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Registered User Joined: 4/17/2007 Posts: 39
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I'm trying to do some long-term historical testing and have the following question on the A/D Volume Data. Is this indicator calculated based on the current composition of the "list" of securities or does SF (or TC) have actual A/D volume data for say the SP100 (list) that goes back to the 1960's, which was calculated at any given time using the then current composition of the SP100 (list)? Thanks.
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Worden Trainer
Joined: 10/7/2004 Posts: 65,138
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Any market indicator or index type data that is available as a symbols such as the Worden Market Indicators (T2s) or even the Industry and Sub-Industry averages was calculated in place at the time using the historical membership at the time.
Market Stats, TICK and TRIN
Worden’s Market Indicators (T2s)
Any Indicator type (as opposed to symbol type) Index or Market Indicator that is calculated in StockFinder using a WatchList is based on the current membership of that WatchList.
-Bruce Personal Criteria Formulas TC2000 Support Articles
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Registered User Joined: 4/17/2007 Posts: 39
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Thanks Bruce....that clarifies it very well.
Z
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Worden Trainer
Joined: 10/7/2004 Posts: 65,138
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You're welcome.
-Bruce Personal Criteria Formulas TC2000 Support Articles
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