Money flow historical data

Discussion in 'Data Sets and Feeds' started by Tompson, Apr 22, 2007.

  1. Tompson


    I'm looking for daily historical data on index ETFs (eg. DIA) for cumulative up/down volume (summed trade by trade) - also known as money flow.

    Tried searching on google and the search function here on ET without much success. Birinyi was one possible lead but quite expensive. Please could someone point me in the right direction?

    Thanks in advance

  2. infooo


    tell me why you need it

    and I'll tell you where to get it.
  3. squeeze


  4. Tompson


    Thanks squeeze - I'll look at that.

    Sure infooo, I want to verify some of the recent money flow analyses over at traderfeed. There are some pretty strong edges for index swing trading.

  5. squeeze


    How are you defining money flow in this case?

    Is it just volume * price or is there something directional in the calculation?
  6. I would take anything you read on TraderBrett's blog
    with a grain, make that a pound, of salt.

    He feigns hypotheses, he works backwards to find
    data to support the conclusions he wants. He's also
    a not so closeted disciple of Alyssa Rosenbaum, an
    admirer of VN (yet another Randian), and worse,
    much worse, of Mike Mentzer, fratricide and poster
    child for steroid induced dementia.

    Just letting you know,

    Dr. Lizardo
  7. infooo


    anything that is public info like Money flow and volume is waste of time

    much better to be just a trend follower :D
  8. Tompson


    squeeze, it's net trade volume: volume on upticks is positive, downticks negative.

    infooo, are you going to keep your word?

  9. infooo


    I was like you Tom looking for edge in the wrong place

    I am sorry I don't know where you can get the data

    but I will give you something far more valuable

    I swear on the grave of my grandfather (a brave man who fought nazis and was wise overall) what I am about to tell you is true

    throw away all your indicators and programs

    I spent time on it like you, and I did find market inefficiencies

    but the biggest money maker is short term trend following

    you only need a price chart

    learn to follow trend and get out quick once it stops