Money flow historical data

T

Tompson

I'm looking for daily historical data on index ETFs (eg. DIA) for cumulative up/down volume (summed trade by trade) - also known as money flow.

Tried searching on google and the search function here on ET without much success. Birinyi was one possible lead but quite expensive. Please could someone point me in the right direction?

Thanks in advance

Tom
 
Thanks squeeze - I'll look at that.

Sure infooo, I want to verify some of the recent money flow analyses over at traderfeed. There are some pretty strong edges for index swing trading.

Tom
 
How are you defining money flow in this case?

Is it just volume * price or is there something directional in the calculation?
 
Quote from Tompson:

I want to verify some of the recent money flow analyses over at traderfeed.
More...
I would take anything you read on TraderBrett's blog
with a grain, make that a pound, of salt.

He feigns hypotheses, he works backwards to find
data to support the conclusions he wants. He's also
a not so closeted disciple of Alyssa Rosenbaum, an
admirer of VN (yet another Randian), and worse,
much worse, of Mike Mentzer, fratricide and poster
child for steroid induced dementia.

Just letting you know,


Dr. Lizardo
 
squeeze, it's net trade volume: volume on upticks is positive, downticks negative.

infooo, are you going to keep your word?

Tom
 
I was like you Tom looking for edge in the wrong place

I am sorry I don't know where you can get the data

but I will give you something far more valuable


I swear on the grave of my grandfather (a brave man who fought nazis and was wise overall) what I am about to tell you is true


throw away all your indicators and programs

I spent time on it like you, and I did find market inefficiencies

but the biggest money maker is short term trend following

you only need a price chart

learn to follow trend and get out quick once it stops
 
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