I am using the following script for the ASX McClennan Summation Index. It works OK for the NYSE but on the ASX it gives no reading before May 2015. I can’t see why it does this as the ASX was operating well before that date and the code is identical to the NYSE version, except for the data input.
//Source Data for ASX Advance and Declines
D1 = GETDATA(CODE=ADVASX:ASX, CURRENCY=AUD);
D2 = GETDATA(CODE=DECASX:ASX, CURRENCY=AUD);
//Setup 19EMAs on AD Codes
A1 = MA(D1, BARS=19, STYLE=Exponential);
A2 = MA(D2, BARS=19, STYLE=Exponential);
//Setup 39EMAs on AD Codes A3 = MA(D1, BARS=39, STYLE=Exponential); A4 = MA(D2, BARS=39, STYLE=Exponential);
MO=(A1 - A2) - (A3 - A4);
ACC(MO)
I hope you can assist me… thanks KM