Look what I found:
$VIX (COBE Volatility Index)
$NYSEADR (NYSE Advance Decline Ratio)
$TICA (TICK AMEX) <<not sure what to do with this yet>>
I accidentally stumbled upon the ones above and now I'm wondering what
other treasures might be hidden in Premium Data's database. Is there a
PUT/CALL ratio in there somewhere? Are there investor sentiment indexes
in there? (Bearish vs. Bullish)
Also, for anyone willing to share, I would like to know if you have
created any statistically significant indicators using any combination
of the above.
For instance, I combined the $NASDADR and $NYSEADR into one value by
adding them together and dividing by 2. I think this gives a broader
view of the market. I was going to add in the $AMEXADR but it doesn't go
back in history as far as the other two.
//Code******************************************************************\
*******
_SECTION_BEGIN("NASDQ ADV/DCL");
SetForeign("$NASDADR" );
nasdADR = C;
//Plot(C, "NASDQ ADV/DCL", colorBlue, styleLine);
_SECTION_END();
_SECTION_BEGIN("NYSE ADV/DCL");
SetForeign("$NYSEADR" );
nyseADR = C;
//Plot(C, "NYSE ADV/DCL", colorGreen, styleLine | styleThick);
_SECTION_END();
ADRavg = (nasdADR+nyseADR)/2;
Plot(ADRavg , "Avg ADR", colorBlue, styleLine);
Plot(MA(ADRavg, 3), "Smooth ADR", colorRed, styleDashed);
Plot(0.2, "Bearish", colorDarkRed, styleLine);
Plot(0.6, "Neutral", colorRed, styleLine);
Plot(1.5, "Bullish", colorBrightGreen, styleLine);
Plot(3.0, "EX Bullish", colorGreen, styleLine);
//Code******************************************************************\
************
Looking forward to finding more gems.
Pete :-)
