Substitute for ^ADD Index

[CommodityRFun]

I downloaded the Advance / Decline indicator for NT8. I cannot incorporate both ^ADV and ^DECL indexes into the Input Series to get the combined, single value I am looking for...

I know NinjaTrader PatrickH has a program that he uploaded for a previous question along these lines. I wasn't sure if it was for NT7 or NT8? And he specifically asked for a "time frame". He set it up for a 3 minute chart.

I would like to know a couple of things if possible:
1) Is that program for NT7 or NT8?
2) Will the program work on any time frame?
3) How do we put 2 indexes into the input series for a chart or will the program take care of that for me?

Thank you for your time and help in advance.

CommodityRFun

[PN720]

I actually want the same thing too. The only solution I've found is to use the Spread indicator on Big Mike's forum and run it between the 2 indexes.

https://futures.io/local_links.php?action=ratelink&catid=27&linkid=1870

Ideally, I wish there was just a single indicator that did this. TOS does this easily by letting you put in ADD - DEC in the Input series window.

[CommodityRFun]

PN720,

Hopefully you can make out the picture I am uploading of the "Spread Indicator" off of Big Mike's website? I have the ^ADV and ^DECL indexes in for the Front and Back legs with the ratios being 1 and 1. Only thing you forgot to mention is this indicator is for Elite members only which is a paid subscription of $100 for lifetime membership.

All good though. This will take over for the ^ADD index and do a fine job! Thanks again for your reply.

[PN720]

PN720,

Hopefully you can make out the picture I am uploading of the "Spread Indicator" off of Big Mike's website? I have the ^ADV and ^DECL indexes in for the Front and Back legs with the ratios being 1 and 1. Only thing you forgot to mention is this indicator is for Elite members only which is a paid subscription of $100 for lifetime membership.

All good though. This will take over for the ^ADD index and do a fine job! Thanks again for your reply.

Hi, thanks for posting this additional detail.
A follow-up question for you.. have you been able to compare the values that the Spread indicator returns vs TOS ADD values? I saw different values but I assume that's due to 2 different feeds.

[CommodityRFun]

PN720,

I have not used this indicator for Time Of Sales comparisons. I was strictly looking for the difference in the NYSE ^ADV and ^DECL indexes.

Sorry I can not be of further help...

CommodityRFun

[sledge]

Make a series that you plot and set its value to the subtraction of add And decline.

[CommodityRFun]

Sledge,

Do you have a indicator set up for that? Something you could upload for everyone interested in using it or giving it a try?

if so, include directions on how to use it and put the 2 input series in to get the results we are all looking for.

Maybe have the output be able to be displayed in up and down candlesticks?

I like the idea Sledge. I might be asking for too much...

Thanks again!

[NinjaTrader_ChelseaB]

Hello CommodityRFun,

While not perfect, the AdvanceDecline indicator on the User App Share section of the ecosystems has the basic idea.

https://ninjatraderecosystem.com/user-app-share-download/advance-decline/

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[CommodityRFun]

ChelseaB,

When using the Advance /Decline indicator, what do you use for the data input series?

Thank you

[NinjaTrader_ChelseaB]

Hello CommodityRFun,

Internally in the script the ^ADV index and ^DECL index are added with AddDataSeries().

[CommodityRFun]

Chelsea_B,

If I put the Advance / Decline indicator on a 5 minute ES chart, the data input series will be ES 5 minute. That will still plot the difference for the NYSE ^ADV and ^DECL?

Thank you.

PS: I’m not trying to be a wise guy. I’m just curious how I can get the difference between 2 indexes without the data being inputted?

[NinjaTrader_ChelseaB]

Hello CommodityRFun,

The data is added for those indexes with AddDataSeries() in the script.

Below is a link to the help guide on AddDataSeries().

https://ninjatrader.com/support/helpGuides/nt8/en-us/adddataseries.htm

After the data for those series are added, the ticks are collected until the primary bar closes and then the variable collecting those ticks is reset for the new bar.

This is an open source script and you are welcome to view the code in the NinjaScript Editor.

[PN720]

Hi Chelsea,

I'm trying to use that AdvanceDecline indicator in a strategy but I'm having one small issue. I noticed that even if my primary data series is the 1 Minute chart, the indicator is returning a value every second. I've attached a simple strategy script that prints out the Close value. It's returning a value every second instead of every minute. How can I fix this?

Also, how can I get the Strat Analyzer chart display not to crunch up like the included PNG? Can I put the AdvanceDecline indicator in its own panel?

[NinjaTrader_ChelseaB]

Hello PN720,

Are you certain the script is running every second and not on every update of the primary series and each tick for the added series?

You script is coded to run on BarsInProgress 1 which is each tick of ^ADV.

Below is a public link to the help guide.

https://ninjatrader.com/support/helpGuides/nt8/en-us/barsinprogress.htm

Unfortunately, no, the Strategy Analyzer does not give you all of the tools of a chart. It is not possible to add additional panels to the Chart display in the Strategy Analyzer.

[PN720]

Hello PN720,

Are you certain the script is running every second and not on every update of the primary series and each tick for the added series?

You script is coded to run on BarsInProgress 1 which is each tick of ^ADV.

Below is a public link to the help guide.

https://ninjatrader.com/support/helpGuides/nt8/en-us/barsinprogress.htm

Unfortunately, no, the Strategy Analyzer does not give you all of the tools of a chart. It is not possible to add additional panels to the Chart display in the Strategy Analyzer.

Hi Chelsea,

How can I change the added series to 1 Minute bars instead of each tick? I changed the indicator from Calculate OnEachTick to OnBarClose and also changed:

AddDataSeries("^ADV", new BarsPeriod() { BarsPeriodType = BarsPeriodType.Tick, Value = 1 }, hours.Name);
AddDataSeries("^DECL", new BarsPeriod() { BarsPeriodType = BarsPeriodType.Tick, Value = 1 }, hours.Name);


to:

AddDataSeries("^ADV", new BarsPeriod() { BarsPeriodType = BarsPeriodType.Minute, Value = 1 }, hours.Name);
AddDataSeries("^DECL", new BarsPeriod() { BarsPeriodType = BarsPeriodType.Minute, Value = 1 }, hours.Name);

But when I try to run it, I get an error:

'AdvanceDecline' tried to load additional data. All data must first be loaded by the hosting NinjaScript in its configure state. Attempted to load ^ADV Nyse: 1 Tick