"NYSE Tick Index" Posts
Trading with Tick Index: The Advantages of S&P500 Tick1K Index Over NYSE Tick Index
By Lawrence
S&P500 Tick1K Index is a custom market breadth index built with a similar principle like the NYSE Tick Index. Since the S&P500 Tick1K Index contains only the S&P500 components, it is cleaner and more robust in terms of trend quality and signal quality. The unique way I designed this Tick Index makes it very useful […]
Trading with Tick Index: Pre and Post 2007 Era
By Lawrence
Tick Index is not a stable statistics just like the advance decline issues of NYSE. There are always changes to the issues listed and the issues being traded. But the worst offender is the way the US stock markets (and pretty much all the major stock markets in the world) has changed since 2007. This […]
Trading With Tick Index: Early Detection Of Trend Buy Day (Signal ID – TICK Trend Buy)
By Lawrence
Trend buy day are the days where the stock market indices just keep going higher. Day traders are often trapped on the wrong side of the market on such days due to various price based measures telling them the up moves are over extended. What they fail to realize is that the market has been […]
Trading With Tick Index: A Comparison of DTN IQFeed and eSignal NYSE Tick Index
By Lawrence
This article explains how to translate the interpretation of NYSE Tick Index between the eSignal version and the IQFeed version. Frame of Reference I use the eSignal version of NYSE Tick Index extensively for backtesting and signal generation. It is not that it is better than the other ones. It is a habit now as […]
Trading With Tick Index: A Short Summary of Various Versions Of NYSE Tick Index
By Lawrence
While preparing for the next article on converting trading rules between eSignal and DTN IQFeed versions of NYSE Tick Index, I have been doing data comparison on and off among multiple sources whenever I have time to sit in front of my computer. So far it is clear that the eSignal NYSE Tick Index is […]
Trading With Tick Index: The History Of NYSE Tick Index
By Lawrence
When I talk about NYSE Tick Index, there is a confusion where my data comes from. The confusion happens because some people find that the Tick Index they loaded onto their charts look completely different from mine. There is a good reason why that is the case and there is no need to panic that […]
