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This should work. The fields in the A/D composites are as follows:
Open: Advancing Volume
Close: Declining Volume
High: Advancing Issues
Low: Declining Issues
AdvVol = IIf(C>Ref(C,-1),V,0); //Advancing Volume
DecVol = IIf(C<Ref(C,-1),V,0); //Declining Volume
AdvIssue = IIf(C>Ref(C,-1),1,0); //Advancing Issues
DecIssue = IIf(C<Ref(C,-1),1,0); //Declining Issues
Buy=Sell=Short=Cover=0;
Scan = Status("Action")==3;
if(Scan) {
inc = 1;
// Create Industry composities
sym1 = "~S: " + SectorID(1);
AddToComposite( inc * L, sym1,"L",1+2+4+8+16);
AddToComposite( inc * O, sym1,"O",1+2+4+8+16);
AddToComposite( inc * H, sym1,"H",1+2+4+8+16);
AddToComposite( inc * C, sym1,"C",1+2+4+8+16);
AddToComposite( inc * V, sym1,"V",1+2+4+8+16);
sym2 = "~S: " + "A/D" + sym1;
AddToComposite( AdvVol, sym2,"O",1+2+4+8+16);
AddToComposite( DecVol, sym2,"C",1+2+4+8+16);
AddToComposite( AdvIssue, sym2,"H",1+2+4+8+16);
AddToComposite( DecIssue, sym2,"L",1+2+4+8+16);
// Create Sector composites
sym3 = "~I: " + IndustryID(1);
AddToComposite( inc * L, sym3,"L",1+2+4+8+16);
AddToComposite( inc * O, sym3,"O",1+2+4+8+16);
AddToComposite( inc * H, sym3,"H",1+2+4+8+16);
AddToComposite( inc * C, sym3,"C",1+2+4+8+16);
AddToComposite( inc * V, sym3,"V",1+2+4+8+16);
sym4 = "~I: " + "A/D" + sym3;
AddToComposite( AdvVol, sym4,"O",1+2+4+8+16);
AddToComposite( DecVol, sym4,"C",1+2+4+8+16);
AddToComposite( AdvIssue, sym4,"H",1+2+4+8+16);
AddToComposite( DecIssue, sym4,"L",1+2+4+8+16);
}
On Sat, 24 Feb 2007 07:29:08 -0500, jim_wiehe <jim_wiehe@xxxxxxxxx> wrote:
> I would like to incorporate into all my explorations and perhaps as a
> trigger for backtests, a way to track the adv/dec issues for
> sectors/industies. I have reviewed many post on the board and have not
> found any specific reference to sector and industry adv/dec line.
> Can any one suggest a method to calculate the sector or industry
> advance /decline totals.
>
> Jim Wiehe
>
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