Joined: Apr 9, 2016
Posted: Apr 9, 2016 02:38 PM
Msg. 1 of 2
I need to provide use some macro features in my analysis of stocks.
Here is a description of something I'm looking for: "It is calculated only from NYSE common stocks (omitting preferred stocks, warrants, etc., which have a markedly distorting influence). It is calculated from the percentage of advancing stocks minus the percentage of declining stocks, rather than using raw numbers. For example, if 55% of the NYSE were up today and 30% were down, the net change today would be 25 (55% - 30%)."
I don't need exactly that, but I would like an accurate representation of advance/declines.
Since we are limited to 500 symbols in our feed, I wouldn't be able to calculate this directly from the feed. But I need the macro feature to build a decision tree.
Ron & Eric
Joined: Apr 25, 2006
Posted: Apr 10, 2016 05:26 AM
Msg. 2 of 2
Are you just looking for symbols that would represent the advancing and declining like the ones included here?
IIND.A NYSE ISSUES DECLINES DTN MKTSTATS DTN
IIND.Z NYSE ISSUES DECLINES DTN MKTSTATS DTN
IINT.Z NYSE ISSUES TOTAL DTN MKTSTATS DTN
If you need something different, let us know.