StockFetcher Forums · Filter Exchange · QQQ...Price vs. Volume Differences<< 1 2 >>Post Follow-up
469 posts
msg #102992
Ignore straken
10/17/2011 8:29:07 PM

Since you cant get price and volume data from Stockfetcher for indexes....Hmmm....Maybe try a top performer from that index?
So I will chose Catapillar, and filter only stocks from the S&P 500 index, and since CAT correlates fairly well with the S&P 500 we can try to just find stocks that correlate very close to CAT. Yes? No? Maybe? It may provide a starting point.

show stocks where index is S&P 500
set{catcorr, corr(CAT,200,close)}
and add column catcorr
catcorr > 0.92
and sort column 5 descending
and compare to ^SPX

534 posts
msg #102994
Ignore glgene
10/17/2011 10:59:34 PM


A contiunued 'thanks' for your continued help, but for my study of Price and Volume, I think I need ^SPX (and other major index) volume.

I was hoping that the ETF proxies for the major indices (SPY, QQQ and DIA) volume would suffice, but after reading the online version of IBD (Oct. 18 edition) citing end-of-day market analysis of Oct. 17 in which IBD said, in part, "Volume rose across the board (on Oct. 17)" it put doubt in my mind that using the ETF proxies would suffice.

Look at my revised SF script below on Oct. 17 end-of-day info. It shows:

..................... Volume .................. Vol. 1 Day Ago ............. Vol. Comparison

SPY ........... 202,017,000 ............... 211,397,600 ............... 95.56%

QQQ ........... 65,068,100 .............. 65,643,600 ................. 99.12%

DIA ............... 8,397,900 ................ 5,256,900 .................... 159.75%

I hardly call this "volume rose across the board." The Dow ETF, yes; the others, no. When IBD measures volume to determine "Distribution Days" it uses today's volume compared to yesterday's volume. The script below will show you my Oct. 17 results for both days volume.

Are you sure I can't get index volume info from SF?

I need good volume info, because I also want to incorporate that into my 'Force Index' study. The Force Index is one of Dr. Alexander Elder's key indicators he personally uses. He is the author of "Trading for a Living."

^SPX volume info?


/* Compare today's volume to AvgVol 30 and 50*/
add column volume 1 day ago{vol 1d ago}
set{c,volume 1 day ago}
add column c3{vol/avgvol.1d ago.%}
add column separator
add column avgvol(30)
add column a3{vol/avgvol30.%}
add column separator
add column avgvol(50)
add column b3{vol/avgvol50.%}
add column separator

469 posts
msg #102995
Ignore straken
10/17/2011 11:40:11 PM

I'm as sure as I have never been able to get it. And their help section says nope. But I have never emailed support about it, I just assumed it was another shortcoming of SF ability. Their data provider handles that data but it must cost another nickle so they won't add it. It has been years since anything useful has been added. They keep spending jack on 2.0 and its still subpar to anything close. I know stockfinder is expensive for many people but its by far the sh!t. I pay for SF premium and keep asking myself why sometimes. I do the majority of scanning and executing from stockfinder because I have realtime screenable data for the filters I build. They should do something with these limitations they have here as demand for reliable data is something they are lagging in badly and 2.0 and their beta watchlist addition is buggy and just isn't keeping up with the evolving trend in data providers.

888 posts
msg #102996
Ignore mahkoh
10/18/2011 7:34:42 AM

I have occasionally hit the "buy' or "sell" button on an index ticker but my broker (IB) immediately tells me I cannot trade an index.
If you're looking for the total volume of stocks within the index it may be an idea to create a filter where you compare the volume by setting volumes for different symbols and adding them up. I think that if you take the top 50 of the S&P you mayl get a reliable measurement.

534 posts
msg #103013
Ignore glgene
10/18/2011 7:52:36 PM

I'm not going to take the top 50 of the SP500 and add them up, or use CAT as a correlated proxy, etc. If I can't get the ^SPX data on Stockfetcher, I'll just use the ETF proxy, SPY. That has tons of volume. But my preference would be ^SPX.

Such is life...compromise.


683 posts
msg #103014
Ignore duke56468
10/18/2011 8:25:34 PM

Gene...not sure if this would be of any help to you but has 3 different Elder indicators and one is the Elder's Force Index

534 posts
msg #103015
Ignore glgene
10/18/2011 9:59:13 PM


Thanks. I just looked there, and found that SP-500 has an EMA Force Index(13) of 5,112,182. Is that correct for the ^SPX?

Then I looked at the ETF >> SPY. Its Force Index (13) number was much, much larger. Does that make sense? Further, my numbers on SPY don't agree between Stockfetcher and FreeStockCharts.

I wish this stuff could be easier. I enjoy when things can be in synch.


StockFetcher Forums · Filter Exchange · QQQ...Price vs. Volume Differences<< 1 2 >>Post Follow-up

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