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I have been trying to get some composite data on the Russell 2000
using TC2000 data. My code is:
// Gets data for 6 week new highs and lows
AddToComposite(IIf(H > HHV(Ref(High,-1),30),1,0),"~RUTNewHighs", "X");
AddToComposite(IIf(L < LLV(Ref(Low,-1),30),1,0),"~RUTNewLows", "X");
AddToComposite(1,"~RUTCount", "X");
Buy = Close > 100000;
When I plot "~RUTCount" vs time, I get values that smoothly increase
from 335 on 1/4/1984 to 1592 on 1/3/2000 to 1831 on 8/6/2004 (last
Friday). I would expect major steps every six months or so, but not
smoothly increasing like this. Also, I would expect full 2000 for
recent data. I downloaded my list of stocks from Russell on 7/6/2004.
Does anyone have any idea what is going on here?
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