Advancing Declining Issues difference and ratio

[PN720]

Hey guys,

In ThinkOrSwim, they can chart the difference between the Advancing and Declining Issues index by actually typing in the 2 indexes as a formula in the Symbol area. I tried to do that with Ninjatrader and that doesn't work. Is there a way to do this in NJT?

For the market breadth, TOS also offers a ratio. Is there a way to do this in NJT?

Thanks!

[NinjaTrader_PatrickG]

The instrument ^ADD does exactly what you describe (difference between ^DECL and ^ADV). The ^ADD is a built in index instrument and can be used just like any other instrument within NinjaTrader.

Not all data providers supply data for this index, but there may be a work-around even if your data provider doesn't supply data to ^ADD, but does for ^DECL and ^ADV.

What version of NinjaTrader 8 are you using? Please provide the entire version number. This can be found under Help -> About (Example: 8.0.X.X)

Who are you connected to? This is displayed in green on lower left corner of the Control Center window.

I am not quite sure what you're referring to as 'ratio'. Could you provide any resources available and a detailed description of what you're looking for?

[PN720]

Hi Patrick,

Thanks for your prompt response. I'm using NJT 8.0.15.1 with Continuum as my data provider.

I should have clarified that i was looking at NASDAQ. The ADD is perfect for NYSE.
In TOS, you could put in NUPI - NDNI and it would do the calculation for the chart. For NJT, would you have to create an indicator to do this for NASDAQ?

Same question for the Market Breadth (Up Volume - Down Volume). In ThinkorSwim, they would show you the volume readings as a ratio (i.e. 3:1).

[NinjaTrader_PatrickG]

The '^NDNI' and '^NUPI' are also built into the platform, however, there is not a built in instrument that combines these and displays the spread as you desire. There is an indicator on our forums you can use (it sounds like you may already be aware of this):

NT8 - Spread Indicator with Candlesticks

The NASDAQ indices for up and down volume are ^NUPV and ^NDNV.

For reference, here is a publicly available link which goes over the indices supported by a NinjaTrader Continuum (CQG) connection:

https://ninjatrader.com/CQGSupportedIndexes

[elgreco]

Any updates about displaying the breath ratio like (2:1) this?