Looks good Augie,
I will work it up when you post it.
BTW, I have 5 years of NAZ Adv-Decl data from Yahoo, and 2 years from your "sources". I did a compare on the 2 years of data that overlaps (the most recent 2 years).
The Yahoo data is flaky. It does not include unchanged volume, the up and down volume is different. Usually only by a few percent, but every now and then a data sample from Yahoo is way out in left field.
But it seems like 98% of the data results in a similar ratios within a few percent, so I went and did a backmodel to Jan 1998.
My initial observation is that I do not seem to get very many "playable" events. Of course I applied the same conditional formatting to the 1998-2000 data.
Maybe I need to lower the thresholds since the missing "unch" volume will result in less extreme ratio values?
Of course there could be something else at work - I might postulate that the hedge funds are pushing the up/down oscillators to greater extremes as the past few years have gone by - given their greater share of overall trading volume and herd mentality.
Warp
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