Post New

Since zee (in a huff - post 5326) seems to have decided not to share BCC signals with us any longer, I have decided to post what I have been doing to get those signals. Since February of this year I have been collecting the number of new 52 week highs and the number of new 52 week lows as well as NASDAQ closing prices as given daily on BarChart. I supplemented that collection with 200+ NASDAQ closing prices prior to my first NHNL entry from FRED in order to be able to calculate the 200 day SMA. I now have enough information to be able to calculate a very limited set of BCC signals.

There are three parts to the BCC signal. The SMA part is calculated by comparing today's closing price with the simple moving average of the the prior 200 days of closing prices. If the difference is positive set the SMA signal to 1 else set it to a zero.

The NHNL part of the signal is calculated by finding the difference between the number of new highs and the number of new lows each day and smoothing that value with the weighted moving average of the previous 9 days. If that WMA9 is positive assign a NHNL number of 1 else set it to zero.

The DBE part of the signal is either a 1 or zero. Once it is set to a particular value, it only gets to change when that day's NHNL value and the 99 preceding NHNL values are all different from the existing DBE value. The three separate signals (0s and 1s) are combined to a single decimal value ranging from 0 to 7.

Here are the signals I have been able to collect so far:

Date	Signal	SMA	NHNL	DBE
20260609	5	Bull	Bear	Bull
20260527	7	Bull	Bull	Bull
20260514	5	Bull	Bear	Bull
20260415	7	Bull	Bull	Bull
20260302	5	Bull	Bear	Bull
20260226	7	Bull	Bull	Bull

These are all I have so far but I'll keep adding as the days go on. They may not be as perfect as zee's but they give some guidance.

Larry

Good start. DBE is and has been bullish (close, not intraday) since 1/7/23 for Nasdaq & S&P 500, and since 4/14/26 for Russell 2000. Check this chart for the last time there was an up move in the top blue line after a down move (January '23). https://schrts.co/ZtmhGGdh

FC

Hi Larry,

Are you doing this in a spreadsheet or via some scipt? If a spreadsheet is it possible to post it? Or the collected data so far?

The intent is to also run the same calculation - as a further back-up - and the spreadsheet or data collected so far will enable the syncing of the outcome with you / the GTR1 calculation method.

Many thanks for the consideration!
Platy

Platy,

I'm doing it in LiveCode. It's part of my MI Portfolios application. It would be nice if someone was interested in checking my numbers and make sure I am on the right track. I exported all my data to a .csv file which I opened in Excel and then copied it from to paste here. If you copy that I think you will get tab delimited data. The field "signalKet" is just a sqlite database key.

date	Close	NewHighs	NewLows	SMA200	SMAdiff	NHNLdiff	NHNLWMA9	SMA	NHNL	DBE	Signal	signalKey
20260617	26021.66	62	91	23420.26	230.19	-29	20.444444	1	1	1	7	251f4b32-86ad-4b85-8835-824bcebc5376
20260616	26376.34	62	87	23395.63	234.1	-25	26.466667	1	1	1	7	61112441-0280-444f-b9d4-e32e41278a5b
20260615	26683.94	165	62	23369.69	236.35	103	5.422222	1	1	1	7	7aa7ea9d-278e-4d4e-afee-749a1b945438
20260612	25888.84	167	80	23345.75	241.06	87	-13.422222	1	0	1	5	4bd2d21c-a971-4eed-a8c9-2e7840d50485
20260611	25809.66	129	127	23322.57	246.62	2	-13.733333	1	0	1	5	4efcf7d1-e9ec-4ed9-85cb-87f5548389fe
20260610	25169.5	118	122	23303.29	256.13	-4	-11.4	1	0	1	5	3b38d3d2-bcb9-4d7c-b274-8de1bb1dd8a8
20260609	25678.82	135	149	23283.05	263.9	-14	-4.777778	1	0	1	5	e36ea475-3e08-4c02-9bfc-91d31a41f994
20260608	25929.66	86	120	23261.51	270.83	-34	9.222222	1	1	1	7	dde6a38f-e652-4d27-a96f-2ffacaf5e93f
20260605	25709.43	73	138	23241.52	276.69	-65	32.155556	1	1	1	7	a1a7af90-ab6d-418b-8014-220fa07ccdd8
20260604	26830.96	88	80	23215.93	276.81	8	40.244444	1	1	1	7	8adc4a40-ee95-4f5e-970d-8678be12b2da
20260603	26853.98	78	115	23190.07	274.81	-37	57.133333	1	1	1	7	21d0ba42-7ca8-411a-9bee-6a309d574fce
20260602	27093.9	113	76	23161.53	270.83	37	56.422222	1	1	1	7	6addb891-2da6-4a0d-8f15-1eb99b7c7642
20260601	27086.81	91	49	23133.34	268.22	42	51.866667	1	1	1	7	8e3341c4-1be5-4892-96f1-0a4a6d80ffc9
20260529	26972.62	98	27	23104.69	267.46	71	38.111111	1	1	1	7	aba53ab7-ecce-4745-9811-4798e16042dc
20260528	26917.47	107	46	23075.95	265.63	61	24.8	1	1	1	7	32d9721c-a378-4b78-a809-cbd5f11de65e
20260527	26674.73	150	61	23047.16	262.82	89	2.377778	1	1	1	7	57d4a279-4d93-416c-a813-f8791bcd6570
20260526	26656.18	159	41	23019.15	261.31	118	-30.444444	1	0	1	5	ae1151d0-f0de-49cf-bc17-158a9f0a86b1
20260522	26343.97	111	53	22990.68	257.55	58	-52.577778	1	0	1	5	f283914a-3bc2-4da5-8235-fa617d434d1e
20260521	26293.1	71	74	22964.83	253.91	-3	-60.711111	1	0	1	5	00a1e7bf-c7a4-484a-a089-3cdb4f15a02a
20260520	26270.36	62	108	22939.12	249.88	-46	-57.4	1	0	1	5	b7b33ce6-39df-46ee-90a7-901da1dad63d
20260519	25870.71	38	127	22915.26	248.21	-89	-42.555556	1	0	1	5	e564f85d-63bf-4f1c-93c3-ca13c1fee7b3
20260518	26090.73	57	143	22890.7	244.91	-86	-24.8	1	0	1	5	4e3d2269-c76c-4039-bdbf-eca55c7d9b05
20260515	26225.14	38	120	22865.12	239.76	-82	-6	1	0	1	5	1c8ad0ef-e2b5-4963-9ea1-a12f2eeb5e01
20260514	26635.22	97	106	22837.23	232.04	-9	-2.511111	1	0	1	5	44b8ed72-1ea3-452c-89d6-574807671be4
20260513	26402.34	100	169	22810.32	226.51	-69	14.577778	1	1	1	7	469a1a73-cc0a-41ba-93a7-80de9ead9a7d
20260512	26088.2	55	144	22784.34	222.62	-89	38.244444	1	1	1	7	9be7d709-c78d-4885-8dc6-802d1b9f562a
20260511	26274.13	136	137	22757.84	216.25	-1	45.244444	1	1	1	7	dca45d20-fe3a-4b0c-9e36-dffb00aa242e
20260506	25838.94	158	80	22733.13	209.83	78	35.355556	1	1	1	7	dc65ecb9-28fb-4973-99f5-2c5a479d2a07
20260505	25326.13	148	66	22710.92	207.68	82	24.133333	1	1	1	7	df8c8de4-204c-4dc1-8acd-ffcf7af0477c
20260504	25067.8	108	65	22689.24	207.33	43	22.488889	1	1	1	7	7cb33d19-59eb-4177-a323-66ca65a2c208
20260501	25114.44	118	46	22667.05	203.8	72	17.644444	1	1	1	7	59376b9b-c3bb-4b07-99be-fa9da84b32b9
20260430	24892.31	91	90	22645.79	201.26	1	28.6	1	1	1	7	e2a482fb-4716-4aa0-876e-a3923afe2954
20260429	24673.24	63	104	22625.36	198.18	-41	50.022222	1	1	1	7	27efc621-24c4-44af-a9cd-198b50654328
20260428	24663.8	78	75	22605.19	194.06	3	64.422222	1	1	1	7	5d8aaf1f-98a1-4229-910c-de1aa8600ea4
20260427	24887.1	100	73	22583.81	187.63	27	73.311111	1	1	1	7	90cea936-2b4c-49f8-b9be-d2b3ac199c0e
20260424	24836.6	110	69	22561.72	181.5	41	77.622222	1	1	1	7	6aadfa6f-db0f-4b30-ba67-e0fbe45e2364
20260423	24438.5	113	84	22541.59	177.31	29	84.022222	1	1	1	7	1fb3539e-1117-42aa-81e0-acea876c11a8
20260421	24259.96	100	42	22523.3	171.38	58	85.044444	1	1	1	7	52192abb-439f-4c52-8e8d-c524deda7eaf
20260420	24404.39	149	26	22503.24	163.69	123	97.666667	1	1	1	7	ef2e2e6f-3d45-4703-8e18-526724e80366
20260417	24468.48	214	25	22481.91	153.25	189	36.155556	1	1	1	7	24006322-38ef-40c0-96d8-8677d4a029bc
20260416	24102.7	105	32	22463.25	146.76	73	40.911111	1	1	1	7	c9f121ac-5ef4-4ff0-9062-9860659ca442
20260415	24016.02	91	39	22444.53	137.69	52	25.022222	1	1	1	7	ddc67370-21f4-4d8e-9c02-a4ce5a307a3e
20260414	23639.08	124	41	22427.18	126.23	83	-7.333333	1	0	1	5	e77fa0ae-2266-4c01-bded-760b7909f81a
20260413	23183.74	86	91	22411.13	116.35	-5	-15.4	1	0	1	5	1a551f73-f093-455b-b2c2-9f4e5ed6d787
20260410	22902.89	95	134	22396.18	110.48	-39	-21.888889	1	0	1	5	54b1115d-8b62-4612-9ce3-f1794d20e068
20260409	22822.42	137	122	22380.22	106.52	15	-36.177778	1	0	1	5	09ac6e4d-0c0d-49d7-9a87-32d66c8b5677
20260408	22635	126	49	22364.28	102.9	77	-77.288889	1	0	1	5	866f10ef-4c49-4dda-846a-b35fcdf8849a
20260407	22017.85	35	86	22351.92	102.97	-51	-97.422222	1	0	1	5	7431579e-1d13-482f-94c7-45d882737ea9
20260406	21996.34	54	45	22339.55	101.84	9	-109.888889	1	0	1	5	86e3bc9b-d461-46a2-a5d3-e2d071ce901f
20260402	21879.18	44	107	22328.66	105.19	-63	-138.022222	1	0	1	5	df130255-0037-4571-9ed0-8293b9528cbb
20260401	21840.95	54	78	22316.49	108.22	-24	-155.288889	1	0	1	5	13e718c5-ed12-461c-ab5c-208ea9742ad2
20260331	21590.63	30	114	22306.84	115.08	-84	-184.733333	1	0	1	5	47f4b14d-9783-4928-a57b-c1ac0a948e5c
20260330	20794.64	20	268	22300.95	125.56	-248	-147.755556	1	0	1	5	c3f75c3c-048d-4d8b-b33e-d61ff7285b6f
20260327	20948.36	22	296	22294.78	133.92	-274	-116.377778	1	0	1	5	4e1ffbfd-9990-4436-8925-b64de458b77d
20260326	21408.08	42	143	22285.7	142.71	-101	-139.8	1	0	1	5	0eee6dfc-c230-43dc-ad90-c960bb5cea98
20260325	21929.83	64	134	22273.7	149.67	-70	-131.177778	1	0	1	5	7aacc136-d9da-41c7-8964-8b1338b5db3e
20260324	21761.89	39	147	22261.38	156.47	-108	-133.488889	1	0	1	5	453e6e8a-30d0-482f-96e6-eb2f66da56a0
20260323	21946.76	26	128	22248.95	161.8	-102	-135.355556	1	0	1	5	352e9fd6-4fe8-4f63-87f5-762bbfdb8f1d
20260320	21647.61	37	235	22237.71	166.43	-198	-116.266667	1	0	1	5	5e9dd6b5-05f0-441d-a216-20c6bcabcd43
20260319	22090.69	25	215	22223.47	169.88	-190	-96.466667	1	0	1	5	412b0de6-dc52-4a8a-9871-1438db5fcb94
20260318	22152.42	33	181	22208.27	173.15	-148	-82.666667	1	0	1	5	c54dd754-dd77-4c18-93c4-387c91240498
20260317	22479.53	44	113	22191.76	173.49	-69	-83.066667	1	0	1	5	6417b45a-01a8-4cd6-a560-13c3bc69fd2a
20260316	22374.18	45	113	22175.39	175.81	-68	-84.8	1	0	1	5	7112686e-89c9-4349-b596-6be260e5c34d
20260313	22105.36	35	164	22160.86	181.08	-129	-72.577778	1	0	1	5	9c560cce-9054-426f-a63a-eb59a61fb39a
20260312	22311.98	34	145	22142.99	187.96	-111	-62.2	1	0	1	5	09a569de-0f14-46a0-bacc-99875609a4b9
20260311	22716.13	39	100	22124.03	169	-61	-60.022222	1	0	1	5	3c48474f-fdf9-4363-8e2a-d88b21e36448
20260310	22697.1	57	85	22104.91	176	-28	-63.822222	1	0	1	5	256451ad-59b8-4d2e-ba26-57e462b69e6c
20260309	22695.95	43	162	22087.15	183.87	-119	-46.777778	1	0	1	5	490f06bd-daab-49e1-9897-374ccb4c2041
20260306	22387.68	39	125	22071.28	192.69	-86	-34.422222	1	0	1	5	217d8c5e-b024-4126-995e-e8aafe65a1a0
20260305	22748.99	34	74	22053.59	200.21	-40	-30.377778	1	0	1	5	d9b8cb0d-c255-4e72-8828-8d3921adc0ca
20260304	22807.48	63	60	22035.12	205.26	3	-35	1	0	1	5	de46e521-8973-4bb8-aeaf-4f17d6c41272
20260303	22516.69	38	157	22018.27	213.63	-119	-12.577778	1	0	1	5	09b279a5-bd8e-4f9f-8b98-fb3af54d4f95
20260302	22748.86	83	133	21999.58	220.6	-50	-2.844444	1	0	1	5	2ec83ad1-308b-4273-b395-c11fa4945739
20260227	22668.21	65	97	21979.78	226.22	-32	4	1	1	1	7	63c7059f-2abc-4288-9c43-0676894e766c
20260226	22878.38	87	67	21955.03	227.63	20	0	1	1	1	7	f24f257e-82ab-4259-9821-6dd4a0f98a0f
20260225	23152.08			21955.03	256.04			1				e17229e1-d4f5-4494-ba0c-78374467f118
20260224	22863.68			21928.91	259.61			1				6fd07b91-4d3f-4f24-87fe-905903a99b4f
20260223	22627.27			21903.28	266.63			1				032be214-ac42-4930-b821-bd6337e9b6b2
20260220	22886.07			21878.59	275.59			1				61d06567-1857-4ff5-bb70-ec04d0b9a2ad
20260219	22682.73			21853.38	283.73			1				11ef106c-ef6f-4a46-9cde-b73e3640883f
20260218	22753.63			21829.86	293.3			1				ccc51aaa-068f-4b9f-9863-1e5057bf4f21
20260217	22578.38			21804.64	302.82			1				876425c1-9ebd-4685-9491-00992b9e15c0
20260213	22546.67			21778.98	311.01			1				a062d3c1-9ced-44c3-b0e7-7b13479b43e3
20260212	22597.15			21753.56	318.74			1				8987b547-012d-4bf3-8175-661a2be0febd
20260211	23066.47			21727.4	327.38			1				bb8ebeb0-34e1-473c-9e11-b234e6e528a9
20260210	23102.47			21698.99	336.32			1				07eda913-d866-4409-8f07-91c114ff743f
20260209	23238.67			21669.3	340.09			1				a8aa8e27-77ed-4535-a483-7d5a3fe47c97
20260206	23031.21			21636.65	349.11			1				26d33fea-9073-46da-8417-8f5e257a9e18
20260205	22540.59			21603	354.95			1				b225477b-2caa-4c98-8b26-9beea712bb3c
20260204	22904.58			21569.65	360.84			1				275abcac-4ff0-4428-aef7-409b0f8cf6cc
20260203	23255.19			21536.56	361.12			1				d4e83a80-9fb7-4b7e-bf13-7add8570cb14
20260202	23592.11			21501.82	353.15			1				f8a1683a-4b3e-400c-b26c-f37133d171b9
20260130	23461.82			21467.97	349.63			1				09da0bf1-0358-4b8b-a884-8ad075a6344d
20260129	23685.12			21434.82	347.63			1				6bda2806-4bf1-4f9e-940c-41291d999f61
20260128	23857.45			21400.02	343.58			1				77f92fe0-0a7a-4b96-b51f-0f82590c613c
20260127	23817.1			21362.67	335.75			1				47601faf-2df5-44fc-ad53-176ab79fe974
20260126	23601.36			21329.21	331.47			1				2cdc7009-5d9c-4d9d-bf7f-dcfe67ed1363
20260123	23501.24			21287.54	316.8			1				85a673e2-aa24-41f9-b28c-db996edf2ab0
20260122	23436.02			21248.05	303.76			1				0cd78fb4-cc74-48bd-8deb-8060e047d587
20260121	23224.82			21208.81	293.52			1				c6442896-f073-49fb-9716-1c5e144d8bb9
20260120	22954.32			21175.44	289.43			1				6cc3c4d8-ac09-44ea-b1ab-ea80b92f68d3
20260116	23515.39			21148.67	290.89			1				52394f7b-0f2f-407a-9161-b7df2916023c
20260115	23530.02			21118.34	289.21			1				a98d45b1-a769-4628-a457-9639773a70cb
20260114	23471.75			21087.19	285.23			1				1d25c5cb-402d-4c19-af90-bcd8499ae852
20260113	23709.87			21056.44	282.81			1				cc8d4c91-2bba-4411-bdbe-947359cd88ad
20260112	23733.9			21026.92	284.14			1				6d3646f5-26b8-4ead-9525-a07a0d88cf66
20260109	23671.35			20997.74	284.69			1				cd236f23-dcab-4868-b580-4009acaebb1b
20260108	23480.02			20970.74	288.57			1				0793f9dc-39e4-4f75-9cfa-b8c566d63e9c
20260107	23584.27			20944.29								f34ded77-1f36-4171-a289-608784b46eed
20260106	23547.17			20915.29								7ff20a23-35f6-4331-868b-0e7b64389080
20260105	23395.82			20886.01								1a7dac83-fa59-4fee-a5ac-64f88ad695f1
20260102	23235.63			20857.78								77ea2da4-4861-4c5a-a483-8aea1971d1f3
20251231	23241.99			20829.13								c7c88f56-3733-4b00-8565-f4c38aebfc67
20251230	23419.08			20801.96								8535378a-e825-4f96-9c4a-29b95a26a0ca
20251229	23474.35			20773.63								7bcc0116-e8e9-45ed-b991-6bef5f2b8f14
20251226	23593.1			20742.78								55954900-0ce2-4a4e-86ce-e1b40ffed8aa
20251224	23613.31			20713.05								930d9459-cad4-4d52-8ff0-aa573ae79551
20251223	23561.84			20682.17								8f40f15d-d6b1-47f0-b5f4-89e844d7ec9b
20251222	23428.83											216cbded-38d4-4707-a9f0-d70f23443e21
20251219	23307.62											c5d0b352-d001-4a50-bd6b-5ba8c155d616
20251218	23006.36											49214780-6040-48b7-92ca-61e73af2e4d5
20251217	22693.32											30c3ce08-10d1-4143-96de-002be2599159
20251216	23111.46											a8324670-6d3a-4f19-a8dc-de15be6b5309
20251215	23057.41											630bc060-1942-4646-af6c-5a496d56b3c0
20251212	23195.17											2a758820-ecf6-430d-b7e6-97c9c1715a66
20251211	23593.86											2d18b43c-c89c-465e-9e52-0fc2de61b01c
20251210	23654.16											59b2edc0-4884-44ba-b3c7-fd9bcdbc0e50
20251209	23576.49											128f145d-74fc-40f3-a8c9-1262d2a829db
20251208	23545.9											2f9e99fc-5ea3-4e48-9602-7b8e28bf4c0b
20251205	23578.13											2d8450d9-b893-4a7b-a0cd-5747a93f1e83
20251204	23505.14											0dce93ed-ed35-427c-ab44-4edbc105bd31
20251203	23454.09											1c0e181c-a1ee-461e-84a2-d91da65593e5
20251202	23413.67											a7240a4b-de7c-4e9f-aee7-e149ba4f31fa
20251201	23275.92											6d05b36b-f4e8-4e19-ab1a-6686b945a098
20251128	23365.69											be9f90fc-96c4-4297-ba8c-d5610a1d8c4e
20251126	23214.69											e78472ad-0acc-4896-9510-7b046ca7e519
20251125	23025.59											53a3193b-b76d-441b-acb3-dbf45f95516b
20251124	22872.01											ba1669e3-3049-4e12-9bec-1f1d4e02a47b
20251121	22273.08											0baf94e7-16bd-44bc-8437-fb035fa3d67d
20251120	22078.05											20b5db3c-738d-4083-b795-b84e6e267cef
20251119	22564.23											79e85273-fee3-4d62-83bf-5307ebb05fe2
20251118	22432.85											0b1e02b3-5941-40ed-8eb0-eb9358e64270
20251117	22708.07											3cdcd61f-c76b-4c57-a9cc-9e39125a7a5b
20251114	22900.59											1bc888b4-fb0a-40cd-82e7-ed409af45b15
20251113	22870.36											b6c1b736-a387-44f0-a9e4-c1ce8b917f1f
20251112	23406.46											8c1e90e2-1dea-42d5-b719-1a23463e9a6e
20251111	23468.3											e993adb5-fcb9-4f51-8636-45eefe7a92c7
20251110	23527.17											f894d350-fcd6-421f-ba69-b99fdcc2a938
20251107	23004.54											8517cb17-6476-453f-9c53-0b75cd573a46
20251106	23053.99											e7354a65-0e6a-4779-b4e2-3f82fbfd0775
20251105	23499.8											4a99639e-97f7-4558-86bf-8b6b41cbf1e6
20251104	23348.64											5023898f-b26c-4be7-9872-5ff4c589300a
20251103	23834.72											817a1530-25f5-4670-9596-ada660f1417c
20251031	23724.96											f834a0e9-4aae-4775-967e-22dfd05f4bb2
20251030	23581.14											96e93b9f-1245-429a-a5d4-47c49e3e9c83
20251029	23958.47											7a124b9b-3766-491f-84ae-6313d3fe70aa
20251028	23827.49											a99dc044-e12b-4712-831f-295b01ca50a7
20251027	23637.46											188c7622-3550-492c-909e-266722a3fb68
20251024	23204.87											14663892-e197-453b-aca5-40844a7d070e
20251023	22941.8											d4ad4286-6e6e-4805-a748-12c7c21c6160
20251022	22740.4											7fdc30a8-a448-447d-8356-32acd218d091
20251021	22953.67											60dea9e9-3c55-42a8-b00e-d15e81684722
20251020	22990.54											ced0d4f9-3d64-44d7-afd5-1162aca54eb4
20251017	22679.97											a34f9f2e-f783-430c-948d-1262be13341a
20251016	22562.54											0c00e57a-bed8-4e78-90cd-5b2d43e8ab92
20251015	22670.08											d65d167c-6bca-46a9-85bc-6bbfb93f678c
20251014	22521.7											e8fcb295-2e2e-4278-89d8-45e4401962b6
20251013	22694.61											d5fbb59f-ca4c-4b58-b204-40a87bbf0295
20251010	22204.43											b5d2dbb9-4368-409c-b315-56dcf89057d9
20251009	23024.63											b8804002-dcbb-40fa-8f59-c6b64c66dc8a
20251008	23043.38											1cf558a7-6f94-4940-989b-f64940daed73
20251007	22788.36											59c83aa0-a048-4c62-b7f8-36cc741c16fb
20251006	22941.67											daac14a5-8f08-433a-b286-792e7b7c5ff6
20251003	22780.51											5f871a63-87f7-4f6f-a6ed-6a3defc09230
20251002	22844.05											24376397-777b-4795-be14-6f78733b5652
20251001	22755.16											8482461e-5544-4a31-8a9c-747e2eb572ee
20250930	22660.01											94467e77-6660-47c3-9cbe-923ab10bca0c
20250929	22591.15											8b8456d9-ec7a-4b05-a29c-6ba172c595c2
20250926	22484.07											a533d6e7-19ea-46d2-a0cf-3039f9ed899b
20250925	22384.7											f1d7aad6-894f-4341-8fec-62c8d38187a5
20250924	22497.86											cab8c934-8f52-4f34-91b6-0b2164e6e7e4
20250923	22573.47											7292f5ef-f0f9-450b-925e-72f638f9c7cd
20250922	22788.98											e6e5ccac-0e01-4cfd-80d9-e33c5ec37aa1
20250919	22631.48											30baddfb-1371-44cc-ad47-fabd4fb275c2
20250918	22470.73											11ab5590-95e8-4917-b7ee-600394ceda28
20250917	22261.33											1d95ae35-4570-412d-84a6-abd898b6e914
20250916	22333.96											8e169005-8ef0-463b-945c-edd2f69f7afa
20250915	22348.75											226ca49e-9012-4b7f-8a91-88507dd41eef
20250912	22141.1											df264c6e-8592-4108-bda3-ddca23387102
20250911	22043.07											d5fbdb77-96f3-486b-88f1-a618a1fef6a7
20250910	21886.06											3894d82b-a8ab-413a-8686-fc81dd45b445
20250909	21879.49											187a4a91-229d-4218-a839-1e63be7bfee0
20250908	21798.7											c0da36ef-1034-4686-b3e8-dae722e2b162
20250905	21700.39											4b98c214-a068-45f3-bcba-ef06bb88ced3
20250904	21707.69											0f1516ae-f401-4e1f-a62b-43a83c9a38f9
20250903	21497.73											ec7b29e5-149e-4de4-9737-12e835548089
20250902	21279.63											cca24b0e-66fd-4b26-8915-1f81eca17ac1
20250829	21455.55											4eb5442d-9115-4d2c-a6cf-b33b75ade101
20250828	21705.16											b9cb49f0-866b-4aff-9f54-077ce8faa192
20250827	21590.14											4c0c4046-f20b-457e-997f-11b9bf52ecac
20250826	21544.27											128ff739-4ad3-4202-8253-c998b42dd54b
20250825	21449.29											2441cd20-fd11-439b-a0ca-c4db75e9e0c0
20250822	21496.53											600b986d-cd8b-4f5b-8dd7-ed74f64a4a93
20250821	21100.31											1194c173-67d0-474b-8f43-ed303b9d491a
20250820	21172.86											45593264-63d8-4e1c-94e8-83a6ab661bb9
20250819	21314.95											11308592-515d-4e5f-84da-0e1f08f17a45
20250818	21629.77											a0d6d4fd-3230-4fea-9c14-05d38db37cc1
20250815	21622.98											92413093-29e0-4b9e-a305-5ee384ac74e9
20250814	21710.67											92da2651-f733-46fb-9d25-f68f0adc5453
20250813	21713.14											7dab9c6a-0f2f-49bb-8712-206b06380070
20250812	21681.9											456067b6-37bc-4d71-8c0b-161a20725440
20250811	21385.4											ebb380cd-8495-4085-9d14-56cd98bd48e2
20250808	21450.02											c15d6414-fb87-4af1-befe-b4e9d2f9da7e
20250807	21242.7											e2ed3f6e-cbf2-4cd8-beb4-d2215be7d2a0
20250806	21169.42											db8cb457-ceab-4ae1-b188-c813011ed040
20250805	20916.55											b5d64e58-746c-43f7-9e5a-1e43de562e09
20250804	21053.58											89580048-5309-4355-a19c-df4ac52bf7c8
20250801	20650.13											5d4313dc-a73c-47c7-8058-bf3923cb38fd
20250731	21122.45											e46b5d62-13d6-42ad-af68-d33852af6d78
20250730	21129.67											c28ef83c-26da-43c1-a24d-6eec109d3427
20250729	21098.29											a4d4b542-de87-4a07-9077-8d075e65a1e6
20250728	21178.58											2bb83a9f-4847-406a-9b7f-4b1321a98740
20250725	21108.32											b90da44d-17f8-482e-89d3-f83a5a0cd521
20250724	21057.96											f159fca1-68a2-4db3-9fce-addacfe43f4d
20250723	21020.02											5c003bfa-e39a-42d0-a7e5-a0bf60597399
20250722	20892.68											725f560c-0d4c-4026-93b5-561e663c22d0
20250721	20974.17											0146cace-f530-4bef-b1b0-218b663be50e
20250718	20895.66											720be7e6-161e-4212-afaf-1d7622dfdfa5
20250717	20885.65											6d1a3d03-ebeb-4102-aef6-7b1938cd0416
20250716	20730.49											98541504-e3a3-4c00-9422-79f33bd79111
20250715	20677.8											41a35652-179a-456c-92f5-0276233e3992
20250714	20640.33											8d81c190-2b81-4b56-8dab-cb160ccb35ab
20250711	20585.53											208bcd42-9eab-435d-82a1-0d56da2f9299
20250710	20630.66											9e51bcb1-6433-4126-a7cb-44aaad93999f
20250709	20611.34											96c95f1b-a914-4987-b0cc-84700d7568bb
20250708	20418.46											b59d2651-5505-44f6-9ab3-8dc18c4e14f2
20250707	20412.52											52694fdf-5bcc-489e-85b8-395a5a8b291d
20250703	20601.1											bdd804ad-41c2-466d-a1f3-ff48e51deec1
20250702	20393.13											e858ea6d-3638-4403-960d-597c1ba3d29e
20250701	20202.89											129369d7-5b84-4760-bd00-76ce7636a49f
20250630	20369.73											59a75473-5979-4b19-a30c-921a4d74c43f
20250627	20273.46											8f2d0eff-2ef2-44fa-b327-c8630ef53232
20250626	20167.91											f38cf72e-03ba-48df-835d-74783861415f
20250625	19973.55											1240bd55-381b-464f-b4b2-6dab08e8fc6e
20250624	19912.53											1e870368-141f-456d-af41-38ea85ccf9c4
20250623	19630.97											1c42009d-2c97-4e38-8b8b-d700c92952d2
20250620	19447.41											18efa20a-2808-4b76-bcd0-ff918add5701
20250618	19546.27											f26176a4-3421-4430-a98b-709ef88a1dad
20250617	19521.09											02d987c3-7515-4f82-99b0-b2091bc3c525
20250616	19701.21											6ddc1a5e-418a-41dc-8224-8510c9c381d9
20250613	19406.83											af91b443-e08a-4b69-8421-1f66bf55130a
20250612	19662.48											236c55d8-5501-484f-8328-0d0cc016dc0e
20250611	19615.88											3e47f175-dfcc-4318-a55e-cda57dd6237d
20250610	19714.99											eb328228-518f-4a2e-8274-b7dc62e3c93e
20250609	19591.24											9e8c109e-9fd5-475f-8b82-088d76e70490
20250606	19529.95											ec20330d-fd2d-4657-9428-e0630838f08a
20250605	19298.45											29a7cec7-28c3-45c9-8491-529c5d52f3eb
20250604	19460.49											48d6df09-3adb-4a39-8394-c67f5bba62a5
20250603	19398.96											c3b8408f-cbf4-4bc1-8ada-0a7ce2049b79
20250602	19242.61											bb3d1796-fc95-40c6-a153-be6c5ba75033
20250530	19113.77											f9b49e2b-8392-4757-9859-04e94216ae26
20250529	19175.87											c277787d-7820-424e-82e3-c7aef816770c
20250528	19100.94											34f43591-e26a-4dc7-b88e-ae5759fc3c61
20250527	19199.16											90de3260-3795-4342-9593-9b8b0c919c07
20250523	18737.21											45a156e8-cef4-42c2-a684-d0c4b9ea2d19
20250522	18925.73											dc58fcbd-b87a-4627-b50c-562df9fe4c28
20250521	18872.64											94f10a48-0a1f-49a7-80d3-ffa8881b88d0
20250520	19142.71											2441057b-6cf1-47bf-9f9c-c0a5273f46fc
20250519	19215.46											5a67b08b-a4d6-4015-bbbc-66b2c021ec8f
20250516	19211.1											82ab663f-250c-4a98-a99c-9850330217dc
20250515	19112.32											38e4a431-b8b6-415f-9e15-a4a74eacc7c8
20250514	19146.81											773b29ef-2d6d-466a-89c3-9a1de4f20764
20250513	19010.08											c48b0b26-8899-4cfd-ae57-a2954c9feb91
20250512	18708.34											9b4aec49-016b-4707-ae17-6fe5e3d2616d
20250509	17928.92											979ab599-d567-4fe1-8eca-d23936484f04
20250508	17928.14											952d3a71-47ca-40e5-b977-badc8441faa6
20250507	17738.16											50ef6cd8-c741-4cf8-9434-37aa41ca82e3
20250506	17689.66											ca2b4f49-7ee6-41fc-8023-2da3e6949997
20250505	17844.24											02471d2f-f0ee-49de-81d2-d363465cacc6
20250502	17977.73											923eeac8-6030-4b28-95c3-d28c51fd41de
20250501	17710.74											7a083701-0f44-47a3-adbd-8ac2c14d6ac8
20250430	17446.34											2743b55a-56d7-4a05-92ed-76435ebf7bab
20250429	17461.32											2f073240-ef4b-403e-a7bd-8b8fe62b30f4
20250428	17366.13											b5901265-ceb8-450a-b0ab-fee54167b332
20250425	17382.94											e2654467-e540-4c4e-aa20-41ea7bbc0b3c
20250424	17166.04											bfd5bb34-fef4-405a-9ec8-2a2f4210d187
20250423	16708.05											325c565b-e3a3-4dbb-a0ee-cf2ad1fef677
20250422	16300.42											952853bc-2286-4047-bd86-d047b5e6f1e9
20250421	15870.9											35214236-aa4d-419e-bc6e-fa94a2fc9d85
20250417	16286.45											ab5a41cd-8e96-41ae-9b45-e29833b9e287
20250416	16307.16											a4c276a5-27cb-46b1-9fa6-6cd44fd0b57f
20250415	16823.17											cc060bbb-3228-4eab-8585-5a5e7256b316
20250414	16831.48											3a5d2ef7-74aa-4a74-8e32-8daa250a753f
20250411	16724.46											c5ef90b5-8720-45d4-8a66-e01793c7ac98
20250410	16387.31											30807cc8-8c0b-4910-9c3c-2fa5ea26a329
20250409	17124.97											1589af63-d32e-422b-aa0f-42cce24f0845
20250408	15267.91											64546889-c56e-404c-b640-18c75215506d
20250407	15603.26											700d7e3b-a3a8-449e-af20-07814173e93f
20250404	15587.79											73e34f4d-5051-4c30-8940-9c28f55cb09b
20250403	16550.61											5ca8a5b4-cdb7-4a4b-9dfc-0fd235745ab1
20250402	17601.05											bda84604-75f1-4ca9-b245-2a862a6765b7
20250401	17449.89											2770e80f-7237-438d-9e31-b0f5fd2824f7
20250331	17299.29											9bee3479-1187-4457-af7d-810e3de1dd1d
20250328	17322.99											86097368-87c3-4173-9f1e-aa60b32b836a
20250327	17804.03											378f3191-b4d5-4794-82ad-bb341fba2d4b
20250326	17899.01											b77a6187-2b93-4ee1-8278-12050b7bf90c
20250325	18271.86											f8c1ace4-aca1-4026-ad98-2e85a5bcdd52
20250324	18188.59											c20c68b8-0b4b-4a22-86a0-c0603c0d06df
20250321	17784.05											da54ef79-8c34-4c2a-9b26-616ac3b49c62
20250320	17691.63											00e34663-0760-42e8-8d32-64986f3b8916
20250319	17750.79											29e5b107-8df2-4513-9650-a16174bfe83c
20250318	17504.12											5179195d-c300-493f-92ed-67be72fe8f45
20250317	17808.66											8fe0697a-1e21-45a7-bc7d-79485c9b273f
20250314	17754.09											37e82b29-f0cb-4987-8eca-4eb88e61c69a
20250313	17303.01											bdd90fe6-2861-45c7-a00f-0dfc4ab80f86
20250312	17648.45											561565db-f898-4fc2-b918-18fe0a4b77b9
20250311	17436.1											52f168e7-e890-4950-a7ac-341da1d7b373
20250310	17468.32											d35cad2a-d687-401d-a692-1d1bb0d65c5f

After trying myself, the data is space delimited and it looks like it is all there.

Larry

Thanks! I'll work on an alternative calculation over the next few days as a back-up.

Thanks again.
Platy

So for the purposes of checking the input data is the input for today - prior to calculation - the following ...

20260618	26517.93	67	40

... where we have Date, Close NewHighs & NewLows. These were pulled from Barchart's Nasdaq Composite Index page at ...

https://www.barchart.com/stocks/indices/nasdaq/nas...

Platy

https://www.barchart.com/stocks/indices/nasdaq/nas...

20260618	26517.93	67	40

I see the above counts in the link provided, but have some questions.

At the bottom of that link it shows "Showing 1-100 of 1002" after listing 100 stocks. So it appears these new highs/lows are from a pool of 1002 Nasdaq stocks on 6/18.

Robbie's last entry in his NHNL data on 11/28/25 shows 2,199 total stocks.

Another Barcharts source for new highs/lows shows a total of 3,072 "components" for 6/18, with 114 new highs and 127 new lows. Scroll down to the NASDAQ section of https://www.barchart.com/stocks/momentum

I know Robbie excluded certain "non-stock" things, so the range of 2,000 being less than the 3,000 range makes sense. But I'm confused by the 1,002 total above. Does that exclude more stocks than Robbie did?

Thanks.

By the way, for this "3,000" range NHNL measure, there is a way to see the last 5 days for NHs and NLs. This makes it less important to capture these every day. (I don't see a way to see a history of total "components".)

https://www.barchart.com/stocks/quotes/$...
https://www.barchart.com/stocks/quotes/$...

The Nasdaq Composite Index has over 2500 stocks, and so the barchart page for the Nasdaq Composite Index NHNL looks incorrect in only including about 1000 stocks.
looks incorrect: https://www.barchart.com/stocks/indices/nasdaq/nas...

The Market Momentum page and barchart index pages look OK. (With a barchart account, click on Price History to get 2 years of $MAHQ, $MALQ, or $MADQ.)

https://www.barchart.com/stocks/momentum
https://www.barchart.com/stocks/quotes/$...
https://www.barchart.com/stocks/quotes/$...
https://www.barchart.com/stocks/quotes/$...

I know Robbie excluded certain "non-stock" things,

I think the majority of the exclusion is non US stocks. When I used SIPro, I could get to within about 100 stock difference from GTR1.

Aussi

Platy my program finds new highs and new lows from https://www.barchart.com/etfs-funds/quotes/dollar_...
I would hope they are the same.

Larry

The various sources for ^GSPC are in agreement (yahoo, gtr1, barchart, FRED):
yahoo ^GSPC is about 18 in 1928, and about 7500 now.

gtr1 GSPC is 13.9200 times yahoo ^GSPC, with a maximum difference of 0.0009 (over 98 years).

barchart $SPX matches yahoo ^GSPC, with a maximum difference of 0.0002 (over 2 years).

FRED SP500 price matches yahoo ^GSPC with the following maximum errors (over 10 years):

rank  difference
  1     5.2898
  2     1.0500
  3     0.1301
  4     0.0400
  5     0.0299
  6     0.0201
  7     0.0200
  8     0.0101
  9     0.0099
 10     0.0002

gtr1 S5 is about 14.4 times yahoo ^GSPC, with a maximum difference of 43 (over 98 years), and with about a 2% standard deviation in the error term (this decreases to about 0.7% on average after 1950).

yahoo ^GSPC: https://finance.yahoo.com/quote/%5EGSPC/history/
GTR1 GSPC: https://gtr1.net/2013/?~GSPC:h1::trp%281,1%29ne-99...
barchart $SPX: https://www.barchart.com/stocks/quotes/$...
FRED SP500 price: https://fred.stlouisfed.org/series/SP500
GTR1 S5: https://gtr1.net/2013/?~S5T:h1::trp%281,1%29ne-999...

Dates when gtr1 [NHNLDiff] changed states (using -0.4 cutoff and -1 lag):
if(NHNLDiff>-0.4,1,0)

  Date    FR1m   [NHNLDiff]>-0.4
20201030  12.2%        Bear
20201103  9.1%         Bull
20210716  3.5%         Bear
20210721  1.1%         Bull
20210817  0.7%         Bear
20210825  -0.8%        Bull
20211004  7.8%         Bear
20211013  6.6%         Bull
20211118  -2.9%        Bear
20220324  -4.8%        Bull
20220331  -8.3%        Bear
20220805  -5.5%        Bull
20220822  -8.2%        Bear
20230111  3.1%         Bull
20230221  -1.3%        Bear
20230607  3.5%         Bull
20230623  5.1%         Bear
20230711  0.8%         Bull
20230727  -2.7%        Bear
20230728  -3.0%        Bull
20230804  0.6%         Bear
20231201  2.5%         Bull
20240111  5.1%         Bear
20240129  3.0%         Bull
20240205  3.4%         Bear
20240208  2.5%         Bull
20240314  -1.6%        Bear
20240321  -4.3%        Bull
20240404  -0.3%        Bear
20240506  3.5%         Bull
20240523  4.0%         Bear
20240712  -4.8%        Bull
20240802  3.7%         Bear
20240821  1.7%         Bull
20240904  3.4%         Bear
20240916  3.3%         Bull
20241001  1.9%         Bear
20241014  2.4%         Bull
20241031  6.3%         Bear
20241105  5.4%         Bull
20241118  -0.1%        Bear
20241125  1.0%         Bull
20241213  -1.8%        Bear
20250103  2.2%         Bull
20250108  2.7%         Bear
20250124  -2.3%        Bull
20250129  -1.3%        Bear
20250130  -3.5%        Bull
20250131  -4.3%        Bear
20250205  -4.8%        Bull
20250207  -7.5%        Bear
20250604  4.5%         Bull
20250617  5.3%         Bear
20250626  4.2%         Bull
20250801  3.0%         Bear
20250813  2.1%         Bull
20251031  0.04%        Bear
20251128  0.8%         Bull

These dates match what lohill has posted. FR1m is the 1-month S5T return after the Date.

https://gtr1.net/2013/?~NHNLDiff:h1::iflt%28linear...

The signals from barchart MADQ produce signals similar to gtr1 [NHNLDiff] in 2024 and 2025.
gDate is the if(NHNLDiff>-0.4,1,0) signal day.
bcDate is the signal date using weighted moving average of barchart MADQ >0.
daysDiff is bcDate - gDate.

  gDate   [NHNLDiff]  ___  daysDiff   bcDate   MADQwma
20240111     Bear              0     20240111    Bear
20240129     Bull             -3     20240126    Bull
20240205     Bear              0     20240205    Bear
20240208     Bull              1     20240209    Bull
20240314     Bear              0     20240314    Bear
20240321     Bull              6     20240327    Bull
20240404     Bear              1     20240405    Bear
20240506     Bull              1     20240507    Bull
20240523     Bear              0     20240523    Bear
20240712     Bull              3     20240715    Bull
20240802     Bear              0     20240802    Bear
20240821     Bull              1     20240822    Bull
20240904     Bear              0     20240904    Bear
20240916     Bull              1     20240917    Bull
20241001     Bear              1     20241002    Bear
20241014     Bull              0     20241014    Bull
20241031     Bear              1     20241101    Bear
20241105     Bull              1     20241106    Bull
20241118     Bear              0     20241118    Bear
20241125     Bull              0     20241125    Bull
20241213     Bear              0     20241213    Bear
20250124     Bull
20250129     Bear
20250130     Bull
20250131     Bear
20250205     Bull
20250207     Bear
20250103     Bull              3     20250106    Bull
20250108     Bear              0     20250108    Bear
20250604     Bull              0     20250604    Bull
20250617     Bear             -1     20250616    Bear
20250626     Bull              1     20250627    Bull
20250801     Bear              0     20250801    Bear
20250813     Bull              0     20250813    Bull
20251031     Bear             -1     20251030    Bear

There are 6 [NHNLDiff] signals in late Jan and early Feb 2025 that are missing from the MADQwma signal. These are whipsaws over a few days caused by the -0.4 cutoff in [NHNLDiff] ([NHNLDiff] varies from -0.11 to -0.73 over these days.)

The data lohill posted for barchart NHNLdiff in 2026 is slightly different than MADQ. The signal dates generated are similar:

           lohill    lohill   lohill  lizgdal  lizgdal            lizgdal   lizgdal  lizgdal
  date    NHNLdiff  NHNLWMA9  state     MADQ   MADQwma  daysDiff    Date    MADQwma   state
20260615    103       5.42     Bull     114     28.84       3     20260612    5.7      Bull
20260609    -14       -4.78    Bear     -14    -11.09       1     20260608    -4.4     Bear
20260527     89       2.38     Bull     89      23.29       1     20260526    0.4      Bull
20260514     -9       -2.51    Bear     -9      -9.18       1     20260513    -2.6     Bear
20260415     52       25.02    Bull     54      25.40       1     20260414    13.6     Bull

For example, on 20260615:
lohill posted: 165 NH, 62 NL, 103 NHNL.
MADQ: 114 NHNL
MAHQ: 179 NH
MALQ: 65 NL

https://www.barchart.com/stocks/quotes/$...
https://www.barchart.com/stocks/quotes/$...
https://www.barchart.com/stocks/quotes/$...

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