gap up, gap down, 15 minute RSI, range contraction, up from the close, up previous day, standard deviation, below high, above low, position in range, consolidation,...
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 41 downloads Notes Report an item
 Downloader 
Medium
Moving Average Derivative (MAD)
by Carlos Pina, uploaded several months ago

Moving Average Derivative

This Indicator shows the value of the slope (Derivative) of the Moving Average with X days.
The slope is calculated in % increase.
A negative slope means the Moving Average is decreasing, so a bearish signal to the the stock.
...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 11 downloads Notes Report an item
 Indicator 
Medium
Put Call Volume Comparison Indicator
by Patrick Fonce, uploaded several months ago

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...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 29 downloads Notes Report an item
 Composite 
Medium
Profitability Ratios
by Patrick Fonce, uploaded several months ago

To measure the profitability of a company, analysts and investors use metrics such as the ROE (Return on equity), ROI (Return on investment) and ROA (Return on assets).
Profitability is very important for the growth of a company. It is also important for company's owners and managers. It is a...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 19 downloads Notes Report an item
 Downloader 
Medium
Roubini Sentiment Indicator
by Tom Huggens, uploaded several months ago

Known as Dr. Doom, because he is always pessimistic regarding the market and economy, Nouriel Roubini is an American professor of economics at Stern School of Business. He is born is 1959 and is also the chairman of an economic consultancy firm: Roubini Global Economics.

In an interesting post at insidermonkey.com,...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 29 downloads Notes Report an item
 Downloader 
Medium
S&P 500 vs. Stock Volatility Ratio
by The trader, uploaded several months ago

The S&P 500 volatility ratio indicator compares the volatility of a stock with the volatility of the S&P 500 index. The ratio is calculated by taking the N-bar volatility of the analyzed stock and dividing it by the N-bar volatility of the S&P 500 index.

Here, the standard deviation is...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 23 downloads Notes Report an item
 Indicator 
Advanced
Polarized Fractal Efficiency
by MikeMM, uploaded several months ago

It was created by Hans Hannula and presented in 1994 in one edition of the Technical Analysis of Stocks & Commodities magazine. It primarily goal is to determine price efficiency over a specific period of time and to tell us whether a security is trending or not. The indicator values...
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 24 downloads Notes Report an item
 Indicator 
Medium
Correlation To Portfolio
by Vangelis M., uploaded several months ago

This function computes the correlation of daily returns of a stock to the daily returns of a portfolio of stocks.

If we hold a portfolio of AAPL and IBM and we want to check the correlation of GE to our portfolio for the past 100 days, we would use:
corel=CorellationToPortfolio("GE","AAPL,IBM",100);...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 20 downloads Notes Report an item
 Indicator 
Advanced
NYSE - Corporate Actions
by The trader, uploaded several months ago

The New York Stock Exchange, NYSE, website provides daily summaries of corporate actions. The report includes the number of splits declared, the number of effective splits, the number of dividends declared and the number of dividends paid by all U.S. companies listed on the NYSE and AMEX exchanges and for...
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 10 downloads Notes Report an item
 Downloader 
Advanced
S&P CNX Nifty Index Futures
by The trader, uploaded several months ago

This download item gets one-minute intraday data for S&P CNX Nifty Index Futures. The data is available for the last five trading days.

The S&P CNX Nifty Index Futures is a futures on Index instrument where the underlying security is the S&P CNX Nifty. Historical data for the underlying index can...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 58 downloads Notes Report an item
 Downloader 
Medium
Year to Date Excess Return
by QuantShare, uploaded several months ago

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...

No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 23 downloads Notes Report an item
 Pivot Table 
Basic
Previous - 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 ... - Next






QuantShare
Product
QuantShare
Features
Create an account
Affiliate Program
Support
Contact Us
Trading Forum
How-to Lessons
Manual
Company
About Us
Privacy
Terms of Use

Copyright © 2025 QuantShare.com
Social Media
Follow us on Facebook
Twitter Follow us on Twitter
Google+
Follow us on Google+
RSS Trading Items



Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.