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RE: [AmiBroker] Help with AD Ratio



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Ok, a couple of questions so that we can compare apples to apples.

First what stocks are you running this against?  All of the stocks in your database, or only stocks in a certain market, or some other limiting criteria ?

Secondly, you mentioned it did not match a source you are trying to replicate. What is the source, and again what stock universe are they running against?

 

I have run your formula against watch lists I use for figuring AD and it appears to be OK.

 

 

Donald F Lindberg


From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of smithkt9675
Sent: Saturday, October 06, 2007 8:04 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Help with AD Ratio

 

Hello, I'm trying to plot the Advance/Decline Ratio so that advancers
show up 3:1 for example, and decliners show up as -3:1, so that
declining days appears as a negative breadth thrust and advancers
positive...all along a zero line in histogram form. The formula
looks right, but when compared to a source I'm trying to replicate
the figures look off. Please advise if I should tweak the formula.
I'm using Yahoo data. Thank you very much.

symz="~Advancers";
symy="~Decliners";
Advance=Close>Ref(Close,-1);
Advance1=Advance>0;
Decline=Close<Ref(Close,-1);
Decline1=Decline>0;
IIf(Advance1>0,AddToComposite(Advance1,symz,"C"),0);
IIf(Decline1>0,AddToComposite(Decline1,symy,"C"),0);

AD1=Foreign("~Advancers","C");
DC1=Foreign("~Decliners","C");

ADRatio= IIf(DC1>AD1,(DC1*-1)/AD1, AD1/DC1);

Buy=0;
Filter = 1;

GraphXSpace = 2;
Plot(ADRatio,"AdvanceDeclineRatio",colorDarkBlue,styleHistogram);

Plot(0,"",colorBlack);
Plot(3,"",colorGreen);
Plot(-3,"",colorRed);

Title="Advance/Decline Ratio";

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