Market Breadth - Wealth Lab Forum

giorgos

#1

11/17/2010 11:36 AM

Fidelity on their ActiveTrader platform provides real time updates(intraday) for Advancers, Decliners and Advance and Declining volume for each of the AMEX NYSE and NASDAQ. Is it it possible to access this information from WealthLab?

Cone

#2

11/17/2010 7:06 PM

It would only be possible if there were a symbol for each of those that would work in a streaming chart. Please call Active Trader Support to find out if they exist.

kbellare

#3

2/10/2014 9:29 AM

I found these as ticker symbols on StockCharts ($NYAD, $NAAD, $NYHL, $NAHL - for NYSE and NASDAQ Advance-Decline and NewHigh-NewLow) but couldn't find these symbols on Yahoo, although it reports these daily numbers - http://finance.yahoo.com/advances?u

Are these indicators listed under different symbols in the Yahoo or Fidelity data source even as End-of-Day data (dont need intra-day)?

thanks
Kiran

Eugene

#4

2/10/2014 10:16 AM

Forget about Yahoo: AFAIK, they don't have downloadable market sentiment data. This provider will do the job:

Market Sentiment static data provider
Wiki documentation for Market Sentiment data provider

norfleetc

#5

11/4/2014 11:21 PM

Thanks Eugene. Works great as the Fidelity Market Sentiment data is totally messed up at the present.

giorgos

#6

11/11/2014 7:06 PM

In the following script that uses .MB_NH.N and .MB_NH.N (which are still broken) is there a simple way to switch the data to the new Market Sentiment NYSE_newhi ?

CODE:
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In the following script that uses .MB_NH.N and .MB_NH.N (which are still broken) is there a simple way to switch the data to the new Market Sentiment NYSE_newhi ?
[code]using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;
using TASCIndicators;
using WealthLab.Rules;

namespace WealthLab.Strategies
{
	public class MyStrategy : WealthScript
	{
		private StrategyParameter slider1;
		private StrategyParameter slider2;
		private StrategyParameter slider3;
		private StrategyParameter slider4;
		private StrategyParameter slider8;
		private StrategyParameter slider9;
		private StrategyParameter slider5;
		private StrategyParameter slider6;
		private StrategyParameter slider7;
		private StrategyParameter slider10;
		public MyStrategy()
		{

slider1 = CreateParameter("Lookback Period",36,1,100,5);
			slider2 = CreateParameter("SMA Period",51,1,100,5);
			slider3 = CreateParameter("Lookback Period",6,1,100,5);
			slider4 = CreateParameter("SMA Period",16,1,100,5);

}

protected override void Execute()
		{
			NewHighLow nhl = new NewHighLow(this, "NYSE", ".NYA", slider1.ValueInt, slider2.ValueInt );
			DataSeries dsMomentumSMAIndex = nhl.MomentumSMAIndexSeries; 
			DataSeries dsMomentumSMARatio = nhl.MomentumSMARatioSeries;
		
			
			NewHighLow nhl_1 = new NewHighLow(this, "NYSE", ".NYA", slider3.ValueInt, slider4.ValueInt );
			DataSeries dsMomentumSMAIndex_2 = nhl_1.MomentumSMAIndexSeries; 
			DataSeries dsMomentumSMARatio_3 = nhl_1.MomentumSMARatioSeries;

nhl.plotMomentumSMA(100,true,true);
	//		nhl.plotNewLows(50,true,true);
	//		nhl.plotNewHighs(50,true,true);
	//		ave.plotIndex(50,true,true);
			
			nhl_1.plotMomentumSMA(100,true,true);
			nhl_1.plotNewLows(50,true,true);
			nhl_1.plotNewHighs(50,true,true);
			nhl_1.plotIndex(50,true,true);

for(int bar = GetTradingLoopStartBar(1); bar < Bars.Count; bar++)
			{
				if (IsLastPositionActive)
				{
					Position p = LastPosition;
					if (p.EntrySignal.Contains("Group1|"))
					{
						if(( CrossUnder(bar,dsMomentumSMAIndex,dsMomentumSMAIndex_2 ))&&( dsMomentumSMARatio[bar] > 0 ))
						{
							SellAtMarket(bar + 1, p, "Group1");
						}
					}

}
				else
				{
					if(CrossOver(bar, dsMomentumSMAIndex,dsMomentumSMAIndex_2)&& (dsMomentumSMAIndex[bar]<0))
					{
						BuyAtMarket(bar + 1, "Group1|");
					}

}
			}

}
	}
}[/code]

Eugene

#7

11/12/2014 2:55 AM

No, there is no simple way as this script can not be adjusted to use other data as basis (i.e. the Market Sentiment data provider) because it would require making a modification to the NewHighLow class. Technically, it might be possible but that's up to Cone to decide.

EDIT

Here's my take at it. Feel free to fix/modify. Before you start, create and update a Yahoo! DataSet with ^NYA symbol which is eqivalent to Fidelity's .NYA.

Note: Your script is too specific for this general data-related thread. Kindly consider avoiding to discuss/troubleshoot it here. Instead, start a new topic if required, repeat question, and paste both original and edited scripts.

CODE:
Please log in to see this code.

Size:

Color:

No, there is no simple way as this script can not be adjusted to use other data as basis (i.e. the Market Sentiment data provider) because it would require making a modification to the [i]NewHighLow[/i] class. Technically, it might be possible but that's up to Cone to decide.

EDIT

Here's my take at it. Feel free to fix/modify. Before you start, create and update a Yahoo! DataSet with [b]^NYA[/b] symbol which is eqivalent to Fidelity's .NYA.

[b]Note: [/b]Your script is too specific for this general data-related thread. Kindly consider avoiding to discuss/troubleshoot it here. Instead, start a new topic if required, repeat question, and paste both original and edited scripts.

[code]using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;

namespace WealthLab.Strategies
{
	public class MyStrategy : WealthScript
	{
		private StrategyParameter slider1;
		private StrategyParameter slider2;
		private StrategyParameter slider3;
		private StrategyParameter slider4;
		
		public MyStrategy()
		{
			slider1 = CreateParameter("Lookback Period 1",36,1,100,5);
			slider2 = CreateParameter("SMA Period 1",51,1,100,5);
			
			slider3 = CreateParameter("Lookback Period 2",6,1,100,5);
			slider4 = CreateParameter("SMA Period 2",16,1,100,5);
		}
      
		protected override void Execute()
		{
			int lookbackPeriod1 = slider1.ValueInt;
			int lookbackPeriod2 = slider3.ValueInt;
			int smaPeriod1 = slider2.ValueInt;
			int smaPeriod2 = slider4.ValueInt;
			
			DataSeries index = GetExternalSymbol("^NYA",true).Close;
			DataSeries nh = GetExternalSymbol("NYSE_newhi",true).Close; nh.Description = "^NYA New Highs";
			DataSeries nl = GetExternalSymbol("NYSE_newlo",true).Close; nl.Description = "^NYA New Lows";
			DataSeries ratio = nh / nl;
			DataSeries dsMomentumSMARatio = SMA.Series(Momentum.Series(ratio,lookbackPeriod1), smaPeriod1); dsMomentumSMARatio.Description = "MomentumSMARatio";
			DataSeries indexMom1 = Momentum.Series(index,lookbackPeriod1); indexMom1.Description = "Index Momentum 1";
			DataSeries indexMom2 = Momentum.Series(index,lookbackPeriod2); indexMom2.Description = "Index Momentum 2";
			DataSeries dsMomentumSMAIndex1 = SMA.Series(indexMom1, smaPeriod1); dsMomentumSMAIndex1.Description = "MomentumSMAIndex1";
			DataSeries dsMomentumSMAIndex2 = SMA.Series(indexMom2, smaPeriod2); dsMomentumSMAIndex2.Description = "MomentumSMAIndex2";

HideVolume();
//			ChartPane idxPane = CreatePane(30,true,true);
//			PlotSeries(idxPane,index,Color.Black,LineStyle.Solid,1);
			
//			ChartPane idxMomPane = CreatePane(30,true,true);
//			PlotSeries(idxMomPane,indexMom1,Color.Blue,LineStyle.Solid,1);
//			PlotSeries(idxMomPane,indexMom2,Color.Red,LineStyle.Solid,1);
//			DrawHorzLine(idxMomPane,0,Color.Black,LineStyle.Solid,1);
			
			ChartPane idxMomSmaPane = CreatePane(30,true,true);
			PlotSeries(idxMomSmaPane,dsMomentumSMAIndex1,Color.Blue,LineStyle.Solid,1);
			PlotSeries(idxMomSmaPane,dsMomentumSMAIndex2,Color.Red,LineStyle.Solid,1);
			DrawHorzLine(idxMomSmaPane,0,Color.Black,LineStyle.Solid,1);
			
			ChartPane idxMomSmaRatioPane = CreatePane(30,true,true);
			PlotSeries(idxMomSmaRatioPane,dsMomentumSMARatio,Color.Black,LineStyle.Solid,1);
			DrawHorzLine(idxMomSmaRatioPane,0,Color.Black,LineStyle.Solid,1);
			
			ChartPane nhnlPane = CreatePane(30,true,true);
			PlotSeries(nhnlPane,nh,Color.Blue,LineStyle.Solid,1);
			PlotSeries(nhnlPane,nl,Color.Red,LineStyle.Solid,1);
			
			for(int bar = GetTradingLoopStartBar(1); bar < Bars.Count; bar++)
			{
				if (IsLastPositionActive)
				{
					if(( CrossUnder(bar,dsMomentumSMAIndex1,dsMomentumSMAIndex2 ))&&( dsMomentumSMARatio[bar] > 0 ))
						SellAtMarket(bar + 1, LastPosition);
				}
				else
				{
					if(CrossOver(bar, dsMomentumSMAIndex1,dsMomentumSMAIndex2)&& ( dsMomentumSMAIndex1[bar] < 0))
						BuyAtMarket(bar + 1);
				}
			}
		}
	}
}[/code]

Eugene

#8

2/27/2020 8:30 AM

The Market Sentiment provider is depreciated. Effective 02/20/2020, MS123 supports the most frequently used market sentiment data through our Wealth-Data provider - the advancing, declining and unchanged issues for AMEX, NASDAQ and NYSE! Here are the symbols:

$AMEX_ADVN (AMEX Advancing Issues)
$AMEX_DECLN (AMEX Declining Issues)
$AMEX_UNCHN (AMEX Unchanged Issues)
$NASDAQ_ADVN (NASDAQ Advancing Issues)
$NASDAQ_DECLN (NASDAQ Declining Issues)
$NASDAQ_UNCHN (NASDAQ Unchanged Issues)
$NYSE_ADVN (NYSE Advancing Issues)
$NYSE_DECLN (NYSE Declining Issues)
$NYSE_UNCHN (NYSE Unchanged Issues)

You can create a W-D DataSet by copying/pasting the symbols or by choosing them from "MS" Classification Group in the New DataSet Wizard > Wealth-Data.

Eugene

#9

3/9/2020 12:01 PM

UPDATE:

Effective 03/09/2020, get more market sentiment data using our Wealth-Data provider - the new highs and lows for AMEX, NASDAQ and NYSE! The new symbols are:

$AMEX_newhi (AMEX New Highs)
$AMEX_newlo (AMEX New Lows)
$NYSE_newhi (NYSE New Highs)
$NYSE_newlo (NYSE New Lows)
$NASDAQ_newhi (NASDAQ New Highs)
$NASDAQ_newlo (NASDAQ New Lows)