Market indicator time series

With the list functions in Infront Portfolio Manager, it is possible to develop market indicators with a high degree of freedom. Market indicators are statistical time series evaluations that do not refer to the prices of a security, but to a quantity of securities. The quantity of securities is generally determined by the composition of an index. "Statistical" means, for example, counting how many securities fulfill a condition, or summing up trading volumes under a condition.

Index.AdvanceDeclineLine[period;start date]→Time series

Period (number): Number of periods over which an increase in the price is to be determined.

Start date (date).

Result: The AdvanceDeclineLine function returns the advance decline line of the index composition, i.e. the cumulative difference between the number of rising and falling securities.

Index.MovingAverageIndex[period;GD method]→Time series

Period (number).

GD method (GD type [linear]).

Result: The MovingAverageIndex function returns the moving average index, i.e. the difference between the number of securities whose close price is above and the number of securities whose close price is below the average line specified by<period>and <GD method>.

Index.NewHighNewLowIndex[period;start date]→Time series

Period (number).

Start date (date).

Result: The NewHighNewLowIndex function returns the new high new low index of the index compilation, i.e. the cumulative difference between the number of new period high points and the number of new period low points.

Index.UpsideDownsideVolume[period]→Time series

Period (number).

Result: The UpsideDownsideVolume function returns the total volume of rising shares minus the volume of falling shares.