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^ADD and ^VOLD - way to create in NT 8?


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^ADD and ^VOLD - way to create in NT 8?

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  #1 (permalink)
 12VMan 
Raleigh, NC USA
 
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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!

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 bobwest 
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12VMan View Post
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!

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.

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  #3 (permalink)
 12VMan 
Raleigh, NC USA
 
Experience: Intermediate
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Posts: 40 since Mar 2015
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bobwest View Post
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.


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.

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 bobwest 
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12VMan View Post
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.

In that case, yes, they could be calculated.

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:



Any effort there is purely voluntary, but often people will step up and fulfill a request. This would be a simple one.

Bob.

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 Mich62 
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12VMan View Post
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!

ADD, TICK & TRIN are available under Instruments. It should be possible to add VOLD according to this thread in NT support:

https://ninjatrader.com/support/forum/forum/ninjatrader-7/platform-technical-support/46137-vold-add-tick-trin

TICK & TRIN data via ninjatrader.com/MDE (Customize option)

TICK_TRIN_DATA


May also be of interest:

https://ninjatrader.com/support/forum/forum/ninjatrader-8/platform-technical-support-aa/1100990-ninjatrader-td-ameritrade-for-add-vold-tick-trin-issues

https://ninjatrader.com/support/forum/forum/ninjatrader-7/platform-technical-support/40150-vold-vol

https://ninjatrader.com/support/forum/forum/ninjatrader-7/platform-technical-support/9342-nyse-tick-trin

Some threads are old. Don't know if things have changed. If it did I would expect for the better. Hope it helps.

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