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S&P Advance/Decline

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    S&P Advance/Decline

    Hi,

    I was able to lookup on here and find the advance/decline for the NYSE and add it to my chart. I have not yet been able to find one that works similarly for the S&P 500. Is there one that exists that I am missing? If someone could point me in the right direction that would be great.

    Thanks

    #2
    Hello gobucks187,

    The ADD instrument (or the ADV and DECL instruments it is based on) would indeed be the correct instrument for the S&P 500.

    While it is listed on both, the NYSE and NASDAQ, it charts the advance and decline of the S&P 500.

    Please know; The ADD instrument is not available through all data providers. If you do not receive data for this instrument you may use a spread indicator on the ADV and DECL instruments to calculate the ADD.

    Should you have any further questions on how to set this up, if your provider does not provide real-time data, please let me know!
    Manfred F.NinjaTrader Customer Service

    Comment


      #3
      What do you mean by it charts the advance decline line of the S&P 500? Best I can tell the data I am getting is for the NYSE only. This is the link that I used to find the indicator.

      NYSE Advancing Issues/Declining Issues Uses historical tick data to calculate the ^ADV index minus the ^DECL index to give a simulation of the ^ADD index. Requires a data feed that supports indexes and provides data for the ^ADV (NYSE Advancing Issues) and ^DECL (NYSE Declining Issues). Update June 16th, 2020 – Corrected stroke attributes to […]


      It is specifically stated for the NYSE, I was looking for something exactly like this but one that pulled data for only the S&P500.

      Comment


        #4
        Hello gobucks187,

        My sincerest apologies for the misunderstanding.

        Could you let me know which connection you are using to receive data? If you are using a Kinetick connection, this data would be available under the instrument of JI6T.Z, as per the following, publicly available list:



        If you are connected through a NinjaTrader Continuum connection, this data would not be available as the CME exchange does not supply it.
        Manfred F.NinjaTrader Customer Service

        Comment


          #5
          Hello, I am looking for a advanced/declined indicator for the S&P 500 to place on the bottom on ES futures chart?

          Thanks, Robert

          Comment


            #6
            Hello Robert,

            Thank you very much for your post.

            To accomplish this, I would suggest installing the AdvanceDecline indicator our NinjaScript Team created. You may find this indicator publicly available on our NinjaTrader Ecosystem website:Click image for larger version

Name:	advance-decline.png
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            Here is a basic guideline of how to import NinjaScript add-ons in NinjaTrader 8:

            Note — To import NinjaScripts you will need the original .zip file.

            To Import:
            1. Download the NinjaScripts to your desktop, keep them in the compressed .zip file.
            2. From the Control Center window select the menu Tools > Import > NinjaScript Add-on...
            3. Select the downloaded .zip file
            4. NinjaTrader will then confirm if the import has been successful.

            Critical - Specifically for some NinjaScripts, it will prompt that you are running newer versions of @SMA, @EMA, etc. and ask if you want to replace, press 'No'

            Once installed, you may add the indicator to a chart by:
            • Right-click your chart > Indicators... > Select the Indicator from the 'Available' list on the left > Add > OK

            Here is a short video demonstration of the import process:
            After installing this indicator and adding it to the chart, the only modification I did was to have it in its own panel, rather than the data series' panel. This option may be changed as part of the indicator settings directly:

            Click image for larger version

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ID:	1155002


            Please let me know if I can be of further assistance!


            The NinjaTrader Ecosystem website is for educational and informational purposes only and should not be considered a solicitation to buy or sell a futures contract or make any other type of investment decision. The add-ons listed on this website are not to be considered a recommendation and it is the reader's responsibility to evaluate any product, service, or company. NinjaTrader Ecosystem LLC is not responsible for the accuracy or content of any product, service or company linked to on this website.
            Manfred F.NinjaTrader Customer Service

            Comment


              #7
              Hello, whenever I install the adv/dec, I lose the ES futures charting from from the main panel

              Comment


                #8
                This looks like the adv/dec for the NYSE. I am looking for the adv/dec for the S&P 500? Thanks. Also, I figured out how the bars back on the chart. Thanks, Robert

                Comment


                  #9
                  Hello Robert,

                  Thank you very much for your reply and my apologies for the misunderstanding, this would indeed be the NYSE, not the S&P 500.

                  I am not aware of an indicator that would calculate the S&P 500 adv/dec directly. However, this instrument is being supplied by some providers and would then not require an indicator.

                  Could you let me know which provider you receive your data from?
                  Manfred F.NinjaTrader Customer Service

                  Comment


                    #10
                    NinjaTrader Continuum

                    Comment


                      #11
                      Hello Robert,

                      Thank you very much for your reply.

                      Unfortunately, the NinjaTrader Continuum connection does not supply this index.

                      If daily bars would be sufficient, you could receive this through the Kinetick (End of Day) connection by adding a new instrument with the JI6T.Z symbol mapping (Exchange: Default).

                      However, to receive data with smaller granularity, a real-time subscription would be necessary:

                      Click image for larger version

Name:	SPNET.png
Views:	1339
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ID:	1155165

                      In this case, I've created the instrument under the "SPNET" master instrument, with JI6T.Z as the Kinetick symbol mapping.

                      Should you have any further questions in this regard, please don't hesitate to let me know!
                      Manfred F.NinjaTrader Customer Service

                      Comment


                        #12
                        Hi there, what data services provide ADV, DECL, and VIX?

                        Comment


                          #13
                          Hello Nate G,
                          Thank you for your post.

                          With a CQG or Kinetick connection you are able to view live and historical data for the instruments you have listed. Please view the link below to see all the supported connectivity providers as well as the historical and real-time data provided by each.Feel free to reach out if your ever in need of support.
                          ​​​​
                          Adrian B.NinjaTrader Customer Service

                          Comment


                            #14
                            Originally posted by NinjaTrader_Manfred View Post
                            Hello Robert,

                            Thank you very much for your reply.

                            Unfortunately, the NinjaTrader Continuum connection does not supply this index.

                            If daily bars would be sufficient, you could receive this through the Kinetick (End of Day) connection by adding a new instrument with the JI6T.Z symbol mapping (Exchange: Default).

                            However, to receive data with smaller granularity, a real-time subscription would be necessary:

                            Click image for larger version

Name:	SPNET.png
Views:	1339
Size:	78.1 KB
ID:	1155165

                            In this case, I've created the instrument under the "SPNET" master instrument, with JI6T.Z as the Kinetick symbol mapping.

                            Should you have any further questions in this regard, please don't hesitate to let me know!

                            Hello
                            What Exchange you selected NYSE , Globex etc.

                            Comment


                              #15
                              Hello smrafay77​,
                              Thank you for your post.

                              In your custom instrument list, under 'Exchanges' please select 'Default' in order to resolve your inquiry.

                              Please let us know if we may provide any further assistance.
                              Adrian B.NinjaTrader Customer Service

                              Comment

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