Market Internals study

B

bearmountain

Just curious if anyone uses market internals in their strategy design?

Looking into it there appears to be a bewildering array of choices. Over a dozen TICK indices alone.

Any thoughts on the use or misuse of mkt internals would be greatly appreciated. Thanks.


$TICK = 5479 NYSE
$TICKC = 5479 NYSE Cumulative Tick Composite
$TIKSP = 500
$TIKSPC = 500
$TIKA = 1668 AMEX Cumulative Tick
$TIKAC = 1668 AMEX Cumulative Tick Comp
$TIKUS = 16770 All US Cumulative Tick Comp
$TIKUSC = 16770 All US Cumulative Tick Comp
$TIKUSL = 16770 All US Cumulative Tick Comp
$TIKUSLC = 16770 All US Cumulative Tick Comp
$TIKQ = 9623 NASDAQ Cumulative Tick
$TIKND = 100
$TIKIC = 30 DJIA Cumulative Tick Composite
$TIKI = 30 DJIA Tick Index
$TIKR = 2000
$TIKRC = 2000
$TIKRL = 2000
$TIKRLC = 2000
 
yes I understand your point about confusion by looking at too much. For trading the ES, I have been experimenting with various internals, even trying to combine internals, but not much luck so far.

along the lines of what surinotes has developed. but I rather develop my own.
Combine Market Internals Indicator shows a Combined Market Trend of Internals of $ADV, $DECL, $TICK, $TRIN, $ESINX, XLF, SPY in Real-Time. CMI shows underlying trend in a Histogram
 
Any thoughts on the use or misuse of mkt internals would be greatly appreciated. Thanks.


$TICK = 5479 NYSE
$TICKC = 5479 NYSE Cumulative Tick Composite
$TIKSP = 500
$TIKSPC = 500
$TIKA = 1668 AMEX Cumulative Tick
$TIKAC = 1668 AMEX Cumulative Tick Comp
$TIKUS = 16770 All US Cumulative Tick Comp
$TIKUSC = 16770 All US Cumulative Tick Comp
$TIKUSL = 16770 All US Cumulative Tick Comp
$TIKUSLC = 16770 All US Cumulative Tick Comp
$TIKQ = 9623 NASDAQ Cumulative Tick
$TIKND = 100
$TIKIC = 30 DJIA Cumulative Tick Composite
$TIKI = 30 DJIA Tick Index
$TIKR = 2000
$TIKRC = 2000
$TIKRL = 2000
$TIKRLC = 2000
More...

Which datafeed are you using for these?
 
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