S&C 2013-04 | Low Frequency Trading (McEwan)
Author: Swissi
Creation Date: 6/2/2013 2:32 PM
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I am looking for the code of the Market Breadth formula from Ron McEwan.
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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.
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Just in case you need it, here's the IndexDefinition's complete code:

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