TICK / TRIN/ Put Call Ratio etc..
One of my key requirements (in addition to market/volume profile studies) is market breath/internal charts - specifically:-
1) Put call ratio chart (how many put options are bought relative to call options - ratio of volume of puts / volume of calls). Combined equity/index PC ratio is ideal, or at least index PC ratios.2) Advance / Decline ratio (how many stocks on the index are up on the day vs. down as compared to yesterday's close).
3) TRIN chart (relative rate at which volume is flowing into advancing or declining stocks - formula is (Advancing issues / Declining issues) / (Advancing vol/Declining vol).
4) Tick Indicator (how many stocks are increasing in price vs. stocks decreasing in price from previous price quote) - similar to NYSE tick indicator
5) McClellan Oscillator (smoothed difference between number of advancing and declining issues)http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:mcclellan_oscillator
I am studying how to better trade index futures/options with many wonderful US traders / books (eg: Mastering the Trade by John Carter), but I feel very technologically challenged on creating these charts myself.
Please help add these indicators !