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Which are The Adv Decl symbols used in yahoo??Suppose for NSE the
symbols in ^nsei in yahoo so can I get summation index for NSE?
Regards and shall wait for any help.
--- In amibroker@xxxxxxxxxxxxxxx, "Joe" <run_for_your_life2003@xxxx>
wrote:
> I have a question regarding placing a "buy" and "sell" point on
the
> Summation Index.
> I presently use a 3 days down or 3 days up from the hook or
extreme
> point peak point( 3 dots or 3 period time frame) to generate
> my "buy" or "sell" signals. Basically I want to check the most
> extreme points on this graph and compare in the last 5 trading
days
> if that's the extreme low point or the high point on the graph.
> If that's true I want to "buy" or "sell" based on the SPX index.
>
> I also use "yahoo to down load data" end of day...what do I need
to
> change in the AFL codes to get this script so it works?
>
> I think on decisionpoint they use a 10 day period crossover for a
> buy or sell on the Summation Index...but I think its way too long
> and conservative.
>
> Thanks!
>
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Ken Close" <closeks@xxxx> wrote:
> > Joe, Let me jump in and share the formula that I use that
matches
> Trade
> > output exactly. The Adv Decl symbols are from the FastTrack
> database;
> > substitute your own symbols.
> >
> > Ken
> >
> > /* Nas Summation KSC 3/17/03 */
> > //Compute Nas advance/decline, McClellan oscillator AND
summation
> > nadv = Foreign("advq","C");
> > decl=Foreign("declq","C");
> > nyad = (nadv - decl) / 100 ;
> > StartDate = IIf(DateNum() == 900102, 1, 0);
> > NumDays = BarsSince(StartDate);
> > NS_McClellan_Osc = 100 * (EMA(nyad, 19) - EMA(nyad, 39)) ;
> > NS_McClellan_Sum =Foreign("NSMCS","C");
> > NS=Sum(NS_McClellan_Osc, NumDays) + 40.32178;
> > //Plot(NS_McClellan_Osc, "NSMCO", 5);
> > Color=IIf(NS_McClellan_Sum<1000,4,5);
> > Plot(NS_McClellan_Sum, "NSMCS", Color, 2);
> > Plot(NS_McClellan_Sum, "NSMCS", 2, 1);
> > Plot(1000,"",0,1);
> > Plot(NS+100,"NS",6,1);
> > GraphXSpace=3;
> >
> > -----Original Message-----
> > From: Joseph Landry [mailto:jelandry@x...]
> > Sent: Friday, October 03, 2003 11:21 AM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: [amibroker] McClelland Summation
> >
> > Steve Almond -
> >
> > I need some help with the McClelland Summation forumla. I'd like
> to
> > use it some Trade routine that I'm trying to convert to AFL but
> not
> > getting consistent results. I'd like to calculate something
called
> > the Beasley Scorecard.
> >
> > I noted in a message on Sept 20 that you posted a ratio adjusted
> > summation index that is consistent with StockCharts' values,
> >
> > 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);
> >
> > but -
> >
> > TJ and others have used the McClelland Summation formula in the
> AFL
> > formula file as follows and like what I've seen in the TRADE
> > routines.
> >
> > Summ = Cum(EMA(AdvIssues()-DecIssues(),19) - EMA(AdvIssues()-
> > DecIssues(),39));
> >
> > My understanding was that the summation started with a value of
> 1000
> > back many years ago and accumulates from there, so this would
not
> be
> > correct either? Would having the first value of this array as
> 1000
> > be correct?
> >
> > Would appreciate any help? and if someone on the FORUM has
> converted
> > the Beasley scorecard from TRADE I would appreciate help there
> also
> > - except for this calculation I'm almost there.
> >
> > Best regards
> > JOE
> >
> >
> >
> >
> >
> >
> > Send BUG REPORTS to bugs@xxxx
> > Send SUGGESTIONS to suggest@xxxx
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