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I thought this may be of interest to those expressing interest in the MAAD indicator ... a follow up letter from the author of the article.
Hello Dick,
In the wake of the release of my article in the June 2009 issue of Futures magazine, "As smart money goes, so goes the market," and the surprisingly solid response, I felt it necessary to correct a published error and to also answer some of the questions that have been asked about the article.
1. Due to an editing oversight, the text of the article refers to "MAAD" (Most Actives Advance Decline Line) while the charts refer to "MAMF" (Most Actives Money Flow). They are one and the same thing. The correct chart labeling should have been MAAD.
2. As far as I know, MAAD is an original indicator and is offered nowhere on the Internet. The purpose of the article was to inform market practioners/analysts about an indicator that could help with their analytical procedures. Currently, the only way to access MAAD is to create the indicator from information extracted from conventional sources. I pull Daily data from Yahoo (http://finance.yahoo.com/actives?e=nq) with the Wall Street Journal (http://online.wsj.com/mdc/public/page/2_3021-activnyse-actives.html) as a backup. I have found no source for historical data (daily or weekly on the Internet) although weekly data can be culled from old issues of Barron's by hand. Of course, all the data (Daily and Weekly) can be collected "forward." The article offers explicit information on how to do that.
I pull Weekly data from the print edition of Barron's magazine. The information is also available at Baron's Online (http://online.barrons.com/public/page/9_0210-winlose-winlose-nyseactive.html). The data required is listed as "By Share Volume."
3. For analysts who use Tradestation as I do, I must note that the version I use to enter the data is the old Tradestation 2000i. The new Tradestation (Version 8.5/Build 2289) I also use does not allow data entry by hand. At some point there may be a way to extract Most Actives data automatically using a platform like TS, but currently I know of no vendor.
4. While it was not my intention to go into the business of selling data or charts, some folks who have emailed me have asked if the data and/or the charts are for sale.
Here is what I would be able to provide:
---Daily data (in Excel format) and/or chart (screen capture from Tradestation):
NYSE from 9-24-07 to date ? Prepaid $500 by check or Money Order.
NASDAQ from 1-15-08 to data ? Prepaid $250 by check or Money Order.
AMEX from 1-15-08 ? Prepaid $250 by check or Money Order.
---Weekly data (in Excel format) and or chart (screen capture from Tradestation):
NYSE from 11-2-79 to date ? Prepaid $1000 by check or Money Order
---Daily charts are available on a daily basis for $1000 per annum (prepaid).
---Weekly charts are available on a weekly basis for $750 per annum (prepaid).
---Both daily AND weekly charts are available for $1250 (prepaid).
I hope this information helps.
Kindest regards,
Robert McCurtain
212-772-1746
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