Data for McClellan Oscillator not populating

[casabella]

The Data for McClellan Oscillator not populating. All of the Data seems to be in the Historical File but the indicator only shows yesterday and nothing previous. Please help me understand how to fix this.

[NinjaTrader_PatrickG]

The McClellan Oscillator requires that you have access to ^ADV and ^DECL data:



Based on your screenshots, I assume you're connected to TD Ameritrade and using them for real-time stocks and index data. Is this accurate? If not, who are you connected to?

[casabella]

Yes I am connected to TD

[NinjaTrader_PatrickG]

TD Ameritrade will provide the data, however, it's not mapped by default. Follow these steps:

• Disconnect from all data feeds
• Control Center > Tools > Instruments
• Find and select the ADV index > edit
• Scroll down in the settings until your find TD Ameritrade > Enter "$ADV" without the quotes > OK
• Find and select the DECL index > edit
• Scroll down in the settings until your find TD Ameritrade > Enter "$DECL" without the quotes > OK
• OK
• Reconnect to data

[sledge]

TD Ameritrade will provide the data, however, it's not mapped by default. Follow these steps:

• Disconnect from all data feeds
• Control Center > Tools > Instruments
• Find and select the ADV index > edit
• Scroll down in the settings until your find TD Ameritrade > Enter "$ADV" without the quotes > OK
• Find and select the DECL index > edit
• Scroll down in the settings until your find TD Ameritrade > Enter "$DECL" without the quotes > OK
• OK
• Reconnect to data

Does this post have anything to do with why my TDA was updated via the nt server today to ^ADV in order to use?

I had it set correctly for tda to $ISSU.

just concerned for other people who have it set correctly and will lose it choosing YES.

[NinjaTrader_PatrickG]

sledge ,yes the instrument now has mapping to match other data providers who supply a similar metric. $ISSU seems to be a very different value than what we would expect for ADV or DECL compared to other providers.

Here is what a TD Ameritrade feed provides for ADV, DECL, and ADD (ADD is the difference between ADV and DECL):

https://www.screencast.com/t/E6ICjA2PcAjI

[danalec]

TD Ameritrade will provide the data, however, it's not mapped by default. Follow these steps:

• Disconnect from all data feeds
• Control Center > Tools > Instruments
• Find and select the ADV index > edit
• Scroll down in the settings until your find TD Ameritrade > Enter "$ADV" without the quotes > OK
• Find and select the DECL index > edit
• Scroll down in the settings until your find TD Ameritrade > Enter "$DECL" without the quotes > OK
• OK
• Reconnect to data

Sorry for the necro.

Anyone know if it is available from Interactive Brokers?

Thanks in advance

[NinjaTrader_PatrickG]

^ADV and ^DECL are not mapped by default for use with Interactive Brokers, so "out of the box" the answer to your question is "no".

With that said, I've been searching in Trader Workstation for the advancing and declining issues indices but I've only been able to find the combined index (AD-NYSE, for example). If you're able to locate the individual indices within TWS, we may be able to custom map the instruments for use with the McClellan Oscillator while using Interactive Brokers for index data. Here's a publicly available link to Interactive Broker's symbol search tool:

https://www.interactivebrokers.com/en/index.php?f=463

[The Humble Mentor]

Sorry but do you know what I would have to do to get the Oscillator to work on my topstep account using rithimic trader?

[NinjaTrader_PatrickG]

The Humble Mentor, as mentioned in post #2, you would need to have real-time data for the indexes ^ADV and ^DECL for the McClellan Oscillator to populate. Rithmic does not provide NinjaTrader with index data, so it's not possible for the McClellan Oscillator to populate when connecting only to Rithmic. Please visit the link below for a table that displays all supported data providers and the data they supply to NinjaTrader:

• https://ninjatrader.com/support/help...y_provider.htm

If you must remain with your broker TopStepTrader, then I believe the only option would be a supplementary data feed like Kinetick. If you switch to a broker like NinjaTrader Brokerage you could have a CQG-based data feed that could supply index data to NinjaTrader that would populate the McClellan Oscillator.

[kkc2015]

PatrickG,
It appears that the McClellan Oscillator indicator is broken with the NT8.1x version, which changed the index symbol prefix from ^ to $.

[NinjaTrader_DrewO]

Hello kkc2015,

Thanks for posting and reporting this item.


I also see an error is thrown when the indicator is used that seems to indicate the data series cannot be found. I'll be happy to create a report for this item for further investigation.