Support Board
Date/Time: Sun, 22 Dec 2024 04:19:42 +0000
Post From: Request for adding two new symbols in the Sierra Chart Market Statistics
[2015-04-07 18:46:35] |
Tintin - Posts: 23 |
Those symbols originally are weekly updated and publicly available for free through : http://online.barrons.com/public/page/9_0210-trddiary.html QCHA means Quote Change. I use an application (Quandl + R) to calculate those symbols on a daily basis for swing strategies but what I look for is to have those symbols in realtime access (no matter the time frame I choose). Both QCHA and QCHAQ are well known by the industry and most trading's firms calculate there own QCHA - QCHAQ symbols realtime. Anyway, it's not possible to calculate both QCHA and QCHAQ with SC due to : - limitations of symbols, - to much cpu usage, To calculate the QCHA (and QCHAQ) you need to keep the closing price of yesterday for each NYSE traded stocks (or Nasdaq traded stocks). QCHA (and QCHAQ) calculates the unweighted average % gain of all traded stocks in realtime regarding the yesterday closing price. Unweighted means not more importance for a large stock then a small stock. You need to return the QCHA (QCHAQ) numbers in 100 basis points (if QCHA returns +65, this means that Nyse traded stocks have win 0,65% on average - if QCHA returns -56, this means that Nyse traded stocks have losed 0,56% on average. Regards. Date Time Of Last Edit: 2015-04-07 18:50:37
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