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jjstein  
#1 Posted : Thursday, June 16, 2011 9:37:14 PM(UTC)
jjstein

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Joined: 5/13/2005(UTC)
Posts: 715
Location: Midwest, USA

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[censored]Arms did a audio interview, and presented a chart at the 5:30 mark.

However, I cannot get Metastock to match the 144-day ARMS INDEX in the bottom chart, which runs from 1998 to-date.

I've tried smoothing with an MA both before & after, but neither matches:

{ _NYSE TRIN After }

Smooth:=Input("Smooth",1,500,144);

ADI:=Security("C:\MetaStock Data\BM Data\X.NYSE-A",C);
USV:=Security("C:\MetaStock Data\BM Data\X.NYSE-A",V);
DCI:=Security("C:\MetaStock Data\BM Data\X.NYSE-D",C);
DSV:=Security("C:\MetaStock Data\BM Data\X.NYSE-D",V);

Trin:=(ADI/Max(DCI,1))/Max((USV/Max(DSV,1)),1);
Mov(Trin,Smooth,S);




{ _NYSE TRIN Before }

Smooth:=Input("Smooth",1,500,144);

ADI:=Security("C:\MetaStock Data\BM Data\X.NYSE-A",C);
USV:=Security("C:\MetaStock Data\BM Data\X.NYSE-A",V);
DCI:=Security("C:\MetaStock Data\BM Data\X.NYSE-D",C);
DSV:=Security("C:\MetaStock Data\BM Data\X.NYSE-D",V);

ADI:=Mov(ADI,Smooth,S);
DCI:=Mov(DCI,Smooth,S);
USV:=Mov(USV,Smooth,S);
DSV:=Mov(DSV,Smooth,S);
Trin:=(ADI/Max(DCI,1))/Max((USV/Max(DSV,1)),1);
Trin;


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