S&C 2013-04 | Low Frequency Trading (McEwan)
Author: Swissi
Creation Date: 6/2/2013 2:32 PM
profile picture

Swissi

#1
I am looking for the code of the Market Breadth formula from Ron McEwan.
profile picture

Eugene

#2
TASC 2013-04 | Low Frequency Trading (McEwan)

The formula itself is currently not published for it's rather long and not intended to be used directly. It's part of the MS123 IndexDefinitions library. Update to the latest version of the library using the Extension Manager.
profile picture

Eugene

#3
Just in case you need it, here's the IndexDefinition's complete code:

CODE:
Please log in to see this code.