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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.
Alethea Lin
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.
Josh McGuire
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
Shile Wen
Hi Kbsaravana,
The TRIN indicator does not work at the moment for Python. We've submitted a GH issue here, and I suggest subscribing to the thread to be notified when the fix is merged.
Best,
Shile Wen
Jake Mitchell
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