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Date/Time: Thu, 28 Nov 2024 00:46:18 +0000



Market internals

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[2014-03-26 02:02:33]
TradingMarketProfile - Posts: 120
Hello,

Can you tell me how to do that please ( all for NYSE):

Breadth

The ‘Market Breadth’ or ‘Breadth Ratio’ is a volume ratio composed of volume flowing into up stocks versus volume flowing into down stocks.

The breadth ratio is expressed: Up Volume / Down Volume.


Advance/Decline Line

The ‘Advance/Decline Line’ or ‘A/D Line’ for short, is the second most important of the internals. This indicator tells us the net sum of advancing stocks minus declining stocks.

The A/D Line is expressed: # of Advancing Stocks – # of Declining Stocks

Thanks


[2014-03-26 16:19:06]
TradingMarketProfile - Posts: 120
No body can help ??
[2014-03-26 18:05:20]
Sierra Chart Engineering - Posts: 104368
You need to use the Sierra Chart Market Statistics data feed for this:
https://www.sierrachart.com/index.php?l=doc/SCMarketStatistics.php



Breadth

The ‘Market Breadth’ or ‘Breadth Ratio’ is a volume ratio composed of volume flowing into up stocks versus volume flowing into down stocks.
For this we recommend using the symbol: ADR-NYSE


Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2014-03-26 23:07:44
[2014-03-26 21:17:05]
TradingMarketProfile - Posts: 120
No it's not good, i'm looking for ADV - Decl line, not ratio

and for the Breadth, it's UP Volume - Down Volume ratio

So maybe i have to make it with some studies so it is my question please
[2014-03-26 22:17:18]
TradingMarketProfile - Posts: 120
ok i find it for ADV - Decl line, IQfeed symbol is JINT.Z

But now, i need to do UP Volume - Down Volume ratio and the IQfeed symbols are :

VINA.Z for UP VOLUME
VIND.Z for Down volume

So how can i get the UP - DOWN ratio on that

Thanks
[2014-03-26 23:09:54]
Sierra Chart Engineering - Posts: 104368
For now you can do this by using the Ratio study with these separate symbols:
UVOL-NYSE
DVOL-NYSE

Refer to the documentation for the Ratio study:
http://www.sierrachart.com/index.php?l=doc/doc_TechnicalStudiesReference.html#s5
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2014-03-26 23:10:51
[2014-04-27 23:07:02]
Profile Trader - Posts: 174
Is the correct way to get the NYSE advance - decline chart (Breadth) to use the NISS-NYSE symbol now?

I currently have version 1126/Transact/SC Data Feed/Package 5 I do not have NYSE Indices activated. With this setup where is the data for this symbol(NISS-NYSE) coming from?

Thanks,

Doug


[2014-04-30 01:11:27]
Profile Trader - Posts: 174
??
[2014-04-30 01:33:18]
Sierra Chart Engineering - Posts: 104368
This had gotten overlooked.

The correct symbol to use is: NISS-NYSE

Here is the documentation for the market statistics data feed:
https://www.sierrachart.com/index.php?l=doc/SCMarketStatistics.php#top

That answers your other question.

Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2014-04-30 01:47:34]
Profile Trader - Posts: 174
I have reviewed this documentation several times and am still confused. If I get these indices with package 3 and 5 does subscribing to or activating and paying for the indices (exchange feeds) for SC data feed give me something else?

Introduction

With Sierra Chart Service Package 3 and 5, a complete market statistics feed for the US stock market and the US dollar index is provided.
This data feed works along with many of the Data and Trading services Sierra Chart supports. There is no need to select a different Data service to use.
All of the market statistics are calculated 24 hours a day if market data is available. The update frequency is twice a second.
The market statistics data feed is a Sierra Chart calculated data feed using a NYSE and NASDAQ real-time stock data feed. The data feed is distributed from Sierra Chart servers.


Can I assume this is separate from the SC data feed? If I subscribe to the NYSE Indices would I be getting a different data feed for this symbol (NISS-NYSE)?

All these questions stem from the comparison of the current feed I am getting to several different providers and there are major differences. usually the opening is way off. I understand that each provider will be a "little different" I can understand that and appreciate that. This is more then that. I have compared it too 2 different data feeds. If adding the NYSE indices exchange fee of 3.25 will get me a more accurate reading I would be interested in that.
[2014-04-30 03:41:13]
Sierra Chart Engineering - Posts: 104368
If I get these indices with package 3 and 5 does subscribing to or activating and paying for the indices (exchange feeds) for SC data feed give me something else?
This will only give you cash market indexes. Not market statistics.

Can I assume this is separate from the SC data feed?
Yes it is.

You will notice differences at the open and we believe that our opening values are correct and the others are way off. But this is a matter of opinion and different calculation methods. You have to use what you think is best for you. When we developed our market statistics data feed, aat times we could clearly see, that the values that some data feeds were giving for TICK at the open are just simply not logical. Which means they are giving a misleading reading. So we strongly contend, that you are not getting something more "accurate" elsewhere. But this is a decision that you have to make yourself.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2014-04-30 03:42:09
[2014-10-27 16:34:31]
Futures Operator - Posts: 239
1. Can you add a symbol to the Market Stats feed for NYSE Up Vol/NYSE Down Vol ratio, the same way you have it for ADR?

It only works using the Ratio study when Up Vol is higher, if Down Vol is higher, the Ratio chart becomes inverted. And charting each one individually, and then creating Ratio charts, especially for both scenarios for when the other is higher, requires running more unnecessary charts/resources.

2. Is there a way to set these Market stats charts to reset at the start of each trading day? Using 1 day to load setting still requires manual re-load/re-calc on each chart.

3. Is there a way to get the symbol $BANK, Nasdaq Bank Index, included in the Market Stats feed, or update in real time? This works in other charting platforms, but in SC its listed under Indexes and doesn't seem to be in real time.
Date Time Of Last Edit: 2014-10-27 16:37:23
[2014-10-27 17:03:20]
rhovega - Posts: 279
+1
[2014-10-27 17:08:15]
User17836 - Posts: 12
The above would be very helpful
[2014-10-29 03:43:58]
Sierra Chart Engineering - Posts: 104368
1. We will look into this.

2. They do already. Maybe we are misunderstanding what you mean. In any case, we cannot help with that.

3. You need to pay extra for this to get it in real-time. Refer to this page here:

Sierra Chart Exchange Data Feed
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2014-10-29 15:07:13]
Futures Operator - Posts: 239
Thank you for considering. On 2, I mean is there a way for the chart showing these market stats to reset and start clean on each new trading session, without showing the previous session?
[2014-10-29 19:29:16]
Sierra Chart Engineering - Posts: 104368
No.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2014-10-29 20:06:36]
Futures Operator - Posts: 239
Thank you, that would be a nice option in chart settings to have when you have time to consider it, essentially a correctly working 0 prior days to load setting.
Date Time Of Last Edit: 2014-10-30 16:33:39

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