TRIN (or ARMS) Index (TRIN-IBIS@IBIS) Displaying Crazy values

Discussion in 'Technical Analysis' started by Nunsy, May 6, 2017.

  1. Nunsy

    Nunsy

    Hello guys,

    I am looking into the TRIN index (on xetra, hence IBIS), and it is displaying some very weird values.
    I am talking TRIN with values of 4, or 5 on a regular basis. Values around 15, some days up to 400.
    This can't be right. What is going on, why am I seing this? This must be some kind of an error.
    I am using Interactive Brokers' TWS.
    Here is a snapshot of how the chart looks like:

    TRIN-1.PNG TRIN-2.PNG

    A TRIN chart shouldn't look like this. Not even close. Values should be around 1 (neutral).
    Here is another TRIN chart, only this time from NASDAQ (TRIN-NASDAQ) And here again weird values can be seen, although they are staying relatively low in comparison to the IBIS TRIN.
    TRIN nasdaq.PNG

    At first I thought that I might be missing some data subscription from the european markets, but the issue is present on NASDAQ as well. Looking for suggestions.

    Anyone in here using Trader Workstation, could you please give me some feedback on this issue. What is your system showing? It would be great if you could post some pictures.

    If anyone using a different broker from IB could post an image of TRIN NASDAQ and IBIS, it would be highly appreciated.
     
  2. tommcginnis

    tommcginnis

    First, solve the date issue -- you're showing data that haven't occurred yet. :D
     
  3. Nunsy

    Nunsy

    What do you mean haven't occurred yet? What date issue? :)
    edit:
    2233223.PNG
    This one is on a 4 hours candles, in the period from 23rd February to 8th of May but the candles are only up to the 5th (friday) of May.
     
    Last edited: May 6, 2017
  4. tommcginnis

    tommcginnis

    Yep! You're right: 4-hour candles.
    Well, regardless, I wouldn't worry: you can't look or trust anything til SundayPM at the earliest.
    Do yourself a favor, though: put up TRIN-NYSE before you get too bent. That'll give you a pretty read-out. You can then compare what you see to TRIN-NASD and decide if there's an issue. I can't remember ever seeing an issue with TRIN-NYSE, but I'll warn you that TICK-NYSE takes value quit stupidly from the MARK value, even when the LAST (the one that matters!!) is dancing quit a bit away from that..... You'll curse it pretty soon.
    (But the NYSE-TRIN is fine.)
     
  5. Nunsy

    Nunsy

    Thank you for the suggestions Tommcginnis, however I don't have the data subscription for TRIN-NYSE.
    If it isn't too much of a bother, could you please give a screenshot of your index Monday or whenever you have the time?
     
  6. tommcginnis

    tommcginnis

    I'd guess before noon tomorrow -- and I'll put up a TRIN-NASD as well, for a check on yours. (Probably the more helpful thing anyway!)
     
    Nunsy likes this.
  7. tommcginnis

    tommcginnis

    Alllrighty, then! TRIN_NASDfebmarapr17.png


    Look familiar??
    But quite different from

    TRIN_NYSEfebmarapr17.png
     
    Nunsy likes this.
  8. vanzandt

    vanzandt

    Ya know.... I bet if somebody put that 2nd image on a large canvas and put it in some swank ass NYC gallery... that bitch would sell for $10K. Its kinda cool looking lol.
    I could see that in the lobby of GS or some hedge fund. I need to do that. No money in music lol. Too bad I paint like crap. :D
     
    tommcginnis likes this.
  9. tommcginnis

    tommcginnis

    I've read this over half-a-dozen times, and it still causes me to crack up......
    Not only the humor of it, but *jeeeez*, it's *genius*!:thumbsup::thumbsup::D
     
  10. Nunsy

    Nunsy

    Thank you for the chart!
    Yes, absolutely the same view for the TRIN-NASD. Well, that makes TRIN-NASD useless. I mean, those values don't say anything to me.
    Your other screenshot from TRIN-NYSE is something that I know how to read and understand. Values are steady and stay within the range of 0-to-~3 (1 being neutral).

    I though that there was an error with my system, but it appears otherwise.
    You didn't include TRIN-IBIS, but since our values for TRIN-NASD match I am inclined to think IBIS values would be the same as well.

    So tommcginnis (or anyone else), what do you think, how is one supposed to interpret those values I'm seeing?

    My understanding of TRIN is that it measures Advancing/Declining Volume relative to Overall Volume. I would use it while trading to keep me nice and cosy during a trade. It gives me the knowledge that the overall market is supporting my view.
    Here is an example of how I see and use TRIN values:

    >2 Oversold
    1.1-1.6 Bearish
    1 Neutral
    0.4-0.9 Bullish
    <0.3 Overbought


    You can understand my confusion when I get values in the range of 5-10! (wtf)
    I am currently trading the European market, mainly on Xetra ,Germany. I would like to be able to read the German market's TRIN, as I used it previously on regular basis in the US market and I think it is quite a useful tool.

    Does anyone know how to interpret these values?
    Is there a table I could use (as the one mentioned above)?
    I am looking for ideas on how to read these values from TRIN-IBIS or any other do-it-yourself way of calculation.


    Here's a Daily Chart of TRIN-IBIS, what are your thoughts on these values.

    trin may 9.PNG
     
    #10     May 9, 2017