Custom Indicator to plot difference between NYSE Up & Down Volume
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Custom Indicator to plot difference between NYSE Up & Down Volume


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Created November 15th 2011 by richw
Updated April 9th 2014 by ratfink
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Custom Indicator to plot difference between NYSE Up & Down Volume

  #1 (permalink)
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Custom Indicator to plot difference between NYSE Up & Down Volume

I want to create an indicator that will plot the difference between the NYSE Up Volume and the NYSE Down Volume (^UVOL - ^DVOL). Can anyone point me to an example script of how this might be done or one that has been done?

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  #2 (permalink)
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richwaters View Post
I want to create an indicator that will plot the difference between the NYSE Up Volume and the NYSE Down Volume (^UVOL - ^DVOL). Can anyone point me to an example script of how this might be done or one that has been done?

I think you can simply use the spread indicator as per link below and apply it ^UVOL and ^DVOL.

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  #3 (permalink)
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Thanks Fat Tails. That saved me some time and allowed me to look at what I wanted to see. :-)

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  #4 (permalink)
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nyse volume

hi does anyone know where i can download historical nyse volume and nyse advancing volume?

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  #5 (permalink)
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Is there an indicator similar to the "Spread" indi that will plot the difference between two indicators ?

Example : between 2 different RSI, or MACD on the same chart, etc ?

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  #6 (permalink)
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sergentpepper7 View Post
Is there an indicator similar to the "Spread" indi that will plot the difference between two indicators ?

Example : between 2 different RSI, or MACD on the same chart, etc ?

Here's a simple quick hack, just edit RSI to whatever you want and save under different names as needed, I don't know of one that allows dynamic naming but a lookup table could be used if somebody was keen. Cut and paste much easier though.

I usually run with CalculateOnBarClose = false because it's prettier but just set it = true if you have a cpu intensive or bar close dependent indicator in mind. You can also increase the CurrentBar < N check if earlier bar closes used.

(It's a simple mod of https://futures.io/ninjatrader-programming/31086-does-anyone-have-script-subtrace-adv-decl-get-add.html#post397566)

You could also maybe use the spread indicator that was posted earlier in this thread but I haven't looked at it so don't know.

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