Historical data NYSE TICK and A/D-Line Ninjatrader 8

Discussion in 'Data Sets and Feeds' started by geth03, Mar 14, 2018.

  1. geth03

    geth03

    Hi,

    Does anyone have historical data for the above mentioned?
     
  2. jharmon

    jharmon

    Yes, but do you understand the implications of using an indicator that samples the entire market including stuff you probably don't want? e.g. Do you think a floating rate note debt security should contribute to a stock market sentiment indicator?
     
  3. geth03

    geth03

    I use the TICK and AD-Line to know what the underlyings are doing when i trade the Emini SP500 futures.
    Can you send me PM please.
     
  4. jharmon

    jharmon

    So you want to know what debt securities are doing when you're trading stocks? Seriously?

    Some facts for you:

    The S&P 500 comprises 377 NYSE stocks and 128 Nasdaq stocks

    The NYSE Tick and A/D indicators are based upon 3132 securities, of which about 2000 are operating companies and the rest are all sorts of security types (various exchange traded products, debt securities, hybrid debt-equity, closed-end funds, rights, warrants, preferreds etc).

    Let me put it another way....

    Let's say you're going shopping for vegetables because you own a restaurant. As part of your decision making process for buying those vegetables, you use an index, which is made of up of 60% vegetables (many of which you never buy) plus 40% of the index is for cosmetics.

    However, you insist on using this index because it's somehow representative of what you're buying.

    [​IMG]
     
    Last edited: Mar 15, 2018
  5. geth03

    geth03

    Thanks for sharing your thoughts with me but it is just for backtesting purposes.
     
  6. jharmon

    jharmon

    Same reaction applies - why use it? It's not relevant and just adds noise.

    You're trying to get relevant trading signals but you're just adding useless garbage to the mix.
     
  7. geth03

    geth03

    really i wont describe my whole strategy right now to you and discuss with you if it makes sense to you or not.
    i think on some days and at some price Levels the market internals are useful Tools.