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^ADV ^DECL Indicator

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    ^ADV ^DECL Indicator

    Would anyone have a simple indicator they would be willing to share which calculates and displays the NYSE advancing/declining issues internals? I find this helpful as one of the helpful tools on determining on taking a short or long trade based upon a +/- 800 to 1300 ratio. Thank you for any assistance.

    #2
    Originally posted by ezinvestor View Post
    Would anyone have a simple indicator they would be willing to share which calculates and displays the NYSE advancing/declining issues internals? I find this helpful as one of the helpful tools on determining on taking a short or long trade based upon a +/- 800 to 1300 ratio. Thank you for any assistance.
    Isn't there something in the file sharing section?

    Comment


      #3
      Hello ezinvestor,

      Thank you for your post and thanks to sledge for pointing this out.

      You can find the indicator at the following link in our File Sharing section of the Support Forum: http://www.ninjatrader.com/support/f...d=4&linkid=544
      Patrick H.NinjaTrader Customer Service

      Comment


        #4
        Thank you both for your quick response.

        Comment


          #5
          Sorry but this indicator, http://www.ninjatrader.com/support/f...d=4&linkid=544, requires the ^ADD internal symbol in order to function. The problem is that Mirus/Continuum you must pay an additional $5.00 per month for NYSE internals. However, for some reason even though ^ADD is a Continuum listed symbol it will not feed data for ^ADD. The ^TICK, ^TRIN, ^ADV, ^DECL will feed data. So what I need is an indicator that will take the ^ADV and ^DECL and create a calculated indicator that can be displayed showing the same thing that the ^ADD would show if it were offered. Can anyone assist with this one?
          Last edited by ezinvestor; 03-12-2014, 08:51 AM.

          Comment


            #6
            Hello ezinvestor,

            Thank you for your update.

            I have edited the indicator to include a new data series that is the ADV - DECL (essentially the ADD). You can find this updated indicator attached to this post.
            Attached Files
            Patrick H.NinjaTrader Customer Service

            Comment


              #7
              Patrick,

              That is fantastic. Thank you very much!

              Comment


                #8
                Patrick, when I review the ^ADV, ^DECL numbers from yesterday at the closing 5 min the advance was 2427 and the decline was 1086. This would make the ^ADD +1341. However, the a1MarketInternalsADD.zip indicator that you modified shows the ADD line at 1710. Can you check this or explain why the difference?

                Comment


                  #9
                  Hello ezinvestor,

                  Thank you for your post.

                  My Kinetick data shows the ^ADD closing at 1624.00 and my a1MarketInternals indicator shows this value as well for the A/D plot. What are you comparing the a1MarketInternals plot for A/D to?
                  Patrick H.NinjaTrader Customer Service

                  Comment


                    #10
                    Patrick,

                    I am looking at the example you posted as I try to puzzle out some aspects of writing a multi-instrument indicator. I notice the code starts OnBarUpdate() with
                    Code:
                                if ( BarsArray[0] == null ) return;
                    I suppose the code is trying to wait for the first price bar before doing anything.

                    Print statements from my indicator, using 1-day bars, indicate that all of the BarsArray entries are non-null right from the start. That would mean the statement would be useless, and would never return. Worse yet, it could allow entry while the DataSeries was still invalid (if ADV or DECL started before the price series). The distinguishing feature that tells when there is valid data appears to be that the series' value for CurrentBar is no longer -1. Wouldn't that line of code fail to do its job, and the following work better?
                    Code:
                               if ( BarsArray[0].CurrentBar == -1 ) return;
                    Not trying to snipe -- just trying to understand precisely how this all works. Could you please explain what I am missing here?

                    Thanks,
                    EV

                    Comment


                      #11
                      Hello EV,

                      Thank you for your post.

                      I will be honest; I do not know why that is in the code. The edit I performed allowed for those without the ADD data from their provider to use this indicator still by combining the ADV and DECL. I did not create this indicator and it would be best to contact the developer for further information.

                      Below are the edits I made:
                      Code:
                      ADD = new DataSeries(this, MaximumBarsLookBack.Infinite);
                      ...
                      ADD.Set(Closes[2][0] - Closes[3][0]);
                      adClose = ADD[0];
                      Patrick H.NinjaTrader Customer Service

                      Comment


                        #12
                        ADV DEC Indicator for CQG

                        For some reason CQG does not provide data for a combined adv/decl total. Is there an indicator that can be used to combine ADV and DEC tick symbols thus creating one line to represent both. If you take the ADV and DEC symbols with CQG you can create a chart with 2 panels, 1 panel showing ADV and the other showing DEC data. Within this chart you would create a 3rd panel which the indicator would combine both sets of data. I have been searching for hours to find a solution but nothing as yet.

                        Comment


                          #13
                          Hello Andrew17,

                          You could write a code to do this yourself, you would just need to determine by which process you wanted to combine them.

                          For example, if you simply want a line of the close and if each data series is set to the same period and period type, then you can simply subtract the lower bar from the higher bar and divide the result by two then subtract that value from the higher bar to get the average and set your data series to the final value.

                          For example in OnBarUpdate():
                          Code:
                          Combined.Set(Math.Max(Closes[0][0], Closes[1][0]) - ((Math.Max(Closes[0][0], Closes[1][0]) - Math.Min(Closes[0][0], Closes[1][0])) / 2));
                          Where Combined is a Plot setup in your Initialize() method.

                          If you could elaborate further on exactly how you want to combine the data series and how you want to display the result, I can assist further.

                          Thank you in advance.
                          Michael M.NinjaTrader Quality Assurance

                          Comment


                            #14
                            advance decline line

                            did anyone get the advance decline line working or can recommend where i can get it from im really struggling reading seperately any help would be appreciated thnks

                            Comment


                              #15
                              ^adv - ^decl

                              Hi,

                              I just saw that we have the a1marketinternals for NT8 recently, can anyone update this indicator so it accepted CGQ data ; ^ADV - ^DECL (essentially the ADD).

                              This indicator only support ^Add.

                              Thank you

                              Comment

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