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Custom Market Breadth Indicators

Posted By windspeedo 9 Years Ago
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Posted Saturday October 25 2008
If there are several hundreds of stocks in a watch list, how could I calculate market breadth indicators based on the watch list? Such as New Lows within 100 days?
Is it possible in RE?
Thanks.
Posted Saturday October 25 2008
Have you looked at the "Working with Multiple Symbols" section of the Developing Trading Systems in RightEdge section of the documentation?  This shows you how to access data for multiple symbols.

You would probably want to do your calculation in your system-level NewBar method.  From that method you can access your symbol scripts via the SymbolScripts property to do your calculation, and then call base.NewBar() which will call NewBar for all your symbols.

Thanks,
Daniel

Posted Sunday October 26 2008
Thank Daniel for the help.
Quite useful.
Wink
Posted Sunday October 26 2008
windspeedo (10/26/2008)
Thank Daniel for the help.
Quite useful.
Wink

No problem, let us know if you have any other questions.

Daniel



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