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I've discovered significant differences between my TS6 data for adv & dec
and that of my broker. It is always the case that the sum of my adv and dec
is almost identical to the sum of his adv and dec and much of the time the
individual values are very close as well. But every now and then a day will
occur where it appears that, say, 40 issues which I show in the advances he
shows in declines (or vice versa). In other words, the sums (adv+dec) are
nearly identical, but the differences (adv-dec) may be 80 or more apart.
What is especially strange is that this difference remains almost perfectly
constant throughout the day, but the next day everything is OK again.
I could understand an occasional brief departure, but this large constant
difference is puzzling. Might it have something to do with ex-dividends and
the ways different sources calculate whether an issue belongs in the
advancing column or the declining?
Regards,
Carroll
> I've been monitoring various systems (incl. OB, thanks MB) that use
> market breadth (advancing, declining issues etc) and noticed that they
> signal at different times, depending on which feed is used (eSignal or
> DTN in my tests).
>
> The difference seems to be quite substancial, so I wonder if anyone has
> looked further into the cause of this.
>
> Regards, MT
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