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[amibroker] Re: Summation Indices



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-Steve - Here's my village idiot question. I'd love to look at how 
you calculated the SIs since I'm been trying to match trade 
generated McClellan Summation Index for a Beasley Score card...in 
another area and would like too calc them for the Sectors. However...
my forum notes always come up empty on attachments - says attachment 
not stored, same for GIFs.... so unless I'm missing something 
obvious on my Yahoo forum preferences,/browser security - these 
attachments are not visible to me. If it's possible to receive 
attachments via the forum please let me know, and would you store 
these AFLs in the library? 

Thanks
Joe Landry 
-- In amibroker@xxxxxxxxxxxxxxx, "Steve Dugas" <sjdugas@xxxx> wrote:
> Hello,
> 
> For those that like the McClellan SI, I have written some code to 
create Summation Indices for each industry/sector/market. I used 
Steve A's formula ( thanks Steve! ), and modified it a little to 
include unchanged issues. No backtester code, but it will work in 
Explorer and IB. It automatically displays correct 
industry/sector/market when you change stocks. Includes adjustable 
smoothing and interpretation chart that shows how many stocks make 
up the indices you are looking at. I have not fully determined how 
useful they will be, but in some cases they seem to work better than 
the standard MSI, other cases seem worse  ( what a surprise, eh? ).
> 
> There are 2 "composite" files that create the required composites. 
These should be run first - run one against all stocks, the other 
against the watchlist containing your universe ( I wasn't sure which 
might work better, so I figured I would inclue both and see) . Once 
the composite tickers are created, you can use the I-S-M file in AA 
or IB. Happy trading!
> 
> Steve





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