Replies to post #21712 on ETF SWING & DAY TRADING

[MetalFillBoy]

RE: zzz2maro: Duplicate data.

Hello zzz!

Here is a link to a post by mvp on where to get historical adv/dec data. He does mention that duplicate values need to be checked for:

http://www.investorshub.com/boards/read_msg.asp?message_id=8794272

There was also another post in regards to difference in the NASI calculated from the data link above and the NASI values found at stockcharts.com. When backtested, the system had a noticeable difference in returns when different data sources were used (adv/dec link vs. Stockcharts.com). The problem here is that there is only 2 years worth of data at stockcharts.com. If someone has this data, prehaps they can do a comparison between the two sets of data to verify if there is a problem.

SI formula: I think the one that everyone is using is as follows:

diff=1000*((adv-dec)/(adv+dec))
SI=19*EMA(diff,39) - 9*EMA(diff,19)

I think this is also referred to as the Ratio Adjusted McClellan Summation Index.

Hope this helps.

[wild_card]

zzz2maro: thanks for the error list:

Good catch!
Thanks for providing that list.

As you say, will affect results somewhat but hopefully not too significantly.

I will correct with data from other source if available.

[tclark1]

What source of dates are you filtering to?

When I set up the data in the sheet, I used the dates from historical data download from Decision Point to filter/sync everything to. Some of their dates on major holidays were off by 1 day from the other source. Everything was adjusted to their dates.

If you can provide another source of the data needed, please plug it in and share with all.