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The MS addon Fire does what you want, but like Larry said, you have to keep up the constituent's lists, which does take up some time.
Larry has good data. It's kind of hard to figure out subscription costs to masterdata. I have to log in to find the subscription box, so you might have to sign up with their email thing first, then look at the costs.
Super
--- In equismetastock@xxxxxxxxxxxxxxx, "L.P. Carhartt" <lc@xxx> wrote:
>
>
> Hi Brett,
>
> I think their is an add-on for MetaStock called "Ice" or "Fire" or something
> like that which will do it. I am not very familiar with it, but hear it
> works.
>
> Compiling breadth data, however, on more than a few ETFs is more than meets
> the eye. First it is very time-consuming. Additionally, although the
> HOLDRS you mention is a unit investment trust and does not change
> constituents (it only loses them from attrition), most ETFs reflect an index
> and constituents change frequently. To stay accurate, you really have to
> check the sponsor list daily.
>
> Or you can subscribe to precompiled historical breadth data at
> www.masterdata.com. We do all the dirty work for you and you just download
> the up to date data automatically from our website (downloader provided).
> A plug-in is provided (no charge) which allows use of the .csv format
> datafiles directly in MetaStock with no import or conversion. Data includes
> the advancing and declining issues you need for your Advance-Decline Line
> and all other traditional breadth statistics plus some new ones. Data
> starts 1990 or the start date of the index or ETF on 31 major stock indexes
> and 111 top volume ETFs.
>
> Hope this helps. Good luck.
>
> Best,
>
> L. P. Carhartt
> MasterDATA
>
> <http://www.masterdata.com/> http://www.MasterDATA.com
> <mailto:lc@...> lc@xxx
>
>
> _____
>
> From: equismetastock@xxxxxxxxxxxxxxx [mailto:equismetastock@xxxxxxxxxxxxxxx]
> On Behalf Of Brett Sinclair
> Sent: Tuesday, August 25, 2009 11:06 AM
> To: equismetastock@xxxxxxxxxxxxxxx
> Subject: [EquisMetaStock Group] ETFS -- Advance-Decline Line
>
>
>
>
>
> Can anyone help me with creating Advance Decline Lines for ETFs. For
> example, the PPH has the following components:
> BMY <http://finance.yahoo.com/q?s=BMY>
> LLY <http://finance.yahoo.com/q?s=LLY>
> FRX <http://finance.yahoo.com/q?s=FRX>
> JNJ <http://finance.yahoo.com/q?s=JNJ>
> MHS <http://finance.yahoo.com/q?s=MHS>
> MRK <http://finance.yahoo.com/q?s=MRK>
> PFE <http://finance.yahoo.com/q?s=PFE>
> SGP <http://finance.yahoo.com/q?s=SGP>
>
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