Portfolio Metrics **New** 'returns' 'log returns' 'geometric returns' portfolio alpha portfolio beta portfolio,market correlation portfolio standard deviation portfolio variance mean portfolio returns maximum drawdown maximum gain
Stochastic refers to a randomly determined process and financial markets use stochastic models to represent the seemingly random behaviour of assets and then used by quantitative analysts to value options on asset prices The stochastic oscillator, developed by George Lane, presents the location of the closing price of a stock in relation to the high and low...
This is a simple script to highlight market sessions. It highlights Sydney, Tokyo, London, and New York sessions with transparent background colors. You are able to change session times, color, and transparency.
experimental: zigzag indicator with all the zigzag methods that im aware of(that matter atleast), theres something for all tastes there :P this will be the basis for zigzag tools i make in the future. note: some zigzags REPAINT.
A simple script that plots a SMA of "length" periods, plus and minus "Delta %" of SMA value. Many Stocks shows a pattern off bulixh/bearish correction based on a % instead of any numbes of Standard Deviations, like Bollinger Bands do. Default values: length = 21 Delta% = 25 Un script simple que permite graficar una SMA de "length" períodos, +- "Delta%", un...
The "BB 1.0" strategy is to buy in the upper band and sell in the lower band. The logic behind the "BB 1.0" strategy is to enter an operation that has room to develop.
Hello All, This the script for Moving Average Convergence Divergence – MACD of Thomas Aspray, and called as MACD-AS and you may get earlier signals than MACD. As MACD and MACD-AS are trend following indicators, they do not function well in sideway markets. An example how it gets earlier signals than MACD Good luck!
(1) What is Percentage of Stocks above Moving Average? Percentage of Stocks above Moving Average is a breadth indicator and could be used for both trend-followers and contrarians. a) Trend-Follow If 50%-70% of Stocks are above their 200MA, bullish momentum is forming and rally could last for next several weeks, months. (Confirmation) b) Contrarian If...
The McClellan Oscillator developed by Marian McClellan is a useful breadth indicator because it describes the acceleration that takes place in the breadth numbers. How to read McClellan Oscillator A positive or negative value gives a simplistic bullish or bearish statement about the short-term trend of the market Very low readings show oversold conditions ...
(1) What is Cumulative A/D Line? Cumulative A/D Line is a total of advancing issues - declining issues of all time. This can be used to know long-term trend.(weeks, months long) (2) How to use this? - Add this script to your chart. - Select the market from "Nasdaq", "NYSE", "Nasdaq+NYSE" - You could change the moving average.
(1) What is New High/New Low ratio? New High/New Low ratio is a ratio based on new 52-week high issues and new 52-week low issues. This indicator is best for identifying a bottom if you use this with other breadth indicators. However, this is not so useful to know the timing for short because bull momentum tends to continue. (Market top period is long, market...
This script contains McClellan Summation Index(MSI) and McClellan Oscillator(MO) (1) What is McClellan Summation Index(MSI) McClellan Summation Index(MSI) is a breadth indicator derived the McClellan Oscillator(MO), which is a breadth indicator based on Net Advances (advancing issues less declining issues). The Summation Index is simply a running total of the...
This is the ADX and DI+/- indicator applied to OBV! This really clearly shows up and down, but using VOLUME! Don't ignore it, there is too much information captured in the OBV. If you just love the ADX/DI format, it is included in a checkbox. Want some excellent background highlighting, turn in on in a checkbox. Shout out to some inspirations csw-dmi...
Alpha Performance of Period (PoP) produces a visualization of returns (gains and losses) over a quarterly, monthly, or annual period. It also displays the total % gain and loss over any length of days, months, and years as defined by the user. Performance of Period (PoP) can be used to understand the performance of an asset over multiple periods using a single...
Fading levels using martingale (limit orders, rebate venue) with no stop-loss orders, long the wings at the end of Support and Resist levels from prior week Friday right before the close. Re-hedge the order book units when there is a breakout.
English: This script, RT Ratio shows the ratio between J-REIT(TSE:REIT) and TOPIX(TSE:TOPIX). J-REIT tends to be higher than TOPIX, over 1.0. When J-REIT is lower than TOPIX, below 1.0, J-REIT may be over sold. RT Ratio < 1.0 : J-REIT over sold, a good chance to buy J-REIT. RT Ratio > 1.4-1.5 : Over bought, J-REIT may be too high. Notice: RT Ratio is for a...