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Apparently ADD and VOLD are not available if you use Ninja Brokerage's data feed, which is surprising (and disappointing). Is there an easy way to generate these for a non-programmer?
Thanks!
Can you help answer these questions from other members on NexusFi?
This data is provided by the NY stock exchange: ADD is the difference in the number of advancing vs. declining stocks; VOLD is the difference between the volume of advancing vs. declining stocks.
This means they can't be "generated" or created from some other data, either from programming or not. You have to have them in your data feed. It does depend on the feed you are using. Many feeds will provide this kind of "market metrics" data.
I don't use NT and I don't know what your particular feed may include. You might look for some symbol preceded by the "$" sign, such as "$ADD" or "$VOLD" or something similar. I have also seen some feeds that list them as something like "^ADD". Look in the available symbols for something that looks like these.
You could also simply email NT support. Or someone who is more familiar with NT may want to weigh in here.
Bob.
Bob.
When one door closes, another opens.
-- Cervantes, Don Quixote
I started with NT support and they indicated these were not available. I was thinking the might be able to be generated because NT does provide, for example UVOL and DVOL - wouldn't you be able to get VOLD by simply subtracting one from the other? I believe they provide advance and decline separately as well, but not entirely certain.
I am surprised to hear that they provide the components but not the combined value. I assume that you're right about the advance and decline numbers also.
Your best bet is probably to post a request for some help in the free NT indicator programming thread, at this link:
Hey guys, I thought many of you would enjoy and benefit from this thread. My intention is to have each poster reply and describe in as much detail as possible an indicator they want created for NinjaTrader.
The programmers on the forum (there are many), …
Any effort there is purely voluntary, but often people will step up and fulfill a request. This would be a simple one.
Bob.
When one door closes, another opens.
-- Cervantes, Don Quixote
I use NT8 lifetime and subscribe to indexes which only include the UVOL DVOL ADV and DECL and Not VOLD or AD. As I understand it, VOLD can be created from UVOL and DVOL and AD can be created from ADV and DECL, however I don't have a clue how to do it. What I want is a ticker for VOLD and one for AD so I can create a chart for each.