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I don't think Yahoo has ADV and DEC but you can check here to be sure.
< http://finance.yahoo.com/l?s=%5E&t=I&m=US >
John
--- In amibroker@xxxxxxxxxxxxxxx, "otintl" <otintl@xxxx> wrote:
> 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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