- ago
Description of the breadth indicators can be found at:
http://www2.wealth-lab.com/WL5WIKI/IndexDefinitionsMain.ashx

The new Index-Lab extension:
https://www.wealth-lab.com/extension/detail/IndexLab

MS123 IndexDefinitions for WL6 include:

Adjusted Advance Decline Ratio
Advancing/Declining Issues Percent
Arms Index
Big Movers only
Bolton Tremblay Indicator
Breadth Index
Breadth Index Adjusted
Bretz TRIN-5
Bullish Percent Index
Cash Flow Index
Climax Indicator
Cumulative Volume Index
Cumulative Volume Ratio
Demand Index
Dysart Positive/Negative Volume
Eliades New TRIN
Gap Index
Haurlan Index
High Low Logic Index
Hughes Breadth Index
Indicator Crossover/Crossunder (value)
JK HiLo Index
Low Frequency Trading
Market Strength
Market Thrust Oscillator
McClellan Oscillator
> McClellan Oscillator - Volume
McClellan Summation Index
> McClellan Summation Index - Volume
Merriman Volume Model
New Highs/New Lows Ratio
New Highs - New Lows
New High New Low Line
New Highs and New Lows Oscillator
New Highs (Lows) Percent Total
New n-bar Highs/Lows
New Weekly Highs/Lows
Number of stocks above (below) an indicator's value
Number of stocks crossing over (under) an indicator's value

Number of symbols trading x Standard Deviations above (below) their n-period indicator
Overbought/Oversold Ratio
Price/Indicator Crossover/Crossunder
Schultz Advances/Total Issues
STIX (Short Term Trading Indicator)
Speculative Demand Ratio
Swenlin Trading Oscillator
Swenlin Trading Oscillator - Volume

Technical Index
Trend Exhaustion Index
Total volume
Unchanged Issues Index
Up Down Volume Line
Up/Down Volume Ratio
Up/Down Volume Spread
Velocity Index
Volume Percentage Ratio
Weekly Buying/Selling Climax
Zweig Advance/Decline indicator
Zweig Breadth Thrust
Zweig Up Volume Indicator
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- ago
#1
These breadth indices are already available as of Index-Lab build 3:

* McClellan Oscillator
* Advancing/Declining Issues Percent
* New Highs (Lows) Percent Total
* New n-bar Highs/Lows
* Number of stocks above (below) an indicator's value
* Number of stocks crossing over (under) an indicator's value
* Zweig Breadth Thrust
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- ago
#2
*** These indices can be reconstructed using an indicator from the Transformers group:

+ Bretz TRIN-5 - use MathIndOpInd (5-bar Sum of CompArmsIndex)
+ Total volume - use MathIndOpInd on CompAdvDec or one-liner C# code
+ New Highs - New Lows - use MathIndOpInd
+ New Weekly Highs/Lows - use ScaleInd
+ New Highs/New Lows Ratio - use MathIndOpInd, indicator #1: CompNewHighNewLow "divide" by indicator #2: MathIndOpInd(of CompNewHighNewLow(Highs) "add" CompNewHighNewLow(Lows) )
+ Haurlan Index - use MathIndOpInd to create an EMA of CompAdvDecSpread
+ Overbought/Oversold ratio - use MathIndOpInd, indicator #1: CompInd% (RSI above 70) "divide" by indicator #2: CompInd% (RSI below 30)
+ Market Strength - use CompInd% of 1-period ROC

*** These indices can be accomplished with C# code

- Swenlin Trading Oscillator (STO) - a simple math on CompAdvDecSpread
- Swenlin Trading Oscillator - Volume: same as STO


^ ^
The lists are being updated.
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