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Strategies & Market Trends : LastShadow's Position Trading -- Ignore unavailable to you. Want to Upgrade?


To: Nandu who wrote (9399)3/1/1999 2:35:00 PM
From: LastShadow  Read Replies (2) | Respond to of 43080
 
"Is it the total volume for all NYSE stocks that finished in the green for the day?"

yes

I'm not exactly sure where you can find that historical data - I would guess you would need about 5 years minimum. Maybe someone on the thread knows?

ls



To: Nandu who wrote (9399)3/1/1999 6:44:00 PM
From: Nandu  Respond to of 43080
 
Scott, for the DRTB system, all the data required for backtesting seems to be available free on the web. One can get the historical discount rate and T-Bill yield weekly data directly from the Fed at

bog.frb.fed.us

S&P 500 index values can be obtained directly from Yahoo! at

chart.yahoo.com^SPC

I will inform the thread the results of my computations when done.

For the NYSE indicators, I found a website where one can get the historical data relatively cheap. Try

jurikres.com