Click here to Login








Insider Data History

by Tom Huggens, 3760 days ago
Share |






The Insider Data History downloads several years' worth of insider data for U.S. stocks.
The following fields are downloaded and stored in a custom database called "insiderdata":

Date: The announcement date of the insider transaction
Insider: The name of the insider
Relationship: The relationship between the insider and the company (Example: Director, officer, CEO...)
Shares: The number of shares bought or sold in the transaction
Price: The average transaction price
Amount: The amount of the transaction in dollars
Type: The transaction type (1 for buy and -1 for sell)

Example:
Symbol: AAN
Date: 28/10/2010 11:00:00
Insider: Loudermilk R Charles SR
Relationship: Director offier 10% owner (Chairman)
Shares: 21666
Price: 18.86
Amount: 408528
Type: -1 (sell)


How to use the data with the QS programming language:

Example 1 (Plots the number of shares multiplied by the transaction type)

- Right click on a pane, click on "Edit Formula", type the following formula then click on "Update Graph"

a = GetData('insiderdata', 'shares', Zero) * GetData('insiderdata', 'type', Zero);
Plot(a, "shares", colorBlack, chartLine, StyleSymbolNone);


Example 2: (Creates a trading system that enters long when the number of shares bought by insider traders for the past 10 bars exceeds the number of shares bought for the past 250 bars - about 1 year)

a = GetData('insiderdata', 'shares', Zero);
buy = sma(a, 5) > sma(a, 250);


Share This ->
Share |


You have to log in to bookmark this object
What is this?




Type: Download Script

Object ID: 1508


Country:
United States

Market: Stock Market

Style:
Fundamental Analysis

Reviews
You must log in first

Join now
and get instant access for free to the trading software, the Sharing server and the Social network website.
Click here


Related objects

Empty

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

Technical Analysis


Fundamental Analysis



Random Blog Posts

How to Backtest a Strategy from a Chart

How to Reference Drawing Studies in QS Formulas

Let QuantShare Manage your List of Securities

The Ultimate Guide to Create Trading Systems in QuantShare

QuantShare New Website Feature: Groups

QuantShare Trading Software: New Features in the 3.1.2 Version

Create Your Own Technical Stock Rating System

Speed Up Optimizations by Saving Ranking Data into a Custom Database

Show All

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






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 © 2024 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.