glgene
616 posts
msg #97796
- Ignore glgene |
12/4/2010 1:42:50 AM
The last 3 days generally found down volume, at least with these 4 ETF proxies: SPY,QQQQ,IWM and DIA.
Script below shows the day-to-day % Vol. change on the above-named ETFs.
Does SF have the stock volume for these 4 major indices: SPY 500, Nasdaq, DIA and NYSE? That's what I would really like to include in the script instead of the ETFs. If so, what are the major indices SF symbols?
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four
5,087 posts
msg #97798
- Ignore four |
12/4/2010 2:37:14 AM
http://help.stockfetcher.com/sfhelp/?id=100358&isiframe=&isiframe=
Can an index appear in filter results?
No. Because StockFetcher does not carry volume details for indices they will not appear in filter results. Additionally, due to the the lack of volume information, charts for an index will not include details beyond basic pricing information.
Please note that this applies to any "apply to symlist" or "apply to watchlist" phrases that contain index(es).
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glgene
616 posts
msg #97825
- Ignore glgene |
12/4/2010 11:53:24 PM
Well, then, I'll just have to stick with my 4 proxy ETFs (shown above). That is, unless there is an ETF representing the NYSE. ???
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four
5,087 posts
msg #97826
- Ignore four
modified |
12/5/2010 12:13:31 AM
http://finance.yahoo.com/q?s=NY&ql=0
perhaps...
... NY (iShares NYSE 100 Index)
... NYC (iShares NYSE Composite Index)
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glgene
616 posts
msg #97828
- Ignore glgene |
12/5/2010 6:17:42 AM
On the right track with your ideas of NY and NYC, except one BIG problem:
Both of them have puny volume (avg vol(3 months)) according to Yahoo Finance:
NY: 7,388
NYC: 4,550
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Kevin_in_GA
4,599 posts
msg #97830
- Ignore Kevin_in_GA |
12/5/2010 9:42:29 AM
More useful would be using the up and down volumes for the NYSE and other markets - total volume is like saying "I'm driving 60 mph". No indication of direction.
SF does have the up and down volumes for the NYSE as indices:
^NVLU - NYSE total up volume
^NVLD - NYSE total down volume
You can use these as inputs to make a volume-based indicator. For example:
Note that this calls the tops and bottoms fairly well.
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duke56468
683 posts
msg #97831
- Ignore duke56468 |
12/5/2010 10:20:06 AM
Thanks Kevin.... as always very helpful.
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glgene
616 posts
msg #97838
- Ignore glgene |
12/5/2010 2:32:45 PM
Kevin....Thanks! Your "look-under-the-hood" approach always finds the best spark plug!
That said, could you just clarify for me one point about your script, the excerpt as shown below:
set{upvolMA, cma(upvol, 10)}
set{downvolMA, cma(downvol, 10)}
Is your "10" reference
a) 10-day lookback, as in ROC(10) or
b) 10-day average, as in RSI(10)
Gene
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Kevin_in_GA
4,599 posts
msg #97839
- Ignore Kevin_in_GA |
12/5/2010 2:38:12 PM
The function used here should be giving you a hint - CMA is the custom moving average, so this is just the 10 day simple moving average of the up or down volume for the NYSE.
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glgene
616 posts
msg #97843
- Ignore glgene |
12/5/2010 7:01:03 PM
Thanks, again, Kevin. Just wanted to be sure
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