trin adv decline time series

I am looking for database before 1997 on daily TRIN, advamce & declines on NYSe and adv & decl volumes

Welcome any hints

Thanks

 

I would be willing to share my database with you if you would be willing to share your ideas on how you plan on using it .

I have daily statistics going back to 1984 on the NYSE and the late 80's for the Nasdaq.

new highs
new lows
declining issues
advancing issues
declining volume
advancing volume
unchanged issues
unchanged volume

 

I am assessing the quality of signals coming from TRIN and Mcclellan. For TRIN, bloomberg gives me only datas from 1997: results are very good but I would like to check on a bigger scale. For mclellan I have datas from 1993

 

fortuna,

If you would like the data let me know and I can either email it or let you have access to my briefcase.

Eric

 

what is the bloomberg code? thanks in advance.


peace

 

Thanks very much my mail is fortuna@fortunafund.com

Bloomberg code is TRIN Index

 

Just some info that might help you, whatever you are trying to do. This is also called the ARMS Index, after its creator, Dick Arms. Larry Connors has a method he calls "TRIN Thrusts" in his book "Connors On Advanced Trading Startegies". basically he looks at the relative change vs absolute numbers.