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Ken,
where do you download $ADV and $DECL from?
nand
--- In amibroker@xxxxxxxxxxxxxxx, "Steve Almond" <steve2@xxxx> wrote:
> Ken,
>
> Here it is. See messages around 48291.
>
>
> a=Foreign("$ADV","C");
>
> d=Foreign("$DECL","C");
>
> t5=EMA((a-d)/(a+d),39);
>
> t10=EMA((a-d)/(a+d),19);
>
> Summ = 1000*((t10-t5)-(10*t10)+(20*t5));
>
> Plot(Summ,"Summation NYSE",1,1);
>
>
>
> Steve
>
> ----- Original Message -----
> From: Ken Close
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Saturday, September 27, 2003 03:24
> Subject: [amibroker] McClellan Summation and SAR Indicator
>
>
> Sid/anyone: what is the "Ratio adjusted" summation index and how
does
> its calculation differ from the Index that is not ratio adjusted??
>
> I came upon an interesting indicator (actually a pair of
indicators),
> and I am trying to get them programmed into AB in order to do some
> backtesting. You have to go to stockcharts.com to see it...
>
> http://stockcharts.com/def/servlet/SC.web?c=$NASI,uu[l,a]daclynay
[dd][ph
> .02,.20][iLah12,26,9]&pref=G
>
> Cut and paste into your address window if the email line gets word
> wrapped.
>
> This URL to stockcharts will show the $NASI and SAR of the
$NASI. That
> in 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...so
> far so good. But when I plot a 12/26/9 MACD of my version of the
> Summation index, it does not match the MACD on the stockcharts
> chart--not by a mile.
>
> So, hence my question about "ratio adjusted". Also, the y axis
values
> on my chart are not anywhere near those on the SCharts chart
(having no
> doubt to do with the constant that starts the series), but the
SHAPE
> seems very close if not identical. So a related question is:
will the
> MACD function produce the correct looking histogram if the EMAs
which go
> into its calculation are off of a similarly shaped chart, but one
with
> different y axis values?
>
> That sounds confusing even as I write it, but perhaps you will
> understand what I mean.
>
> Any comments?
>
> Ken
>
> -----Original Message-----
> From: Sidney Kaiser [mailto:s9kaiser@x...]
> Sent: Friday, September 26, 2003 8:04 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: Re: [amibroker] Re: McClellan Summation
>
> Most people just add a "fudge factor" to the summation value
until it
> matches the vendor they use for some specific date...like today.
It
> should
> continue to match in the future if you use the same advance
decline
> values
> that the vendor uses. Many vendors try to compensate for
preferred
> stocks,
> ADRs, bond type closed end funds, foreign issues etc so there are
many
> values of the summation index floating around out there.
> HTH
> Sid
>
>
>
>
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