Market Sentiment Indicators
Author: benito747
Creation Date: 12/29/2009 3:04 PM
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benito747

#1
Is it possible to have a Community Market Sentiment Indicators that would be helpful. Typical Indicators:

New High- New Lows (Market selective NYSE, AMEX,NASDAQ)
McClellan Oscillator
Put/Call Ratios
Advance/Decline Ratio
NYSE Bullish Percentage
Arms Index


etc...


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Eugene

#2
McClellan Oscillator - take a look in Community.Indicators, already have it there for ages

Put/Call Ratios - is not an indicator, and will not be implemented as an indicator. Just give it a thought - Put/Call Ratio is a data series coming from CBOE, so if it's not included in your Fidelity downloads, you need to download the data, parse, create a DataSet... or have a data provider created for that purpose... However, if you pay a visit to the Wealth-Lab 5 Wiki, there you'll find a sweet little Strategy that does all of that on demand and presents you the CBOE Put/Call Ratio.

New High- New Lows - that's in your Fidelity downloads. See Wealth-Lab 5 Wiki FAQ > Data & data providers > Fidelity on a DataSet called "Market Sentiment".

Arms Index - same as above

NYSE Bullish Percentage - you could have helped yourself by searching the forum for "Bullish Percent Index" first. I suggest making this search to find it "Bullish Percent Index for .NET" already nicely implemented by Cone, our PnF expert. This indicator can't be integrated in an indicator library for a reason.

P.S. I deliberately haven't included any links to stimulate your Wiki searching skills, which will pay off in the long run. ;)
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Eugene

#3
Found this topic while searching for an unrelated subject. Let's have an update:

QUOTE:
New High- New Lows (Market selective NYSE, AMEX,NASDAQ)
McClellan Oscillator
Advance/Decline Ratio
NYSE Bullish Percentage
Arms Index

MS123 IndexDefinitions library

QUOTE:
Put/Call Ratios

CBOE Static Provider
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jalalfeghhi1

#4
Eugene, Cone
Obviously wlp provides price and volume data. How can we obtain the open interest data for a security?

-thx, J
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Eugene

#5
If you're talking about the open interest for derivatives, the answer is from any data provider that explicitly supports it (PiTrading, TradingBlox, Free COT data providers, named series field in ASCII files obtained from a data vendor that provides open interest...)
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jalalfeghhi1

#6
Thanks Eugene