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Try this for breadth indicators of the composites. It's a routine I got from another author who taught at Clearwater and probably would
like to remain anonymous. I use it on the Russell 2000, hence the ticker names ~RUTAdv and ~RUTDec.
Substitute your own ticker name and run it against the component stocks of NASDAQ Composite. Note it uses the 6 weeks new highs.
//================= Up and Down Volume==================
AddToComposite(IIf(Close - Ref(Close, -1) > 0, Volume, 0), "~RUTUpVol", "X" );
AddToComposite(IIf(Ref(Close, -1) - Close > 0, Volume, 0), "~RUTDnVol", "X" );
//===================6 Weeks New Highs New Lows========
AddToComposite(IIf(High > HHV(Ref(High, -1), 30), 1, 0), "~RUTNewHighs", "X");
AddToComposite(IIf(Low < LLV(Ref(Low, -1), 30), 1, 0), "~RUTNewLows", "X");
// ==================== Adv Issues/Decliners==============
AddToComposite(IIf(Close - Ref(Close, -1) > 0, 1, 0), "~RUTAdv", "X" );
AddToComposite(IIf(Ref(Close, -1) - Close > 0, 1, 0), "~RUTDec", "X" );
Sorry but I think you'll have to run a daily batch job that creates these composites.
Joe Landry
----- Original Message -----
From: Ara Kaloustian
To: amibroker@xxxxxxxxxxxxxxx
Sent: Monday, August 16, 2004 4:36 PM
Subject: Re: [amibroker] Nasdaq Composite
Tony, I assume Yahoo has a symbol for Adv and Dec Issues... since it has the
data
I am however at a loss also, because I don't use Yahoo for data ... I hope
someone who does use Yahoo data will respond ...
----- Original Message -----
From: "Tony Meskill" <tmeskill@xxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, August 16, 2004 1:36 PM
Subject: RE: [amibroker] Nasdaq Composite
> Do I need a ticker symbol that represents this data in Yahoo ? or if not
how
> do I set up Amibroker to download it ?
> I can find the data in yahoo but it doesnt seem to have an associated
> symbol. ? Is this covered somewhere in the Amibroker literature ?
> As you can see I am at a loss on where to go. Many thanks for your help.
>
> Tony
>
> -----Original Message-----
> From: Ara Kaloustian [mailto:ara1@xxxxxxxxxx]
> Sent: 16 August 2004 20:41
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: Re: [amibroker] Nasdaq Composite
>
>
> Download Yahoo data into Amibroker ... I beleive you use Amiquote for
that
> download
>
> Then just create the indicators you want ...
>
> ----- Original Message -----
> From: "Tony Meskill" <tmeskill@xxxxxxxxxxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Monday, August 16, 2004 12:33 PM
> Subject: RE: [amibroker] Nasdaq Composite
>
>
> > At the moment I am using the free data from Yahoo, not sure if they
have
> it
> > ? Assuming that they do how does one go about using it as data for
> > Indicators ?
> > Many thanks
> > Tony
> >
> > -----Original Message-----
> > From: Ara Kaloustian [mailto:ara1@xxxxxxxxxx]
> > Sent: 16 August 2004 20:10
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: Re: [amibroker] Nasdaq Composite
> >
> >
> > Your data source should have the data for Adv / Dec ... so they
should
> > already be in Amibroker.
> >
> > Verify your data source...
> >
> > ----- Original Message -----
> > From: "Tony Meskill" <tmeskill@xxxxxxxxxxxx>
> > To: <amibroker@xxxxxxxxxxxxxxx>
> > Sent: Monday, August 16, 2004 11:27 AM
> > Subject: [amibroker] Nasdaq Composite
> >
> >
> > > Hi all
> > > Looking for some guidance. I am trying to find a way to backtest
the
> > comp
> > > using the Nasdaq Advance/Decline issues as the data for my
> indicators.
> > I
> > > have all the Advance/Decling/Unchanged data in excel but from what
I
> can
> > see
> > > this is of no benifit to me ?? as there seems to be no way of
> getting
> > > Amibroker to axcess it and subsequently allowing me to develop
> > indicators
> > > based on it ! please tell me I am wrong.
> > > AddToComposite. Or is this the road I need to take ? As the
Nasdaq
> is
> > an
> > > already established composite is there an easy way to set this up
> that
> > would
> > > allow me to do what I need.
> > > I have looked through the site and the help sections and I am
still
> > unclear
> > > as to where to go.
> > > Please tell me I have missed the obvious.
> > > Many thanks.
> > >
> > > Tony
> > >
> > >
> > >
> > >
> > >
> >
> >
> >
>
>
>
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