I cannot get Metastock to match the chart [censored]Arms posted during an audio interview at the 5:30 mark. Here is a screen capture:

CHART HERE.



Below is what I have tried so far, code & chart:
{*****************************************}
{* _NYSE TRIN *}
Smooth:=Input("Smooth:",1,200,10);
Period:=Input("Periods:",1,500,144);
ADI:=Security("\MetaStock Data\BM Data\X.NYSE-A",C);
USV:=Security("\MetaStock Data\BM Data\X.NYSE-A",V);
DCI:=Security("\MetaStock Data\BM Data\X.NYSE-D",C);
DSV:=Security("\MetaStock Data\BM Data\X.NYSE-D",V);

Trin:=(Sum(ADI,Period)/Sum(DCI,Period))/
(Sum(USV,Period)/Max(Sum(DSV,Period),1));
TrinSmooth:=mov(Trin,Smooth,W);

Trin;TrinSmooth;
{*****************************************}
CHART HERE.



{*****************************************}
{* _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;
{*****************************************}
CHART HERE.




{*****************************************}
{* _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);
{*****************************************}
CHART HERE.



Anyone have a suggestion?

They're already inverted. They just don't match, and I can't figure out why -- the TRIN calculation has been around for awhile -- unless I've messed up or he's doing something new/unpublished.

Couldn't embed the charts, so if you click on them, it should open a new window with the chart.

Traditionally, the TRIN is a calculation of the current days value only. I did not catch in the interview how the time periods were being applied. Straight averaging does not seem to work.

A second possibility is a difference in the data. Is he using data for the NYSE, the NASDAQ, or a combination of the two. Further, different vendors count the advancing and declining issues differently. some include Warrants and Preferred shares, some don't, and some do a mix.

I believe you should be able to get a plot close to what is shown, but an exact match may be impossible without using the same data [censored]Arms used.

As I stated in my original post, the TRIN traditionally does not use time periods. it is a series of points calculated independently of past or future data. The Original TRIN is calculated with just the Advancing and Declining issues and Volume of that day.

"I did not catch in the interview how the time periods were being applied" was not a reference to the number of periods but how the data was being used. is this a simple average, a weighted average, a summation, or some other calculation.

I have been doing more research and came across the Open-10 TRIN:

ADI:=Security("C:\MetaStock Data\BM Data\us&ADVQ",C);
USV:=Security("C:\MetaStock Data\BM Data\us&UVOQ",C);
DCI:=Security("C:\MetaStock Data\BM Data\us&DECQ",C);
DSV:=Security("C:\MetaStock Data\BM Data\us&DVOQ",C);
(Sum(ADI,10)/Sum(DCI,10))/
(Sum(USV,10)/Sum(DSV,10))


Maybe using that as a starting point will get you closer to the posted chart.