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Ken,
Here it is. See messages around 48291.
a=Foreign(<FONT
color=#ff00ff>"$ADV","C");
d=Foreign(<FONT
color=#ff00ff>"$DECL","C");
t5=EMA((a-d)/(a+d),<FONT
color=#ff00ff>39);
t10=EMA((a-d)/(a+d),<FONT
color=#ff00ff>19);
Summ = 1000<FONT
face="Courier New">*((t10-t5)-(10*t10)+(<FONT
color=#ff00ff>20*t5));
Plot(Summ,<FONT
color=#ff00ff>"Summation NYSE",1,<FONT
color=#ff00ff>1);
Steve
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Ken Close
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Saturday, September 27, 2003
03:24
Subject: [amibroker] McClellan Summation
and SAR Indicator
Sid/anyone: what is the "Ratio adjusted" summation
index and how doesits calculation differ from the Index that is not ratio
adjusted??I came upon an interesting indicator (actually a pair of
indicators),and I am trying to get them programmed into AB in order to do
somebacktesting. You have to go to stockcharts.com to see
it...<A
href="">http://stockcharts.com/def/servlet/SC.web?c=$NASI,uu[l,a]daclynay[dd][ph.02,.20][iLah12,26,9]&pref=GCut
and paste into your address window if the email line gets
wordwrapped.This URL to stockcharts will show the $NASI and SAR of
the $NASI. Thatin itself looks promising but the chart also shows
the 12,26,9 MACD.Based on the way stockcharts works, this MACD is of the
$NASI.I have an AFL for the Summation index, and I applied the SAR to
it...sofar so good. But when I plot a 12/26/9 MACD of my version of
theSummation index, it does not match the MACD on the
stockchartschart--not by a mile.So, hence my question about "ratio
adjusted". Also, the y axis valueson my chart are not anywhere near
those on the SCharts chart (having nodoubt to do with the constant that
starts the series), but the SHAPEseems very close if not identical.
So a related question is: will theMACD function produce the correct
looking histogram if the EMAs which gointo its calculation are off of a
similarly shaped chart, but one withdifferent y axis values?That
sounds confusing even as I write it, but perhaps you willunderstand what I
mean.Any comments?Ken-----Original
Message-----From: Sidney Kaiser [mailto:s9kaiser@xxxxxxxxxxx] Sent:
Friday, September 26, 2003 8:04 PMTo:
amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker] Re: McClellan
SummationMost people just add a "fudge factor" to the summation
value until it matches the vendor they use for some specific date...like
today. Itshould continue to match in the future if you use the
same advance declinevalues that the vendor uses. Many vendors
try to compensate for preferredstocks, ADRs, bond type closed end
funds, foreign issues etc so there are many values of the summation index
floating around out there.HTHSidSend
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