[pcabc]

Market breadth

Sadly the market breadth feed at http://unicorn.us.com/advdec/ has lost its feeds and is no longer updating.  I was using this for my NYSE, NASDAQ and AMEX breadth data.  I was investigating why my advance / decline line had flatlined despite the last week.    My workaround is that I have been calculating my own breadth data for some areas (UK, US and some UK sectors).  So I will extend that to a more general US calculation.  However, I would not consider my data as robust as it will not match the exchange data, I am not tracking the same constituents for example, not updating them automatically.

Unfortunately this means that I loose some observational data.  Does the death cross of the NYSE advance decline line with two of its MA's in 1987 apply to my data.  It would take quite an effort to calculate my data back to then, if I event can - which is doubtful.  I also had made an observation that the AMEX advance decline line is very pessamistic, i.e. it is invariably falling, so it it is rising that is a very good sign.

I'll have to see how my US calcs go.