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they look like esignal quotes to me
--- In amibroker@xxxxxxxxxxxxxxx, "nkis22" <nkishor@xxxx> wrote:
> 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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> >
> >
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