Advance/Decline

[T4M]

Is it possible to load the Advance/Decline line from the NYSE in NT6 (with IB)?

[NinjaTrader_Ryan]

Hello:

Thank you for your post.

Yes, this instrument is available for use with NT 6.

Please add to the Instrument Manager under Tools > Instrument Manager > New.

Screen shots are attached, NYSE should be selected as the exchange.

Regards,

[T4M]

I duplicated the screenshots but I get

"Error - you need to select an instrument"

[NinjaTrader_Ryan]

Hi:

Thank you for your reply.

You must initialize the instrument to be recognized by NT.

To do this, please add the instrument to your Default Instrument list and select from your default list.

This only has to be done once, afterwards, you may remove from the default list and it will still work when selecting from the Master Instrument list.

More information on Add/Remove instruments can be found here:
http://www.ninjatrader-support.com/HelpGuideV6/AddRemoveFromList.html

Regards,

[jeffg]

Ryan, I followed your instructions. However my chart is blank. Have you been able to get the A-D using Interactive Brokers' datafeed?

[NinjaTrader_Ryan]

Hi Jeffg:

Thank you for your post.

The symbol mapping and specs for this index are correct within NinjaTrader.

From within TWS, select the Advance/Decline Index and verify that you are authorized to receive data for this instrument.

[jeffg]

Thank you for your speedy reply, Ryan.
I have verified that I am authorized to receive data for this instrument, and I am in fact receiving it. What's more, I am able to chart this index with other charting software using IB feed (Sierra, Quotetracker and IBcharts). However I really like NinjaTrader and would like to switch to it and use it as my charting and trading platform.
Have you actually been able to chart the A-D using IB datafeed yourslef, Ryan? if not, would you happen to know of someone who has and refer me to that person?
Thanks again,
Jeff

[NinjaTrader_Ryan]

Hello:

My mistake Jeff, the symbol mapping for the Advance/Decline index within NinjaTrader should be 'AD' for Interactive Brokers, not 'ADD'.

To change, remove the Instrument from your Default list in the Instrument Manager.

Then, select the Instrument and choose 'Edit', then go to the Misc. tab and find IB and change symbol mapping to 'AD'.

Choose 'OK' and then add the instrument back to your default list.

Once the is completed data will come in for the index after establishing your connection to IB.

[jeffg]

Thanks again for your prompt reply, Ryan.
Actually I did that already; I'm sorry forgot the mention that. I knew that symbol was used by some other software. It dodn't work, though. Did it work for you?

BTW, after I add the symbol, it appears as ^AD on the list, not just "AD". The programs adds the caret somehow. Is that a problem?

[NinjaTrader_Ryan]

Hello:

Thank you for your response.

May I test on my pc using your login information.

I want to verify that we produce the same results and then we can resolve.

Please send a note to support at ninjatrader dot com and reference this post.

As per the carrot that appears, this is normal action within NT when using an Index instrument.

Best regards,

[jeffg]

I'm not sure in understand: what login information are you asking?

[T4M]

I feel a little bit stupid, I also don't get it working! What is the symbol in TWS for the advance/decline line?

[NinjaTrader_Ray]

Actually, I believe its "AD-NYSE" according to IB specs. However, even in IB, I can not pull up a chart.

[T4M]

Actually, I believe its "AD-NYSE" according to IB specs. However, even in IB, I can not pull up a chart.

I just contacted IB, it's not possible to chart it with IB they said

[NinjaTrader_Ray]

Thank you very much for clarifying this. That will save us some time in the future :)

[jeffg]

I've contacted IB too. It *IS* possible to do it. What's more, I am doing it all the time! I am doing it right now! please see a CURRENT screenshot attached

[jeffg]

the previous chart was made with QT. this one is with Sierra. same IB datafeed.

[NinjaTrader_Ray]

What IB symbol are you using?

If you go to TWS and enter AD-NYSE, you get not data or a chart. This is the symbol spec'd by IB symbol look up. Are you using something different, if so, would you be kind enough to share?

Thanks

[jeffg]

by all means. IB's symbol is: AD-NYSE
TWS's charts don't plot this index on their own charting software, but they do provide the data via their API, hence the need for a third party charting software like NinjaTrader

The symbol for Quotetracker is "NYSE:$AD-NYSE" (without the quotes), if you like to look at it.

SIerra take a differnt approach, a very cool one IMHO. they take the ADVANCERS and subtract the DECLINERS, so they give you the difference, rather than the ratio, which IMHO is a lot more intutive and popular.

Hope this helps.

[NinjaTrader_Ray]

I have tried "AD-NYSE" and that does not retrieve any data through the API. Its possible that QT is getting the data from elsewhere? You could try around with different symbols in the IB symbol mapping.

[jeffg]

No. QT is not getting the data from somewhere else. Neither do Sierra and IBCharts. I know that for a fact. I have tried to the limit of my abilities as a simple user with different symbols in the IB symbol mapping. None seemed to work. However I can tell you as a matter of fact that it is possible, as you know, although I can't tell you how exactly. I am not a programmer and I don't have those experties. I happen to know that IB broadcast to sets of data: the give the advancers and the decliners, and the give out the ratio. I also believe that they give the data in some way or format that makes it harder for your software to understand. But as I said I have now way of telling how or why. It may be that for NT6 you would need to enter a different symbol. I don't know. However I do rely on the A-D in my treding. I think the way to go about it is for your technical people to contact IB's technical people and to resolve this issue. It is beyond the abilty of the user to do so.

[thrunner]

It is beyond the abilty of the user to do so.I understand your frustration jeffg. This is mostly a IB problem and not a NT6 problem. IB datafeed is cheap/free but it carries a price in that it is only a simulated tick data feed and that several symbols are specialized abbreviated symbols and AD-NYSE is one of them. It take specialized parsing of this data in order to extract advance and decline data out from it. In addition, I am sure you are awared, you also can't get any historical data out of this symbol from IB. Here is a good example of how Amibroker users are dealing (or not dealing) with it : http://finance.groups.yahoo.com/group/amibroker/message/107942
>> "This is an unusual IB symbol. The advancing issue count is
>> transmitted via the bid and the declining issue count as the ask
>> price. The number of unchanged NYSE issues is reported in the "Bid
>> Size". No "Last price" is transmitted for this symbol."
>>
>> AD-NYSE will not even show up as a quote in TWS (Traderworkstation in IB).
---------------------------
From AB support:
"Natively it's not possible to store bid/ask prices in AmiBroker database,
so the only workaround would be to catch Bid prices in the LAST field when
using DDE plugin. Alternatively - please search for an engine that will
allow you to store the quotes in the SQL database and then - use ODBC
plugin: url....
---------------------------
Why don't we all just admit what's going on here with these
Interactive Brokers "special symbol cases": it was a terrible design
decision made by IB and the charting vendors are left holding the
bag to come up with a workaround so they can be plotted just as
easily as data that comes in on the LAST.

What I don't like about Amibroker's "workaround" to this problem is
that it's passing on the burden to the end-user to deal with this IB
abomination when it should be dealt with as a special case by the
charting package (specifically, the inside the IB plugin) so that is
is EASY to plot NYSE advancers/decliners and NYSE up volume/down
volume in real-time.

DDE? ODBC? Are you guys (Tomasz, Marcin) serious?
Depending on how NT6 is storing the tick data, it may be possible to extract the adv dec data out from the IB feed, but personally I do not trust IB data and for adv-decl I just use Opentick with NYSE subscription ($1 per month), use the $ADDIFFN symbol : http://www.ninjatrader-support.com/vb/showpost.php?p=10551&postcount=14

[NinjaTrader_Ray]

Thank you thrunner. Your post was extermely informative. This one had me perplexed.

I guess I will add dealing with this special symbol to our list for future consideration.

[Blz17]

I've seen that the AD line was added in version 6.5 for IB. What is the ticker symbol to chart it with Ninja? Thanks.

[NinjaTrader_RJ]

Hello Blz17,

Try index 'ADD.'

[mpe66]

Is there any news relating to this subject? I still can't chart ^ADD, ^UVOL etc. using IB. I also can't chart J7, M6C, M6J and M6S even though they work with my tws.

[NinjaTrader_Jason]

Hello mpe66,

I suggest to try the following steps.

Remove the instruments from the instrument list in the Instrument Manager.
http://www.ninjatrader-support.com/HelpGuideV6/AddRemoveFromList.html

Go to Tools-->Options-->Misc-tab and click Reset Instruments.

Add the instruments back to the list and check if it will make a difference.

[mpe66]

Thanks,

it worked for the advance/decline but not for J7, M6J, M6C. It's kind of strange since M6A, M6B, M6E works fine.

[NinjaTrader_Jason]

Can you please go to Tools-->Instrument Manager. Highlight an instrument that does not receive data in the 'Available master instruments' section and click Edit. Check if the instrument contains the correct symbol mapping next to 'Interactive Brokers' under the Misc-tab.

As per the J7, please change exchange to Globex instead of Cme.

[mpe66]

I have checked the name and that I have the right exchange and it still doesn't work.

[NinjaTrader_RJ]

I have checked the name and that I have the right exchange and it still doesn't work.

1.) Please make sure you are on the latest version of NinjaTrader 6.5.1000.11. You can check under Help --> About.
If not, please download from this link: http://www.ninjatrader.com/webnew/download_trading_software.htm

2.) Please also make sure you are using TWS version 892 from this link: http://www.ninjatrader.com/webnew/support_interactivebrokers.htm

[mpe66]

I needed the NT update, thanks for your help.

mpe