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Advance/Decline Index (Arms Index a.k.a TRIN)

I'd like to implement the Arms Index indicator in my research, and so I found an indicator on TradingView that uses symbols that appear not to be present in QC and are likely TV-specific ('USI:ADV', 'USI:DECL', 'USI:UVOL', 'USI:DVOL'). After some more searching for "TRIN"-like indexes, I cannot find any in QC's data library. Has anyone else implemented this indcator on this platform?

I see that there are TRIN symbols in InteractiveBrokers and I have an account with them.  But I've also searched these forums and came across this unresolved issue which leads me to believe I cannot do anything about this.

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Hi Jake,

We do not have data on the TRIN index yet, but we are working on adding new data sources and index data is one of them. We will update you when this becomes available.

Thanks for your support.

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


Jake Mitchell,

Yes i have attempted to rebuild ADV DECL. Here is what i did, But it is not same as the actual index ADV and DECL. This is the closest i could get.

I defined coarse and fine filter as follows

################################################################################
    def CoarseSelectionFunction(self, coarse):

        Coarse_filtered_stocks  = [x for x in coarse if x.HasFundamentalData]
        return [stock.Symbol for stock in Coarse_filtered_stocks]
################################################################################  
    # filter the data if it trades on NYS
    def FineSelectionFunction(self, fine):
        Fine_filtered_stocks  = [x for x in fine if x.SecurityReference.ExchangeId == "NYS"]
        return [ x.Symbol for x in Fine_filtered_stocks ]
 

Returns 2400 stocks or so.

And i counted upticks and downticks every minute - uptick is ADVN, downtick is DECL

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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