Re: [RT] NASDAQ Daily AdvVol-DeclVol

[Clyde Lee <clydelee@xxxxxxxxxx>]

Yes, that is a better presentation although 
I am one
of those persons stuck on 
LeastSquares.
 
Absolutely, intraday, measure where we are 
on a 
particular day and be surprised how much we 
put in
our pockets at the end of the 
day.
 
Many thanks to BobR and "Research 
Department" for
pointing out this phenomena.
 
Clyde
 
 
- - - - - - - - - - - - - - - - - - - - -  - - - - - - -Clyde 
Lee   
Chairman/CEO          (Home of 
SwingMachine)SYTECH 
Corporation          email: <A 
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Westglen, Suite 105       
Office:    (713) 783-9540Houston,  TX  
77063               
Fax:    (713) 783-1092Details 
at:                      
www.theswingmachine.com- - - - 
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<BLOCKQUOTE dir=ltr 
style="PADDING-RIGHT: 0px; PADDING-LEFT: 5px; MARGIN-LEFT: 5px; BORDER-LEFT: #000000 2px solid; MARGIN-RIGHT: 0px">
  ----- Original Message ----- 
  <DIV 
  style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black">From: 
  Mudit Wahal 

  To: <A title=realtraders@xxxxxxxxxxxxxxx 
  href="mailto:realtraders@xxxxxxxxxxxxxxx";>realtraders@xxxxxxxxxxxxxxx 
  
  Sent: Tuesday, June 05, 2001 14:18
  Subject: Re: [RT] NASDAQ Daily 
  AdvVol-DeclVol
  Clyde,I did a little twist, instead of adv - decl 
  volume, I'm calculating(adv - decl)/total and normalize between 0 and 
  100.Say RT = (adv - decl)/total  .... (be it issues or 
  volume)RT ranges from -1 (adv = 0, decl = total) to +1 (adv = total, 
  decl = 0)So, I normalize -1 to 1 range to 0 to 100.This is 
  slightly more intutive, as a number 50 means adv = decl, under 50, decl taking 
  overadv, over 50, adv take over declines.I'm attaching 3 charts, 
  these are 3 weeks, 39 min candle stick charts of the nasdaq index,the RT 
  ratio for issues (^NSDARTI) and RT ratio for volume (^NSDARTV).The 
  values are intraday and nothing is carried over from the previous 
  day.ThanksMudit--- Clyde Lee 
  <clydelee@xxxxxxxxxx> wrote:> The attached may provide ES day 
  traders some food for> thought.> > BobR has constantly 
  been reminding us of the information> content in the NASDAQ volume 
  figures.> > Look at this.  Whenever the AV-DV line crosses 
  the  0.5> Standard Deviation of a 20 day LeastSquares fit of the 
  > AV-DV data and has any momentum -- particularly if it is> 
  early in session -- you have the signal direction ! ! !> > 
  Clyde> - - - - - - - - - - - - - - - - - - - - -  - - - - - - 
  -> Clyde Lee   
  Chairman/CEO          (Home of 
  SwingMachine)> SYTECH 
  Corporation          email: 
  clydelee@xxxxxxxxxxxx  > 7910 Westglen, Suite 
  105       Office:    (713) 
  783-9540> Houston,  TX  
  77063               
  Fax:    (713) 783-1092> Details 
  at:                      
  www.theswingmachine.com> - - - - - - - - - - - - - - - - - - - -  
  - - - - - - - -> > > ATTACHMENT part 2 image/gif 
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  <IMG 
src="cid:{56C4EDE7-59EF-11D5-942B-00C0F03D4A44}/NSD.gif";>
  
  

  
  
  <IMG 
  src="cid:{56C4EDE8-59EF-11D5-942B-00C0F03D4A44}/NSDISS.gif";>
  
  

  
  
  <IMG 
  src="cid:{56C4EDE9-59EF-11D5-942B-00C0F03D4A44}/NSDVOL.gif";>






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