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name's Steve. Download $ADV and $DECL (and $ADVQ and $DECLQ if
you want the Nasdaq Summation index) from eSignal (via the superb
Amiquote).
Steve
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
nkis22
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Saturday, September 27, 2003
16:23
Subject: [amibroker] Re: McClellan
Summation and SAR Indicator
Ken,where do you download $ADV and $DECL
from?nand--- In <A
href="">amibroker@xxxxxxxxxxxxxxx, "Steve
Almond" <steve2@x...> wrote:>
Ken,> > Here it is. See messages around 48291.>
> > a=Foreign("$ADV","C");> >
d=Foreign("$DECL","C");> > t5=EMA((a-d)/(a+d),39);>
> t10=EMA((a-d)/(a+d),19);> > Summ =
1000*((t10-t5)-(10*t10)+(20*t5));> > Plot(Summ,"Summation
NYSE",1,1); > > > > Steve>
> ----- Original Message ----- > From:
Ken Close > To: amibroker@xxxxxxxxxxxxxxx
> Sent: Saturday, September 27, 2003
03:24> Subject: [amibroker] McClellan Summation and SAR
Indicator> > > Sid/anyone: what is the
"Ratio adjusted" summation index and how does> its
calculation differ from the Index that is not ratio adjusted??>
> I came upon an interesting indicator (actually a pair of
indicators),> and I am trying to get them programmed
into AB in order to do some> backtesting. You have to
go to stockcharts.com to see it...> > <A
href="">http://stockcharts.com/def/servlet/SC.web?c=$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@xxxx] > 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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