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I get my Summation number directly off Sherman McClellans website.
The Advance Decline numbers he uses are directly off the New York Stocks Exchange.
Yahoo A / D numbers are not always correct but I can verify those numbers for correctness in Barrons newspaper each week.
I usually check Barron's for verification of any data each week if I'm not too sure of the source of data is reliable.
Steve Almond <steve2@xxxxxxxxxxxxxxxxxxxx> wrote:
I've no idea where you get your figure from. Which index are you following? Are you using the ratio adjusted formulae I posted?
Try looking at the Stockcharts links posted earlier.
I use eSignal for my A/D data.
Steve
----- Original Message -----
From: run_for_your_life2003
To: amibroker@xxxxxxxxxxxxxxx
Sent: Friday, September 26, 2003 19:30
Subject: [amibroker] Re: McClellan Summation
Wher do I place the summation index initial value?yesterday reading 9/25/03 was +3502.90.It graph needs to be in sync with the real number +3502.90 or close with this number.I use yahoo download to get the Advance Decline values what do I need to change in the script here?--- In amibroker@xxxxxxxxxxxxxxx, "Steve Almond" <steve2@x...> wrote:> and finally. If you backtest the Summation index - results are pretty average, just like many of these systems.> > Steve> ----- Original Message ----- > From: Steve Almond > To: amibroker@xxxxxxxxxxxxxxx > Sent: Saturday, September 20, 2003 12:24> Subject: Re: [amibroker] McClellan Summation> > > Excuse the 'dribs & drabs' approach. Here are
the ratio adjusted formulae:> > a=Foreign("$ADV","C");> > d=Foreign("$DECL","C");> > //t5=EMA(a-d,39);> > //t10=EMA(a-d,19);> > t5=EMA((a-d)/(a+d),39);> > t10=EMA((a-d)/(a+d),19);> > Summ = 1000*((t10-t5)-(10*t10)+(20*t5));> > Plot(Summ,"Summation NYSE",1,1); > > > > Steve> > ----- Original Message ----- > From: Steve Almond > To: amibroker@xxxxxxxxxxxxxxx > Sent: Saturday, September 20, 2003 12:17> Subject: Re: [amibroker] McClellan Summation> > > For anyone interested, this gives the correct plot shape (but is not ratio
adjusted - I'm working on that...).> Also the description in Stockcharts is wrong (bracket in the wrong place). Use these symbols from eSignal $ADV + $DECL for NYSE and $ADVQ + $DECLQ for Nasdaq:> > a=Foreign("$ADV","C");> > d=Foreign("$DECL","C");> > t5=EMA(a-d,39);> > t10=EMA(a-d,19);> > Summ = 1000+((t10-t5)-(10*t10)+(20*t5));> > Plot(Summ,"Summation NYSE",1,1); > > > > Steve> > ----- Original Message ----- > From: Steve Almond > To: amibroker@xxxxxxxxxxxxxxx > Sent: Saturday,
September 20, 2003 09:22> Subject: [amibroker] McClellan Summation> > > Does anyone know how to reproduce the Summation index in Amibroker, using data from one of the free sources via Amiquote?> > Here is a description from Stockcharts:> > Summation Index => 1000 + (10%Trend - 5%Trend) - ((10 x 10%Trend) + (20 x 5%Trend))> where:> 5%Trend = 39-day EMA of (Advancers-Decliners)> 10%Trend = 19-day EMA of (Advancers-Decliners)> > > > Steve>
> ----- Original Message ----- > From: run_for_your_life2003 > To: amibroker@xxxxxxxxxxxxxxx > Sent: Saturday, September 20, 2003 05:26> Subject: [amibroker] Re: Does this appeal? (Quote Editor)> > > Just keep your eyes on the McClellan and Summation Indexes.> This market is trending back up right now!> This is the direction of the market at the moment!> I think it will trend down in October after the summation tops out.>
NYSE> http://stockcharts.com/charts/indices/McSumNYSE.html> > NAZ> http://stockcharts.com/charts/indices/McSumNASD.html> > Even though the market acts strange here...I have leaned to "always > trade in the direction of the Summation Index"....because its always > right from all the years I have been exposed to the market.> Yes, The bear market of 2000 kept me out of the market by folowing > and
watching this index very closely. When the Summation index went > down I went "short" from the tops and long when it turned by > getting "in" and "out" of QQQ.> If your adjustments numbers are correct on the summation if it goes > through the zero line "get out" of your stock and go "short" QQQ.> > > Don't ever "short" QQQ when the NAZ Summation is moving up! Your > bound to loose money since you are "swimming against the tide".> > --- In amibroker@xxxxxxxxxxxxxxx, "Richard Harper" <rdharper@xxxx>
> wrote:> > Yuki;> > > > The two screens are useful for a lot of cases btw. Not expensive > to do.> > > > This is a strange market. All the indices are down, and all my > stocks are up. That has NEVER happened to me before. Of course the > day is not quite over. > > > > Good hunting to you Taga
Yuki.> > > > Richard> > > > > > -------------------------------------------------------------------> ------> > FIGHT BACK AGAINST SPAM!> > Download Spam Inspector, the Award Winning Anti-Spam Filter> > http://mail.giantcompany.com> > > > >
> ----- Original Message ----- > > From: Yuki Taga > > To: Richard Harper > > Sent: Wednesday, September 17, 2003 3:14 PM> > Subject: Re: [amibroker] Re: Does this appeal? (Quote Editor)> > > > > > Hi Richard,> > > > Thursday, September 18, 2003, 6:51:45 AM, you wrote:> >
> > RH> gives you two screens. > > > > RH> Thus, the case you site will allow putting Amibroker on one> > RH> screen and the other app to be patched to on the second > screen,> > RH> presumably a spreadsheet.> > > > RH> There are other handy reasons to run two screens while> > RH> daytrading. Note the "pros" run 3-5 screens. Saves
time.> > > > Thanks Richard. I *am* a "pro". ^_-> > > > That might be one solution (running more than one screen), but I> > really don't think it should be necessary. There is a Quote > Editor> > for a reason (to change a quote, or add a quote, or modify a > quote).> > Almost without exception, I'll wager, the information to be
input> > into the Quote Editor is going to be from information displayed > on> > the computer screen. The inability to focus the Quote Editor > over> > that information to be input is something that doesn't seem to > have> > been particularly well thought out. That makes it rather > exceptional> > as regards AB, but doesn't make it any less true.
^_^> > > > Another user asked why one would want to enter or adjust quotes> > manually when it can be done automatically. Aside from the > obvious> > answers, I guess that would be the genesis of an argument for not> > having a Quote Editor at all, then. ^_^> > > > Yuki> > > > >
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