Help trading an Advance Decline Values product ??
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   sir_lance
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Username: sir_lance Post Number: 24 Registered: 12-2005
Rating: N/A Votes: 0
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| | Monday, April 06, 2009 - 09:38 pm: | 
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Hi I would like to find a spread betting or CFD account which allows me to trade some sort of Advance Decline product. I see I can trade CFDs on the XJO / XAO etc of spread bet on whether the market goes up or down. However I beleive I have some sort of system using the Aussie Advance Decline values. I have back tested it but now I would like to test it with a limited account - trade in real time not with just EOD data. Can anyone help me ?? SL
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   sir_lance
Member
Username: sir_lance Post Number: 25 Registered: 12-2005
Rating: N/A Votes: 0
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| | Thursday, April 16, 2009 - 12:55 pm: | 
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Hmmm Ok I have not had much responce here. So maybe I will repose (is this a word?) the question and see if I have any better luck. Attached is a XLS file which has ASX Advance Decline data collected from 2003-TODAY. I have a system which can determine when the Advance Decline is about to reverse with a very high accuracy. However you can't trade A/D. I have tried correlating A/D against XJO and XAO, however they correlation is not that high meaning if my A/D system predicts a bearish signal, XJO or XAO will only follow that signal 70-80 % of the time therefore introducing more error. I am hoping someone can download the XLS spreadsheet and either chart it in EXCEL or change the column data such that they can import it into their own charting package. Then check to see whether they can correlate the chart to antoher chart, ie when A/D goes up-up-up-dn-up, hopefully you can identify another equity, indicy etc that also does up-up-up-dn-up (even if they are not on the same day - ie maybe the correlation is 2 days out so equity XYZ go up 2 days after A/D went up. If you do find a correlation, please get back to me and I would be happy to share my system with you. Thanks SL Here is a picture of A/D charted in my charting application
Here is the raw data
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