sfbug
20 posts
msg #41756
- Ignore sfbug |
3/5/2006 8:24:34 AM
Yepher,
Do you know if SFR has,
-- Advancing Issues
-- Declining Issues
-- Advancing Volume
-- Declining Volume
SFbug
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yepher
359 posts
msg #41765
- Ignore yepher |
3/5/2006 5:27:08 PM
The only broad market indicator that SF has is "advance decline ratio".
-- Yepher
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sfbug
20 posts
msg #41775
- Ignore sfbug |
3/6/2006 7:31:30 AM
Yepher,
I'd like to hear your opinion on my previous post.
I think I'll post it again too.
6/20/2005 12:02:49 AM
When will Stockfetcher have available data for Advancing and Declining Issues for various markets.
We need this so we can calculate indicators such as:
-- Advance-Decline Line
-- McClellan Oscillator
-- McClellan Summation Index
-- etc
Examples at:
http://stockcharts.com/education/IndicatorAnalysis/
Since the data is in your database it would seem like the basic elements could be made available so that we can write our own indicators.
As far as I know none of these indicators are proprietary.
I would like to be able to screen on indicators such as the McClellan Summation Index.
Also we should be able to write an McClellan Summation Index (etc) for any industry or sector as well as the NYSE.
Would anybody else like to use McClellan Summation Index etc?
Please send your requests for these indicators to stockfetcher:
Examples at,
http://stockcharts.com/education/IndicatorAnalysis/
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yepher
359 posts
msg #41802
- Ignore yepher |
3/7/2006 12:55:01 AM
Ummm, I don't know... Maybe you should ask Stockfetcher support.
-- Yepher
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nikoschopen
2,824 posts
msg #41814
- Ignore nikoschopen
modified |
3/7/2006 2:47:17 PM
This is a makeshift solution to ure dilemma. Hope it'll help.
Advancing issues:
(FOR A MANUAL CALCULATION, FIND THE "NUMBER OF MATCHES" AT THE TOP OF THE PAGE)
Declining issues:
(FOR A MANUAL CALCULATION, FIND THE "NUMBER OF MATCHES" AT THE TOP OF THE PAGE)
A/D Issues:
A/D ratio:
Advancing volume:
Declining volume:
__________________________________________
McClellan Summation Index Calculation:
Note: When I opened the chart & manually typed the index ticker (^DJI) into the text box, MSI wasn't plotted on the graph.
Indexes:
^DJI = Dow Jones Industrials
^DJU = Dow Jones Utility
^DJT = Dow Jones Transport
^IXIC = Nasdaq
^GSPC = S&P 500
__________________________________________
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sfbug
20 posts
msg #41827
- Ignore sfbug
modified |
3/7/2006 10:21:52 PM
Nikoschopen,
Thanks for answering.
SFR has an indicator called the "Advance Decline Ratio"
I take this to be a plot of the advancing issues(per day)/declining issues(per day) for each day. My understanding is that each daily data point is idependant of any other days data. (Probably for the NYSE composite(???))
What I'm hoping is that SFR will provide us the numbers that were used in the numerator and denominator.
[Advancing Issues and Declining Issues (per day,per week)], and also the Up Volume and Down Volume too (per day, per week).
I'm confused about how the filter below can provide the number of advancing and declining issues for the market.
It seems that the below filter will only provide the number of up days and down days for one particular stock, over a period of one day.
A/D Issues
Fetcher[
set{adv,count(close is above close 1 day ago,1)}
set{dec,count(close is below close 1 day ago,1)}
set{adissue,adv - dec}
I may be misinterpreting your filters.
Please explain.
Sincerely,
SFbug
Also see,
http://www.stockfetcher.com/stockdb/fetcher?p=forum&sub=view&fid=1004&tid=37615
Bullish Percent Index (BPI)
Arms Index (TRIN)
Volatility Index (VIX)
Advance-Decline Line
McClellan Oscillator
McClellan Summation Index
Stocks above their 200, 150, or 50-Day SMA
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nikoschopen
2,824 posts
msg #41830
- Ignore nikoschopen |
3/7/2006 10:58:23 PM
Per "It seems that the below filter will only provide the number of up days and down days for one particular stock, over a period of one day.
A/D Issues
Fetcher[
set{adv,count(close is above close 1 day ago,1)}
set{dec,count(close is below close 1 day ago,1)}
set{adissue,adv - dec}
..."
You're absolutely right. I added the "count" function merely as an illustrative purpose, since you can't use "close is above close 1 day ago" as a conditional within a set statement. However, I have noted in passing that the "number of matches" that SF spits out when you run, say, "close is above close 1 day ago" can be used to determine how many stocks have advanced on that given day.
I'm not certain that the filter I wrote for McClellan Summation Index is completely accurate, but the point I wanted to make is that it is possible by just utiliZIng three lines:
set{adv,count(close is above close 1 day ago,1)}
set{dec,count(close is below close 1 day ago,1)}
set{adissue,adv - dec}
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